CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3077 |
1.3160 |
0.0083 |
0.6% |
1.3358 |
| High |
1.3156 |
1.3172 |
0.0016 |
0.1% |
1.3444 |
| Low |
1.3057 |
1.3064 |
0.0007 |
0.1% |
1.3164 |
| Close |
1.3138 |
1.3074 |
-0.0064 |
-0.5% |
1.3190 |
| Range |
0.0099 |
0.0108 |
0.0009 |
9.1% |
0.0280 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,852 |
2,054 |
-798 |
-28.0% |
5,282 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3427 |
1.3359 |
1.3133 |
|
| R3 |
1.3319 |
1.3251 |
1.3104 |
|
| R2 |
1.3211 |
1.3211 |
1.3094 |
|
| R1 |
1.3143 |
1.3143 |
1.3084 |
1.3123 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3094 |
| S1 |
1.3035 |
1.3035 |
1.3064 |
1.3015 |
| S2 |
1.2995 |
1.2995 |
1.3054 |
|
| S3 |
1.2887 |
1.2927 |
1.3044 |
|
| S4 |
1.2779 |
1.2819 |
1.3015 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4106 |
1.3928 |
1.3344 |
|
| R3 |
1.3826 |
1.3648 |
1.3267 |
|
| R2 |
1.3546 |
1.3546 |
1.3241 |
|
| R1 |
1.3368 |
1.3368 |
1.3216 |
1.3317 |
| PP |
1.3266 |
1.3266 |
1.3266 |
1.3241 |
| S1 |
1.3088 |
1.3088 |
1.3164 |
1.3037 |
| S2 |
1.2986 |
1.2986 |
1.3139 |
|
| S3 |
1.2706 |
1.2808 |
1.3113 |
|
| S4 |
1.2426 |
1.2528 |
1.3036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3325 |
1.3030 |
0.0295 |
2.3% |
0.0134 |
1.0% |
15% |
False |
False |
2,108 |
| 10 |
1.3465 |
1.3030 |
0.0435 |
3.3% |
0.0124 |
1.0% |
10% |
False |
False |
1,505 |
| 20 |
1.3731 |
1.3030 |
0.0701 |
5.4% |
0.0116 |
0.9% |
6% |
False |
False |
983 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.5% |
0.0105 |
0.8% |
8% |
False |
False |
621 |
| 60 |
1.3731 |
1.2935 |
0.0796 |
6.1% |
0.0090 |
0.7% |
17% |
False |
False |
436 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0079 |
0.6% |
36% |
False |
False |
332 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0066 |
0.5% |
36% |
False |
False |
266 |
| 120 |
1.3731 |
1.2709 |
0.1022 |
7.8% |
0.0060 |
0.5% |
36% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3631 |
|
2.618 |
1.3455 |
|
1.618 |
1.3347 |
|
1.000 |
1.3280 |
|
0.618 |
1.3239 |
|
HIGH |
1.3172 |
|
0.618 |
1.3131 |
|
0.500 |
1.3118 |
|
0.382 |
1.3105 |
|
LOW |
1.3064 |
|
0.618 |
1.2997 |
|
1.000 |
1.2956 |
|
1.618 |
1.2889 |
|
2.618 |
1.2781 |
|
4.250 |
1.2605 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3101 |
| PP |
1.3103 |
1.3092 |
| S1 |
1.3089 |
1.3083 |
|