CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3399 |
1.3478 |
0.0079 |
0.6% |
1.3641 |
| High |
1.3407 |
1.3478 |
0.0071 |
0.5% |
1.3641 |
| Low |
1.3399 |
1.3449 |
0.0050 |
0.4% |
1.3381 |
| Close |
1.3407 |
1.3461 |
0.0054 |
0.4% |
1.3381 |
| Range |
0.0008 |
0.0029 |
0.0021 |
262.5% |
0.0260 |
| ATR |
0.0066 |
0.0067 |
0.0000 |
0.5% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
46 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3550 |
1.3534 |
1.3477 |
|
| R3 |
1.3521 |
1.3505 |
1.3469 |
|
| R2 |
1.3492 |
1.3492 |
1.3466 |
|
| R1 |
1.3476 |
1.3476 |
1.3464 |
1.3470 |
| PP |
1.3463 |
1.3463 |
1.3463 |
1.3459 |
| S1 |
1.3447 |
1.3447 |
1.3458 |
1.3441 |
| S2 |
1.3434 |
1.3434 |
1.3456 |
|
| S3 |
1.3405 |
1.3418 |
1.3453 |
|
| S4 |
1.3376 |
1.3389 |
1.3445 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4248 |
1.4074 |
1.3524 |
|
| R3 |
1.3988 |
1.3814 |
1.3453 |
|
| R2 |
1.3728 |
1.3728 |
1.3429 |
|
| R1 |
1.3554 |
1.3554 |
1.3405 |
1.3511 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3446 |
| S1 |
1.3294 |
1.3294 |
1.3357 |
1.3251 |
| S2 |
1.3208 |
1.3208 |
1.3333 |
|
| S3 |
1.2948 |
1.3034 |
1.3310 |
|
| S4 |
1.2688 |
1.2774 |
1.3238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3541 |
1.3381 |
0.0160 |
1.2% |
0.0033 |
0.2% |
50% |
False |
False |
5 |
| 10 |
1.3700 |
1.3381 |
0.0319 |
2.4% |
0.0050 |
0.4% |
25% |
False |
False |
8 |
| 20 |
1.3700 |
1.3305 |
0.0395 |
2.9% |
0.0040 |
0.3% |
39% |
False |
False |
10 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.0% |
0.0030 |
0.2% |
64% |
False |
False |
6 |
| 60 |
1.3700 |
1.2776 |
0.0924 |
6.9% |
0.0030 |
0.2% |
74% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3601 |
|
2.618 |
1.3554 |
|
1.618 |
1.3525 |
|
1.000 |
1.3507 |
|
0.618 |
1.3496 |
|
HIGH |
1.3478 |
|
0.618 |
1.3467 |
|
0.500 |
1.3464 |
|
0.382 |
1.3460 |
|
LOW |
1.3449 |
|
0.618 |
1.3431 |
|
1.000 |
1.3420 |
|
1.618 |
1.3402 |
|
2.618 |
1.3373 |
|
4.250 |
1.3326 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3464 |
1.3451 |
| PP |
1.3463 |
1.3440 |
| S1 |
1.3462 |
1.3430 |
|