CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3443 |
1.3250 |
-0.0193 |
-1.4% |
1.3450 |
| High |
1.3443 |
1.3250 |
-0.0193 |
-1.4% |
1.3488 |
| Low |
1.3307 |
1.3195 |
-0.0112 |
-0.8% |
1.3373 |
| Close |
1.3307 |
1.3195 |
-0.0112 |
-0.8% |
1.3380 |
| Range |
0.0136 |
0.0055 |
-0.0081 |
-59.6% |
0.0115 |
| ATR |
|
|
|
|
|
| Volume |
6 |
4 |
-2 |
-33.3% |
28 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3378 |
1.3342 |
1.3225 |
|
| R3 |
1.3323 |
1.3287 |
1.3210 |
|
| R2 |
1.3268 |
1.3268 |
1.3205 |
|
| R1 |
1.3232 |
1.3232 |
1.3200 |
1.3223 |
| PP |
1.3213 |
1.3213 |
1.3213 |
1.3209 |
| S1 |
1.3177 |
1.3177 |
1.3190 |
1.3168 |
| S2 |
1.3158 |
1.3158 |
1.3185 |
|
| S3 |
1.3103 |
1.3122 |
1.3180 |
|
| S4 |
1.3048 |
1.3067 |
1.3165 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3759 |
1.3684 |
1.3443 |
|
| R3 |
1.3644 |
1.3569 |
1.3412 |
|
| R2 |
1.3529 |
1.3529 |
1.3401 |
|
| R1 |
1.3454 |
1.3454 |
1.3391 |
1.3434 |
| PP |
1.3414 |
1.3414 |
1.3414 |
1.3404 |
| S1 |
1.3339 |
1.3339 |
1.3369 |
1.3319 |
| S2 |
1.3299 |
1.3299 |
1.3359 |
|
| S3 |
1.3184 |
1.3224 |
1.3348 |
|
| S4 |
1.3069 |
1.3109 |
1.3317 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3484 |
|
2.618 |
1.3394 |
|
1.618 |
1.3339 |
|
1.000 |
1.3305 |
|
0.618 |
1.3284 |
|
HIGH |
1.3250 |
|
0.618 |
1.3229 |
|
0.500 |
1.3223 |
|
0.382 |
1.3216 |
|
LOW |
1.3195 |
|
0.618 |
1.3161 |
|
1.000 |
1.3140 |
|
1.618 |
1.3106 |
|
2.618 |
1.3051 |
|
4.250 |
1.2961 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3223 |
1.3319 |
| PP |
1.3213 |
1.3278 |
| S1 |
1.3204 |
1.3236 |
|