CME Euro FX (E) Future December 2013
Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.3229 |
1.3246 |
0.0017 |
0.1% |
1.3373 |
High |
1.3293 |
1.3320 |
0.0027 |
0.2% |
1.3443 |
Low |
1.3208 |
1.3149 |
-0.0059 |
-0.4% |
1.3195 |
Close |
1.3208 |
1.3149 |
-0.0059 |
-0.4% |
1.3208 |
Range |
0.0085 |
0.0171 |
0.0086 |
101.2% |
0.0248 |
ATR |
0.0072 |
0.0079 |
0.0007 |
9.9% |
0.0000 |
Volume |
3 |
6 |
3 |
100.0% |
14 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3719 |
1.3605 |
1.3243 |
|
R3 |
1.3548 |
1.3434 |
1.3196 |
|
R2 |
1.3377 |
1.3377 |
1.3180 |
|
R1 |
1.3263 |
1.3263 |
1.3165 |
1.3235 |
PP |
1.3206 |
1.3206 |
1.3206 |
1.3192 |
S1 |
1.3092 |
1.3092 |
1.3133 |
1.3064 |
S2 |
1.3035 |
1.3035 |
1.3118 |
|
S3 |
1.2864 |
1.2921 |
1.3102 |
|
S4 |
1.2693 |
1.2750 |
1.3055 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4026 |
1.3865 |
1.3344 |
|
R3 |
1.3778 |
1.3617 |
1.3276 |
|
R2 |
1.3530 |
1.3530 |
1.3253 |
|
R1 |
1.3369 |
1.3369 |
1.3231 |
1.3326 |
PP |
1.3282 |
1.3282 |
1.3282 |
1.3260 |
S1 |
1.3121 |
1.3121 |
1.3185 |
1.3078 |
S2 |
1.3034 |
1.3034 |
1.3163 |
|
S3 |
1.2786 |
1.2873 |
1.3140 |
|
S4 |
1.2538 |
1.2625 |
1.3072 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4047 |
2.618 |
1.3768 |
1.618 |
1.3597 |
1.000 |
1.3491 |
0.618 |
1.3426 |
HIGH |
1.3320 |
0.618 |
1.3255 |
0.500 |
1.3235 |
0.382 |
1.3214 |
LOW |
1.3149 |
0.618 |
1.3043 |
1.000 |
1.2978 |
1.618 |
1.2872 |
2.618 |
1.2701 |
4.250 |
1.2422 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3235 |
1.3235 |
PP |
1.3206 |
1.3206 |
S1 |
1.3178 |
1.3178 |
|