CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3086 |
1.3134 |
0.0048 |
0.4% |
1.3373 |
| High |
1.3086 |
1.3158 |
0.0072 |
0.6% |
1.3443 |
| Low |
1.3086 |
1.3115 |
0.0029 |
0.2% |
1.3195 |
| Close |
1.3086 |
1.3158 |
0.0072 |
0.6% |
1.3208 |
| Range |
0.0000 |
0.0043 |
0.0043 |
|
0.0248 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3273 |
1.3258 |
1.3182 |
|
| R3 |
1.3230 |
1.3215 |
1.3170 |
|
| R2 |
1.3187 |
1.3187 |
1.3166 |
|
| R1 |
1.3172 |
1.3172 |
1.3162 |
1.3180 |
| PP |
1.3144 |
1.3144 |
1.3144 |
1.3147 |
| S1 |
1.3129 |
1.3129 |
1.3154 |
1.3137 |
| S2 |
1.3101 |
1.3101 |
1.3150 |
|
| S3 |
1.3058 |
1.3086 |
1.3146 |
|
| S4 |
1.3015 |
1.3043 |
1.3134 |
|
|
| 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 |
1.3341 |
|
2.618 |
1.3271 |
|
1.618 |
1.3228 |
|
1.000 |
1.3201 |
|
0.618 |
1.3185 |
|
HIGH |
1.3158 |
|
0.618 |
1.3142 |
|
0.500 |
1.3137 |
|
0.382 |
1.3131 |
|
LOW |
1.3115 |
|
0.618 |
1.3088 |
|
1.000 |
1.3072 |
|
1.618 |
1.3045 |
|
2.618 |
1.3002 |
|
4.250 |
1.2932 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3151 |
1.3203 |
| PP |
1.3144 |
1.3188 |
| S1 |
1.3137 |
1.3173 |
|