CME Euro FX (E) Future December 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 |
1.3134 |
1.3174 |
0.0040 |
0.3% |
1.3373 |
| High |
1.3158 |
1.3174 |
0.0016 |
0.1% |
1.3443 |
| Low |
1.3115 |
1.3095 |
-0.0020 |
-0.2% |
1.3195 |
| Close |
1.3158 |
1.3095 |
-0.0063 |
-0.5% |
1.3208 |
| Range |
0.0043 |
0.0079 |
0.0036 |
83.7% |
0.0248 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.2% |
0.0000 |
| Volume |
6 |
3 |
-3 |
-50.0% |
14 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3358 |
1.3306 |
1.3138 |
|
| R3 |
1.3279 |
1.3227 |
1.3117 |
|
| R2 |
1.3200 |
1.3200 |
1.3109 |
|
| R1 |
1.3148 |
1.3148 |
1.3102 |
1.3135 |
| PP |
1.3121 |
1.3121 |
1.3121 |
1.3115 |
| S1 |
1.3069 |
1.3069 |
1.3088 |
1.3056 |
| S2 |
1.3042 |
1.3042 |
1.3081 |
|
| S3 |
1.2963 |
1.2990 |
1.3073 |
|
| S4 |
1.2884 |
1.2911 |
1.3052 |
|
|
| 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 |
1.3510 |
|
2.618 |
1.3381 |
|
1.618 |
1.3302 |
|
1.000 |
1.3253 |
|
0.618 |
1.3223 |
|
HIGH |
1.3174 |
|
0.618 |
1.3144 |
|
0.500 |
1.3135 |
|
0.382 |
1.3125 |
|
LOW |
1.3095 |
|
0.618 |
1.3046 |
|
1.000 |
1.3016 |
|
1.618 |
1.2967 |
|
2.618 |
1.2888 |
|
4.250 |
1.2759 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3135 |
1.3130 |
| PP |
1.3121 |
1.3118 |
| S1 |
1.3108 |
1.3107 |
|