CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3571 |
1.3589 |
0.0018 |
0.1% |
1.3468 |
| High |
1.3598 |
1.3715 |
0.0117 |
0.9% |
1.3715 |
| Low |
1.3545 |
1.3578 |
0.0033 |
0.2% |
1.3418 |
| Close |
1.3578 |
1.3665 |
0.0087 |
0.6% |
1.3665 |
| Range |
0.0053 |
0.0137 |
0.0084 |
158.5% |
0.0297 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.1% |
0.0000 |
| Volume |
240,654 |
404,628 |
163,974 |
68.1% |
1,423,197 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4064 |
1.4001 |
1.3740 |
|
| R3 |
1.3927 |
1.3864 |
1.3703 |
|
| R2 |
1.3790 |
1.3790 |
1.3690 |
|
| R1 |
1.3727 |
1.3727 |
1.3678 |
1.3759 |
| PP |
1.3653 |
1.3653 |
1.3653 |
1.3668 |
| S1 |
1.3590 |
1.3590 |
1.3652 |
1.3622 |
| S2 |
1.3516 |
1.3516 |
1.3640 |
|
| S3 |
1.3379 |
1.3453 |
1.3627 |
|
| S4 |
1.3242 |
1.3316 |
1.3590 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4490 |
1.4375 |
1.3828 |
|
| R3 |
1.4193 |
1.4078 |
1.3747 |
|
| R2 |
1.3896 |
1.3896 |
1.3719 |
|
| R1 |
1.3781 |
1.3781 |
1.3692 |
1.3839 |
| PP |
1.3599 |
1.3599 |
1.3599 |
1.3628 |
| S1 |
1.3484 |
1.3484 |
1.3638 |
1.3542 |
| S2 |
1.3302 |
1.3302 |
1.3611 |
|
| S3 |
1.3005 |
1.3187 |
1.3583 |
|
| S4 |
1.2708 |
1.2890 |
1.3502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3715 |
1.3418 |
0.0297 |
2.2% |
0.0087 |
0.6% |
83% |
True |
False |
284,639 |
| 10 |
1.3715 |
1.3269 |
0.0446 |
3.3% |
0.0099 |
0.7% |
89% |
True |
False |
296,867 |
| 20 |
1.3715 |
1.3005 |
0.0710 |
5.2% |
0.0104 |
0.8% |
93% |
True |
False |
282,499 |
| 40 |
1.3715 |
1.2892 |
0.0823 |
6.0% |
0.0096 |
0.7% |
94% |
True |
False |
202,927 |
| 60 |
1.3715 |
1.2680 |
0.1035 |
7.6% |
0.0089 |
0.7% |
95% |
True |
False |
135,639 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.6% |
0.0085 |
0.6% |
95% |
True |
False |
101,766 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.6% |
0.0086 |
0.6% |
95% |
True |
False |
81,441 |
| 120 |
1.3715 |
1.2310 |
0.1405 |
10.3% |
0.0077 |
0.6% |
96% |
True |
False |
67,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4297 |
|
2.618 |
1.4074 |
|
1.618 |
1.3937 |
|
1.000 |
1.3852 |
|
0.618 |
1.3800 |
|
HIGH |
1.3715 |
|
0.618 |
1.3663 |
|
0.500 |
1.3647 |
|
0.382 |
1.3630 |
|
LOW |
1.3578 |
|
0.618 |
1.3493 |
|
1.000 |
1.3441 |
|
1.618 |
1.3356 |
|
2.618 |
1.3219 |
|
4.250 |
1.2996 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3659 |
1.3644 |
| PP |
1.3653 |
1.3622 |
| S1 |
1.3647 |
1.3601 |
|