CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3654 |
1.3504 |
-0.0150 |
-1.1% |
1.3468 |
| High |
1.3658 |
1.3602 |
-0.0056 |
-0.4% |
1.3715 |
| Low |
1.3509 |
1.3462 |
-0.0047 |
-0.3% |
1.3418 |
| Close |
1.3523 |
1.3588 |
0.0065 |
0.5% |
1.3665 |
| Range |
0.0149 |
0.0140 |
-0.0009 |
-6.0% |
0.0297 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
2.6% |
0.0000 |
| Volume |
278,973 |
364,363 |
85,390 |
30.6% |
1,423,197 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3971 |
1.3919 |
1.3665 |
|
| R3 |
1.3831 |
1.3779 |
1.3627 |
|
| R2 |
1.3691 |
1.3691 |
1.3614 |
|
| R1 |
1.3639 |
1.3639 |
1.3601 |
1.3665 |
| PP |
1.3551 |
1.3551 |
1.3551 |
1.3564 |
| S1 |
1.3499 |
1.3499 |
1.3575 |
1.3525 |
| S2 |
1.3411 |
1.3411 |
1.3562 |
|
| S3 |
1.3271 |
1.3359 |
1.3550 |
|
| S4 |
1.3131 |
1.3219 |
1.3511 |
|
|
| 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 |
1.3462 |
0.0253 |
1.9% |
0.0117 |
0.9% |
50% |
False |
True |
315,313 |
| 10 |
1.3715 |
1.3269 |
0.0446 |
3.3% |
0.0105 |
0.8% |
72% |
False |
False |
291,329 |
| 20 |
1.3715 |
1.3044 |
0.0671 |
4.9% |
0.0108 |
0.8% |
81% |
False |
False |
290,048 |
| 40 |
1.3715 |
1.2892 |
0.0823 |
6.1% |
0.0098 |
0.7% |
85% |
False |
False |
218,526 |
| 60 |
1.3715 |
1.2680 |
0.1035 |
7.6% |
0.0091 |
0.7% |
88% |
False |
False |
146,354 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.6% |
0.0086 |
0.6% |
88% |
False |
False |
109,804 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.6% |
0.0087 |
0.6% |
88% |
False |
False |
87,873 |
| 120 |
1.3715 |
1.2318 |
0.1397 |
10.3% |
0.0079 |
0.6% |
91% |
False |
False |
73,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4197 |
|
2.618 |
1.3969 |
|
1.618 |
1.3829 |
|
1.000 |
1.3742 |
|
0.618 |
1.3689 |
|
HIGH |
1.3602 |
|
0.618 |
1.3549 |
|
0.500 |
1.3532 |
|
0.382 |
1.3515 |
|
LOW |
1.3462 |
|
0.618 |
1.3375 |
|
1.000 |
1.3322 |
|
1.618 |
1.3235 |
|
2.618 |
1.3095 |
|
4.250 |
1.2867 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3569 |
1.3589 |
| PP |
1.3551 |
1.3588 |
| S1 |
1.3532 |
1.3588 |
|