CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3504 |
1.3587 |
0.0083 |
0.6% |
1.3468 |
| High |
1.3602 |
1.3600 |
-0.0002 |
0.0% |
1.3715 |
| Low |
1.3462 |
1.3497 |
0.0035 |
0.3% |
1.3418 |
| Close |
1.3588 |
1.3529 |
-0.0059 |
-0.4% |
1.3665 |
| Range |
0.0140 |
0.0103 |
-0.0037 |
-26.4% |
0.0297 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
364,363 |
277,241 |
-87,122 |
-23.9% |
1,423,197 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3851 |
1.3793 |
1.3586 |
|
| R3 |
1.3748 |
1.3690 |
1.3557 |
|
| R2 |
1.3645 |
1.3645 |
1.3548 |
|
| R1 |
1.3587 |
1.3587 |
1.3538 |
1.3565 |
| PP |
1.3542 |
1.3542 |
1.3542 |
1.3531 |
| S1 |
1.3484 |
1.3484 |
1.3520 |
1.3462 |
| S2 |
1.3439 |
1.3439 |
1.3510 |
|
| S3 |
1.3336 |
1.3381 |
1.3501 |
|
| S4 |
1.3233 |
1.3278 |
1.3472 |
|
|
| 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% |
0.0116 |
0.9% |
26% |
False |
False |
313,171 |
| 10 |
1.3715 |
1.3291 |
0.0424 |
3.1% |
0.0106 |
0.8% |
56% |
False |
False |
295,558 |
| 20 |
1.3715 |
1.3044 |
0.0671 |
5.0% |
0.0109 |
0.8% |
72% |
False |
False |
292,508 |
| 40 |
1.3715 |
1.2900 |
0.0815 |
6.0% |
0.0098 |
0.7% |
77% |
False |
False |
225,120 |
| 60 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0092 |
0.7% |
82% |
False |
False |
150,970 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0086 |
0.6% |
82% |
False |
False |
113,269 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0087 |
0.6% |
82% |
False |
False |
90,644 |
| 120 |
1.3715 |
1.2350 |
0.1365 |
10.1% |
0.0079 |
0.6% |
86% |
False |
False |
75,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4038 |
|
2.618 |
1.3870 |
|
1.618 |
1.3767 |
|
1.000 |
1.3703 |
|
0.618 |
1.3664 |
|
HIGH |
1.3600 |
|
0.618 |
1.3561 |
|
0.500 |
1.3549 |
|
0.382 |
1.3536 |
|
LOW |
1.3497 |
|
0.618 |
1.3433 |
|
1.000 |
1.3394 |
|
1.618 |
1.3330 |
|
2.618 |
1.3227 |
|
4.250 |
1.3059 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3549 |
1.3560 |
| PP |
1.3542 |
1.3550 |
| S1 |
1.3536 |
1.3539 |
|