CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3587 |
1.3523 |
-0.0064 |
-0.5% |
1.3468 |
| High |
1.3600 |
1.3581 |
-0.0019 |
-0.1% |
1.3715 |
| Low |
1.3497 |
1.3374 |
-0.0123 |
-0.9% |
1.3418 |
| Close |
1.3529 |
1.3407 |
-0.0122 |
-0.9% |
1.3665 |
| Range |
0.0103 |
0.0207 |
0.0104 |
101.0% |
0.0297 |
| ATR |
0.0105 |
0.0112 |
0.0007 |
7.0% |
0.0000 |
| Volume |
277,241 |
451,520 |
174,279 |
62.9% |
1,423,197 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4075 |
1.3948 |
1.3521 |
|
| R3 |
1.3868 |
1.3741 |
1.3464 |
|
| R2 |
1.3661 |
1.3661 |
1.3445 |
|
| R1 |
1.3534 |
1.3534 |
1.3426 |
1.3494 |
| PP |
1.3454 |
1.3454 |
1.3454 |
1.3434 |
| S1 |
1.3327 |
1.3327 |
1.3388 |
1.3287 |
| S2 |
1.3247 |
1.3247 |
1.3369 |
|
| S3 |
1.3040 |
1.3120 |
1.3350 |
|
| S4 |
1.2833 |
1.2913 |
1.3293 |
|
|
| 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 |
1.3374 |
0.0341 |
2.5% |
0.0147 |
1.1% |
10% |
False |
True |
355,345 |
| 10 |
1.3715 |
1.3354 |
0.0361 |
2.7% |
0.0116 |
0.9% |
15% |
False |
False |
312,017 |
| 20 |
1.3715 |
1.3046 |
0.0669 |
5.0% |
0.0116 |
0.9% |
54% |
False |
False |
304,019 |
| 40 |
1.3715 |
1.2942 |
0.0773 |
5.8% |
0.0102 |
0.8% |
60% |
False |
False |
235,982 |
| 60 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0093 |
0.7% |
70% |
False |
False |
158,492 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0088 |
0.7% |
70% |
False |
False |
118,912 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0087 |
0.6% |
70% |
False |
False |
95,157 |
| 120 |
1.3715 |
1.2350 |
0.1365 |
10.2% |
0.0081 |
0.6% |
77% |
False |
False |
79,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4461 |
|
2.618 |
1.4123 |
|
1.618 |
1.3916 |
|
1.000 |
1.3788 |
|
0.618 |
1.3709 |
|
HIGH |
1.3581 |
|
0.618 |
1.3502 |
|
0.500 |
1.3478 |
|
0.382 |
1.3453 |
|
LOW |
1.3374 |
|
0.618 |
1.3246 |
|
1.000 |
1.3167 |
|
1.618 |
1.3039 |
|
2.618 |
1.2832 |
|
4.250 |
1.2494 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3478 |
1.3488 |
| PP |
1.3454 |
1.3461 |
| S1 |
1.3431 |
1.3434 |
|