CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3523 |
1.3399 |
-0.0124 |
-0.9% |
1.3654 |
| High |
1.3581 |
1.3433 |
-0.0148 |
-1.1% |
1.3658 |
| Low |
1.3374 |
1.3356 |
-0.0018 |
-0.1% |
1.3356 |
| Close |
1.3407 |
1.3366 |
-0.0041 |
-0.3% |
1.3366 |
| Range |
0.0207 |
0.0077 |
-0.0130 |
-62.8% |
0.0302 |
| ATR |
0.0112 |
0.0110 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
451,520 |
271,248 |
-180,272 |
-39.9% |
1,643,345 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3616 |
1.3568 |
1.3408 |
|
| R3 |
1.3539 |
1.3491 |
1.3387 |
|
| R2 |
1.3462 |
1.3462 |
1.3380 |
|
| R1 |
1.3414 |
1.3414 |
1.3373 |
1.3400 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3378 |
| S1 |
1.3337 |
1.3337 |
1.3359 |
1.3323 |
| S2 |
1.3308 |
1.3308 |
1.3352 |
|
| S3 |
1.3231 |
1.3260 |
1.3345 |
|
| S4 |
1.3154 |
1.3183 |
1.3324 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4366 |
1.4168 |
1.3532 |
|
| R3 |
1.4064 |
1.3866 |
1.3449 |
|
| R2 |
1.3762 |
1.3762 |
1.3421 |
|
| R1 |
1.3564 |
1.3564 |
1.3394 |
1.3512 |
| PP |
1.3460 |
1.3460 |
1.3460 |
1.3434 |
| S1 |
1.3262 |
1.3262 |
1.3338 |
1.3210 |
| S2 |
1.3158 |
1.3158 |
1.3311 |
|
| S3 |
1.2856 |
1.2960 |
1.3283 |
|
| S4 |
1.2554 |
1.2658 |
1.3200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3658 |
1.3356 |
0.0302 |
2.3% |
0.0135 |
1.0% |
3% |
False |
True |
328,669 |
| 10 |
1.3715 |
1.3356 |
0.0359 |
2.7% |
0.0111 |
0.8% |
3% |
False |
True |
306,654 |
| 20 |
1.3715 |
1.3255 |
0.0460 |
3.4% |
0.0109 |
0.8% |
24% |
False |
False |
300,357 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.3% |
0.0102 |
0.8% |
51% |
False |
False |
241,208 |
| 60 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0094 |
0.7% |
66% |
False |
False |
163,006 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0088 |
0.7% |
66% |
False |
False |
122,301 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0087 |
0.7% |
66% |
False |
False |
97,869 |
| 120 |
1.3715 |
1.2384 |
0.1331 |
10.0% |
0.0081 |
0.6% |
74% |
False |
False |
81,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3760 |
|
2.618 |
1.3635 |
|
1.618 |
1.3558 |
|
1.000 |
1.3510 |
|
0.618 |
1.3481 |
|
HIGH |
1.3433 |
|
0.618 |
1.3404 |
|
0.500 |
1.3395 |
|
0.382 |
1.3385 |
|
LOW |
1.3356 |
|
0.618 |
1.3308 |
|
1.000 |
1.3279 |
|
1.618 |
1.3231 |
|
2.618 |
1.3154 |
|
4.250 |
1.3029 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3395 |
1.3478 |
| PP |
1.3385 |
1.3441 |
| S1 |
1.3376 |
1.3403 |
|