CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3399 |
1.3374 |
-0.0025 |
-0.2% |
1.3654 |
| High |
1.3433 |
1.3431 |
-0.0002 |
0.0% |
1.3658 |
| Low |
1.3356 |
1.3360 |
0.0004 |
0.0% |
1.3356 |
| Close |
1.3366 |
1.3392 |
0.0026 |
0.2% |
1.3366 |
| Range |
0.0077 |
0.0071 |
-0.0006 |
-7.8% |
0.0302 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
271,248 |
216,669 |
-54,579 |
-20.1% |
1,643,345 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3607 |
1.3571 |
1.3431 |
|
| R3 |
1.3536 |
1.3500 |
1.3412 |
|
| R2 |
1.3465 |
1.3465 |
1.3405 |
|
| R1 |
1.3429 |
1.3429 |
1.3399 |
1.3447 |
| PP |
1.3394 |
1.3394 |
1.3394 |
1.3404 |
| S1 |
1.3358 |
1.3358 |
1.3385 |
1.3376 |
| S2 |
1.3323 |
1.3323 |
1.3379 |
|
| S3 |
1.3252 |
1.3287 |
1.3372 |
|
| S4 |
1.3181 |
1.3216 |
1.3353 |
|
|
| 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 |
1.3602 |
1.3356 |
0.0246 |
1.8% |
0.0120 |
0.9% |
15% |
False |
False |
316,208 |
| 10 |
1.3715 |
1.3356 |
0.0359 |
2.7% |
0.0113 |
0.8% |
10% |
False |
False |
306,885 |
| 20 |
1.3715 |
1.3262 |
0.0453 |
3.4% |
0.0106 |
0.8% |
29% |
False |
False |
295,796 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.3% |
0.0101 |
0.8% |
55% |
False |
False |
244,174 |
| 60 |
1.3715 |
1.2713 |
0.1002 |
7.5% |
0.0094 |
0.7% |
68% |
False |
False |
166,608 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0088 |
0.7% |
69% |
False |
False |
125,009 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0087 |
0.6% |
69% |
False |
False |
100,035 |
| 120 |
1.3715 |
1.2484 |
0.1231 |
9.2% |
0.0082 |
0.6% |
74% |
False |
False |
83,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3733 |
|
2.618 |
1.3617 |
|
1.618 |
1.3546 |
|
1.000 |
1.3502 |
|
0.618 |
1.3475 |
|
HIGH |
1.3431 |
|
0.618 |
1.3404 |
|
0.500 |
1.3396 |
|
0.382 |
1.3387 |
|
LOW |
1.3360 |
|
0.618 |
1.3316 |
|
1.000 |
1.3289 |
|
1.618 |
1.3245 |
|
2.618 |
1.3174 |
|
4.250 |
1.3058 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3396 |
1.3469 |
| PP |
1.3394 |
1.3443 |
| S1 |
1.3393 |
1.3418 |
|