CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3452 |
1.3362 |
-0.0090 |
-0.7% |
1.3374 |
| High |
1.3459 |
1.3396 |
-0.0063 |
-0.5% |
1.3523 |
| Low |
1.3317 |
1.3308 |
-0.0009 |
-0.1% |
1.3308 |
| Close |
1.3350 |
1.3358 |
0.0008 |
0.1% |
1.3358 |
| Range |
0.0142 |
0.0088 |
-0.0054 |
-38.0% |
0.0215 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
261,089 |
237,879 |
-23,210 |
-8.9% |
1,213,594 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3618 |
1.3576 |
1.3406 |
|
| R3 |
1.3530 |
1.3488 |
1.3382 |
|
| R2 |
1.3442 |
1.3442 |
1.3374 |
|
| R1 |
1.3400 |
1.3400 |
1.3366 |
1.3377 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3343 |
| S1 |
1.3312 |
1.3312 |
1.3350 |
1.3289 |
| S2 |
1.3266 |
1.3266 |
1.3342 |
|
| S3 |
1.3178 |
1.3224 |
1.3334 |
|
| S4 |
1.3090 |
1.3136 |
1.3310 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4041 |
1.3915 |
1.3476 |
|
| R3 |
1.3826 |
1.3700 |
1.3417 |
|
| R2 |
1.3611 |
1.3611 |
1.3397 |
|
| R1 |
1.3485 |
1.3485 |
1.3378 |
1.3441 |
| PP |
1.3396 |
1.3396 |
1.3396 |
1.3374 |
| S1 |
1.3270 |
1.3270 |
1.3338 |
1.3226 |
| S2 |
1.3181 |
1.3181 |
1.3319 |
|
| S3 |
1.2966 |
1.3055 |
1.3299 |
|
| S4 |
1.2751 |
1.2840 |
1.3240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3523 |
1.3308 |
0.0215 |
1.6% |
0.0102 |
0.8% |
23% |
False |
True |
242,718 |
| 10 |
1.3658 |
1.3308 |
0.0350 |
2.6% |
0.0118 |
0.9% |
14% |
False |
True |
285,693 |
| 20 |
1.3715 |
1.3269 |
0.0446 |
3.3% |
0.0109 |
0.8% |
20% |
False |
False |
291,280 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.3% |
0.0104 |
0.8% |
50% |
False |
False |
251,715 |
| 60 |
1.3715 |
1.2760 |
0.0955 |
7.1% |
0.0097 |
0.7% |
63% |
False |
False |
183,200 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0091 |
0.7% |
66% |
False |
False |
137,459 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.7% |
0.0088 |
0.7% |
66% |
False |
False |
109,998 |
| 120 |
1.3715 |
1.2537 |
0.1178 |
8.8% |
0.0085 |
0.6% |
70% |
False |
False |
91,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3770 |
|
2.618 |
1.3626 |
|
1.618 |
1.3538 |
|
1.000 |
1.3484 |
|
0.618 |
1.3450 |
|
HIGH |
1.3396 |
|
0.618 |
1.3362 |
|
0.500 |
1.3352 |
|
0.382 |
1.3342 |
|
LOW |
1.3308 |
|
0.618 |
1.3254 |
|
1.000 |
1.3220 |
|
1.618 |
1.3166 |
|
2.618 |
1.3078 |
|
4.250 |
1.2934 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3356 |
1.3416 |
| PP |
1.3354 |
1.3396 |
| S1 |
1.3352 |
1.3377 |
|