CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3349 |
1.3389 |
0.0040 |
0.3% |
1.3374 |
| High |
1.3399 |
1.3437 |
0.0038 |
0.3% |
1.3523 |
| Low |
1.3324 |
1.3273 |
-0.0051 |
-0.4% |
1.3308 |
| Close |
1.3391 |
1.3287 |
-0.0104 |
-0.8% |
1.3358 |
| Range |
0.0075 |
0.0164 |
0.0089 |
118.7% |
0.0215 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
4.0% |
0.0000 |
| Volume |
303,420 |
313,250 |
9,830 |
3.2% |
1,213,594 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3824 |
1.3720 |
1.3377 |
|
| R3 |
1.3660 |
1.3556 |
1.3332 |
|
| R2 |
1.3496 |
1.3496 |
1.3317 |
|
| R1 |
1.3392 |
1.3392 |
1.3302 |
1.3362 |
| PP |
1.3332 |
1.3332 |
1.3332 |
1.3318 |
| S1 |
1.3228 |
1.3228 |
1.3272 |
1.3198 |
| S2 |
1.3168 |
1.3168 |
1.3257 |
|
| S3 |
1.3004 |
1.3064 |
1.3242 |
|
| S4 |
1.2840 |
1.2900 |
1.3197 |
|
|
| 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 |
1.3273 |
0.0250 |
1.9% |
0.0113 |
0.8% |
6% |
False |
True |
272,364 |
| 10 |
1.3600 |
1.3273 |
0.0327 |
2.5% |
0.0113 |
0.9% |
4% |
False |
True |
283,027 |
| 20 |
1.3715 |
1.3269 |
0.0446 |
3.4% |
0.0109 |
0.8% |
4% |
False |
False |
287,178 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.3% |
0.0106 |
0.8% |
40% |
False |
False |
256,303 |
| 60 |
1.3715 |
1.2850 |
0.0865 |
6.5% |
0.0098 |
0.7% |
51% |
False |
False |
193,460 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.8% |
0.0091 |
0.7% |
59% |
False |
False |
145,165 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.8% |
0.0089 |
0.7% |
59% |
False |
False |
116,163 |
| 120 |
1.3715 |
1.2541 |
0.1174 |
8.8% |
0.0087 |
0.7% |
64% |
False |
False |
96,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4134 |
|
2.618 |
1.3866 |
|
1.618 |
1.3702 |
|
1.000 |
1.3601 |
|
0.618 |
1.3538 |
|
HIGH |
1.3437 |
|
0.618 |
1.3374 |
|
0.500 |
1.3355 |
|
0.382 |
1.3336 |
|
LOW |
1.3273 |
|
0.618 |
1.3172 |
|
1.000 |
1.3109 |
|
1.618 |
1.3008 |
|
2.618 |
1.2844 |
|
4.250 |
1.2576 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3355 |
1.3355 |
| PP |
1.3332 |
1.3332 |
| S1 |
1.3310 |
1.3310 |
|