CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3389 |
1.3288 |
-0.0101 |
-0.8% |
1.3374 |
| High |
1.3437 |
1.3292 |
-0.0145 |
-1.1% |
1.3523 |
| Low |
1.3273 |
1.3163 |
-0.0110 |
-0.8% |
1.3308 |
| Close |
1.3287 |
1.3172 |
-0.0115 |
-0.9% |
1.3358 |
| Range |
0.0164 |
0.0129 |
-0.0035 |
-21.3% |
0.0215 |
| ATR |
0.0109 |
0.0111 |
0.0001 |
1.3% |
0.0000 |
| Volume |
313,250 |
368,309 |
55,059 |
17.6% |
1,213,594 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3596 |
1.3513 |
1.3243 |
|
| R3 |
1.3467 |
1.3384 |
1.3207 |
|
| R2 |
1.3338 |
1.3338 |
1.3196 |
|
| R1 |
1.3255 |
1.3255 |
1.3184 |
1.3232 |
| PP |
1.3209 |
1.3209 |
1.3209 |
1.3198 |
| S1 |
1.3126 |
1.3126 |
1.3160 |
1.3103 |
| S2 |
1.3080 |
1.3080 |
1.3148 |
|
| S3 |
1.2951 |
1.2997 |
1.3137 |
|
| S4 |
1.2822 |
1.2868 |
1.3101 |
|
|
| 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 |
1.3459 |
1.3163 |
0.0296 |
2.2% |
0.0120 |
0.9% |
3% |
False |
True |
296,789 |
| 10 |
1.3581 |
1.3163 |
0.0418 |
3.2% |
0.0116 |
0.9% |
2% |
False |
True |
292,134 |
| 20 |
1.3715 |
1.3163 |
0.0552 |
4.2% |
0.0111 |
0.8% |
2% |
False |
True |
293,846 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.4% |
0.0107 |
0.8% |
24% |
False |
False |
260,458 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.2% |
0.0098 |
0.7% |
34% |
False |
False |
199,591 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
48% |
False |
False |
149,766 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0089 |
0.7% |
48% |
False |
False |
119,845 |
| 120 |
1.3715 |
1.2541 |
0.1174 |
8.9% |
0.0087 |
0.7% |
54% |
False |
False |
99,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3840 |
|
2.618 |
1.3630 |
|
1.618 |
1.3501 |
|
1.000 |
1.3421 |
|
0.618 |
1.3372 |
|
HIGH |
1.3292 |
|
0.618 |
1.3243 |
|
0.500 |
1.3228 |
|
0.382 |
1.3212 |
|
LOW |
1.3163 |
|
0.618 |
1.3083 |
|
1.000 |
1.3034 |
|
1.618 |
1.2954 |
|
2.618 |
1.2825 |
|
4.250 |
1.2615 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3228 |
1.3300 |
| PP |
1.3209 |
1.3257 |
| S1 |
1.3191 |
1.3215 |
|