CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3193 |
1.3195 |
0.0002 |
0.0% |
1.3349 |
| High |
1.3247 |
1.3321 |
0.0074 |
0.6% |
1.3437 |
| Low |
1.3147 |
1.3050 |
-0.0097 |
-0.7% |
1.3147 |
| Close |
1.3181 |
1.3122 |
-0.0059 |
-0.4% |
1.3181 |
| Range |
0.0100 |
0.0271 |
0.0171 |
171.0% |
0.0290 |
| ATR |
0.0110 |
0.0121 |
0.0012 |
10.5% |
0.0000 |
| Volume |
283,086 |
459,601 |
176,515 |
62.4% |
1,268,065 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3977 |
1.3821 |
1.3271 |
|
| R3 |
1.3706 |
1.3550 |
1.3197 |
|
| R2 |
1.3435 |
1.3435 |
1.3172 |
|
| R1 |
1.3279 |
1.3279 |
1.3147 |
1.3222 |
| PP |
1.3164 |
1.3164 |
1.3164 |
1.3136 |
| S1 |
1.3008 |
1.3008 |
1.3097 |
1.2951 |
| S2 |
1.2893 |
1.2893 |
1.3072 |
|
| S3 |
1.2622 |
1.2737 |
1.3047 |
|
| S4 |
1.2351 |
1.2466 |
1.2973 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4125 |
1.3943 |
1.3341 |
|
| R3 |
1.3835 |
1.3653 |
1.3261 |
|
| R2 |
1.3545 |
1.3545 |
1.3234 |
|
| R1 |
1.3363 |
1.3363 |
1.3208 |
1.3309 |
| PP |
1.3255 |
1.3255 |
1.3255 |
1.3228 |
| S1 |
1.3073 |
1.3073 |
1.3154 |
1.3019 |
| S2 |
1.2965 |
1.2965 |
1.3128 |
|
| S3 |
1.2675 |
1.2783 |
1.3101 |
|
| S4 |
1.2385 |
1.2493 |
1.3022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3437 |
1.3050 |
0.0387 |
2.9% |
0.0148 |
1.1% |
19% |
False |
True |
345,533 |
| 10 |
1.3523 |
1.3050 |
0.0473 |
3.6% |
0.0125 |
1.0% |
15% |
False |
True |
294,126 |
| 20 |
1.3715 |
1.3050 |
0.0665 |
5.1% |
0.0118 |
0.9% |
11% |
False |
True |
300,390 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.4% |
0.0113 |
0.9% |
16% |
False |
False |
276,198 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.3% |
0.0102 |
0.8% |
28% |
False |
False |
211,926 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0095 |
0.7% |
43% |
False |
False |
159,046 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0091 |
0.7% |
43% |
False |
False |
127,266 |
| 120 |
1.3715 |
1.2588 |
0.1127 |
8.6% |
0.0090 |
0.7% |
47% |
False |
False |
106,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4473 |
|
2.618 |
1.4030 |
|
1.618 |
1.3759 |
|
1.000 |
1.3592 |
|
0.618 |
1.3488 |
|
HIGH |
1.3321 |
|
0.618 |
1.3217 |
|
0.500 |
1.3186 |
|
0.382 |
1.3154 |
|
LOW |
1.3050 |
|
0.618 |
1.2883 |
|
1.000 |
1.2779 |
|
1.618 |
1.2612 |
|
2.618 |
1.2341 |
|
4.250 |
1.1898 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3186 |
1.3186 |
| PP |
1.3164 |
1.3164 |
| S1 |
1.3143 |
1.3143 |
|