CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3195 |
1.3063 |
-0.0132 |
-1.0% |
1.3349 |
| High |
1.3321 |
1.3126 |
-0.0195 |
-1.5% |
1.3437 |
| Low |
1.3050 |
1.3020 |
-0.0030 |
-0.2% |
1.3147 |
| Close |
1.3122 |
1.3056 |
-0.0066 |
-0.5% |
1.3181 |
| Range |
0.0271 |
0.0106 |
-0.0165 |
-60.9% |
0.0290 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
459,601 |
449,110 |
-10,491 |
-2.3% |
1,268,065 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3385 |
1.3327 |
1.3114 |
|
| R3 |
1.3279 |
1.3221 |
1.3085 |
|
| R2 |
1.3173 |
1.3173 |
1.3075 |
|
| R1 |
1.3115 |
1.3115 |
1.3066 |
1.3091 |
| PP |
1.3067 |
1.3067 |
1.3067 |
1.3056 |
| S1 |
1.3009 |
1.3009 |
1.3046 |
1.2985 |
| S2 |
1.2961 |
1.2961 |
1.3037 |
|
| S3 |
1.2855 |
1.2903 |
1.3027 |
|
| S4 |
1.2749 |
1.2797 |
1.2998 |
|
|
| 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 |
1.3020 |
0.0417 |
3.2% |
0.0154 |
1.2% |
9% |
False |
True |
374,671 |
| 10 |
1.3523 |
1.3020 |
0.0503 |
3.9% |
0.0128 |
1.0% |
7% |
False |
True |
317,370 |
| 20 |
1.3715 |
1.3020 |
0.0695 |
5.3% |
0.0121 |
0.9% |
5% |
False |
True |
312,127 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.4% |
0.0113 |
0.9% |
7% |
False |
False |
283,568 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.3% |
0.0102 |
0.8% |
20% |
False |
False |
219,389 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0096 |
0.7% |
36% |
False |
False |
164,658 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0091 |
0.7% |
36% |
False |
False |
131,756 |
| 120 |
1.3715 |
1.2620 |
0.1095 |
8.4% |
0.0091 |
0.7% |
40% |
False |
False |
109,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3577 |
|
2.618 |
1.3404 |
|
1.618 |
1.3298 |
|
1.000 |
1.3232 |
|
0.618 |
1.3192 |
|
HIGH |
1.3126 |
|
0.618 |
1.3086 |
|
0.500 |
1.3073 |
|
0.382 |
1.3060 |
|
LOW |
1.3020 |
|
0.618 |
1.2954 |
|
1.000 |
1.2914 |
|
1.618 |
1.2848 |
|
2.618 |
1.2742 |
|
4.250 |
1.2570 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3073 |
1.3171 |
| PP |
1.3067 |
1.3132 |
| S1 |
1.3062 |
1.3094 |
|