CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3063 |
1.3067 |
0.0004 |
0.0% |
1.3349 |
| High |
1.3126 |
1.3149 |
0.0023 |
0.2% |
1.3437 |
| Low |
1.3020 |
1.3042 |
0.0022 |
0.2% |
1.3147 |
| Close |
1.3056 |
1.3129 |
0.0073 |
0.6% |
1.3181 |
| Range |
0.0106 |
0.0107 |
0.0001 |
0.9% |
0.0290 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
449,110 |
346,071 |
-103,039 |
-22.9% |
1,268,065 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3428 |
1.3385 |
1.3188 |
|
| R3 |
1.3321 |
1.3278 |
1.3158 |
|
| R2 |
1.3214 |
1.3214 |
1.3149 |
|
| R1 |
1.3171 |
1.3171 |
1.3139 |
1.3193 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3117 |
| S1 |
1.3064 |
1.3064 |
1.3119 |
1.3086 |
| S2 |
1.3000 |
1.3000 |
1.3109 |
|
| S3 |
1.2893 |
1.2957 |
1.3100 |
|
| S4 |
1.2786 |
1.2850 |
1.3070 |
|
|
| 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 |
1.3321 |
1.3020 |
0.0301 |
2.3% |
0.0143 |
1.1% |
36% |
False |
False |
381,235 |
| 10 |
1.3523 |
1.3020 |
0.0503 |
3.8% |
0.0128 |
1.0% |
22% |
False |
False |
326,799 |
| 20 |
1.3715 |
1.3020 |
0.0695 |
5.3% |
0.0122 |
0.9% |
16% |
False |
False |
315,650 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.4% |
0.0114 |
0.9% |
17% |
False |
False |
288,917 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.3% |
0.0103 |
0.8% |
29% |
False |
False |
225,137 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0096 |
0.7% |
43% |
False |
False |
168,983 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
43% |
False |
False |
135,216 |
| 120 |
1.3715 |
1.2670 |
0.1045 |
8.0% |
0.0091 |
0.7% |
44% |
False |
False |
112,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3604 |
|
2.618 |
1.3429 |
|
1.618 |
1.3322 |
|
1.000 |
1.3256 |
|
0.618 |
1.3215 |
|
HIGH |
1.3149 |
|
0.618 |
1.3108 |
|
0.500 |
1.3096 |
|
0.382 |
1.3083 |
|
LOW |
1.3042 |
|
0.618 |
1.2976 |
|
1.000 |
1.2935 |
|
1.618 |
1.2869 |
|
2.618 |
1.2762 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3171 |
| PP |
1.3107 |
1.3157 |
| S1 |
1.3096 |
1.3143 |
|