CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3067 |
1.3136 |
0.0069 |
0.5% |
1.3349 |
| High |
1.3149 |
1.3164 |
0.0015 |
0.1% |
1.3437 |
| Low |
1.3042 |
1.3055 |
0.0013 |
0.1% |
1.3147 |
| Close |
1.3129 |
1.3065 |
-0.0064 |
-0.5% |
1.3181 |
| Range |
0.0107 |
0.0109 |
0.0002 |
1.9% |
0.0290 |
| ATR |
0.0119 |
0.0119 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
346,071 |
281,712 |
-64,359 |
-18.6% |
1,268,065 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3352 |
1.3125 |
|
| R3 |
1.3313 |
1.3243 |
1.3095 |
|
| R2 |
1.3204 |
1.3204 |
1.3085 |
|
| R1 |
1.3134 |
1.3134 |
1.3075 |
1.3115 |
| PP |
1.3095 |
1.3095 |
1.3095 |
1.3085 |
| S1 |
1.3025 |
1.3025 |
1.3055 |
1.3006 |
| S2 |
1.2986 |
1.2986 |
1.3045 |
|
| S3 |
1.2877 |
1.2916 |
1.3035 |
|
| S4 |
1.2768 |
1.2807 |
1.3005 |
|
|
| 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% |
0.0139 |
1.1% |
15% |
False |
False |
363,916 |
| 10 |
1.3459 |
1.3020 |
0.0439 |
3.4% |
0.0129 |
1.0% |
10% |
False |
False |
330,352 |
| 20 |
1.3715 |
1.3020 |
0.0695 |
5.3% |
0.0122 |
0.9% |
6% |
False |
False |
315,339 |
| 40 |
1.3715 |
1.3005 |
0.0710 |
5.4% |
0.0115 |
0.9% |
8% |
False |
False |
293,384 |
| 60 |
1.3715 |
1.2892 |
0.0823 |
6.3% |
0.0104 |
0.8% |
21% |
False |
False |
229,780 |
| 80 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0097 |
0.7% |
37% |
False |
False |
172,501 |
| 100 |
1.3715 |
1.2680 |
0.1035 |
7.9% |
0.0092 |
0.7% |
37% |
False |
False |
138,032 |
| 120 |
1.3715 |
1.2670 |
0.1045 |
8.0% |
0.0092 |
0.7% |
38% |
False |
False |
115,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3627 |
|
2.618 |
1.3449 |
|
1.618 |
1.3340 |
|
1.000 |
1.3273 |
|
0.618 |
1.3231 |
|
HIGH |
1.3164 |
|
0.618 |
1.3122 |
|
0.500 |
1.3110 |
|
0.382 |
1.3097 |
|
LOW |
1.3055 |
|
0.618 |
1.2988 |
|
1.000 |
1.2946 |
|
1.618 |
1.2879 |
|
2.618 |
1.2770 |
|
4.250 |
1.2592 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3110 |
1.3092 |
| PP |
1.3095 |
1.3083 |
| S1 |
1.3080 |
1.3074 |
|