CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3573 |
1.3593 |
0.0020 |
0.1% |
1.3462 |
| High |
1.3604 |
1.3731 |
0.0127 |
0.9% |
1.3731 |
| Low |
1.3554 |
1.3590 |
0.0036 |
0.3% |
1.3430 |
| Close |
1.3583 |
1.3671 |
0.0088 |
0.6% |
1.3671 |
| Range |
0.0050 |
0.0141 |
0.0091 |
182.0% |
0.0301 |
| ATR |
0.0083 |
0.0087 |
0.0005 |
5.6% |
0.0000 |
| Volume |
625 |
317 |
-308 |
-49.3% |
2,009 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4087 |
1.4020 |
1.3749 |
|
| R3 |
1.3946 |
1.3879 |
1.3710 |
|
| R2 |
1.3805 |
1.3805 |
1.3697 |
|
| R1 |
1.3738 |
1.3738 |
1.3684 |
1.3772 |
| PP |
1.3664 |
1.3664 |
1.3664 |
1.3681 |
| S1 |
1.3597 |
1.3597 |
1.3658 |
1.3631 |
| S2 |
1.3523 |
1.3523 |
1.3645 |
|
| S3 |
1.3382 |
1.3456 |
1.3632 |
|
| S4 |
1.3241 |
1.3315 |
1.3593 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4514 |
1.4393 |
1.3837 |
|
| R3 |
1.4213 |
1.4092 |
1.3754 |
|
| R2 |
1.3912 |
1.3912 |
1.3726 |
|
| R1 |
1.3791 |
1.3791 |
1.3699 |
1.3852 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3641 |
| S1 |
1.3490 |
1.3490 |
1.3643 |
1.3551 |
| S2 |
1.3310 |
1.3310 |
1.3616 |
|
| S3 |
1.3009 |
1.3189 |
1.3588 |
|
| S4 |
1.2708 |
1.2888 |
1.3505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3731 |
1.3430 |
0.0301 |
2.2% |
0.0082 |
0.6% |
80% |
True |
False |
401 |
| 10 |
1.3731 |
1.3290 |
0.0441 |
3.2% |
0.0089 |
0.7% |
86% |
True |
False |
360 |
| 20 |
1.3731 |
1.3017 |
0.0714 |
5.2% |
0.0091 |
0.7% |
92% |
True |
False |
283 |
| 40 |
1.3731 |
1.2935 |
0.0796 |
5.8% |
0.0080 |
0.6% |
92% |
True |
False |
187 |
| 60 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0068 |
0.5% |
94% |
True |
False |
131 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0055 |
0.4% |
94% |
True |
False |
99 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0050 |
0.4% |
94% |
True |
False |
81 |
| 120 |
1.3731 |
1.2324 |
0.1407 |
10.3% |
0.0047 |
0.3% |
96% |
True |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4330 |
|
2.618 |
1.4100 |
|
1.618 |
1.3959 |
|
1.000 |
1.3872 |
|
0.618 |
1.3818 |
|
HIGH |
1.3731 |
|
0.618 |
1.3677 |
|
0.500 |
1.3661 |
|
0.382 |
1.3644 |
|
LOW |
1.3590 |
|
0.618 |
1.3503 |
|
1.000 |
1.3449 |
|
1.618 |
1.3362 |
|
2.618 |
1.3221 |
|
4.250 |
1.2991 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3668 |
1.3652 |
| PP |
1.3664 |
1.3634 |
| S1 |
1.3661 |
1.3615 |
|