CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3656 |
1.3517 |
-0.0139 |
-1.0% |
1.3462 |
| High |
1.3659 |
1.3609 |
-0.0050 |
-0.4% |
1.3731 |
| Low |
1.3524 |
1.3470 |
-0.0054 |
-0.4% |
1.3430 |
| Close |
1.3530 |
1.3595 |
0.0065 |
0.5% |
1.3671 |
| Range |
0.0135 |
0.0139 |
0.0004 |
3.0% |
0.0301 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.7% |
0.0000 |
| Volume |
1,167 |
333 |
-834 |
-71.5% |
2,009 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3975 |
1.3924 |
1.3671 |
|
| R3 |
1.3836 |
1.3785 |
1.3633 |
|
| R2 |
1.3697 |
1.3697 |
1.3620 |
|
| R1 |
1.3646 |
1.3646 |
1.3608 |
1.3672 |
| PP |
1.3558 |
1.3558 |
1.3558 |
1.3571 |
| S1 |
1.3507 |
1.3507 |
1.3582 |
1.3533 |
| S2 |
1.3419 |
1.3419 |
1.3570 |
|
| S3 |
1.3280 |
1.3368 |
1.3557 |
|
| S4 |
1.3141 |
1.3229 |
1.3519 |
|
|
| 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 |
1.3470 |
0.0261 |
1.9% |
0.0112 |
0.8% |
48% |
False |
True |
535 |
| 10 |
1.3731 |
1.3290 |
0.0441 |
3.2% |
0.0097 |
0.7% |
69% |
False |
False |
408 |
| 20 |
1.3731 |
1.3057 |
0.0674 |
5.0% |
0.0097 |
0.7% |
80% |
False |
False |
345 |
| 40 |
1.3731 |
1.2935 |
0.0796 |
5.9% |
0.0083 |
0.6% |
83% |
False |
False |
223 |
| 60 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0071 |
0.5% |
87% |
False |
False |
156 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0058 |
0.4% |
87% |
False |
False |
118 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.5% |
0.0052 |
0.4% |
87% |
False |
False |
96 |
| 120 |
1.3731 |
1.2330 |
0.1401 |
10.3% |
0.0048 |
0.4% |
90% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4200 |
|
2.618 |
1.3973 |
|
1.618 |
1.3834 |
|
1.000 |
1.3748 |
|
0.618 |
1.3695 |
|
HIGH |
1.3609 |
|
0.618 |
1.3556 |
|
0.500 |
1.3540 |
|
0.382 |
1.3523 |
|
LOW |
1.3470 |
|
0.618 |
1.3384 |
|
1.000 |
1.3331 |
|
1.618 |
1.3245 |
|
2.618 |
1.3106 |
|
4.250 |
1.2879 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3577 |
1.3601 |
| PP |
1.3558 |
1.3599 |
| S1 |
1.3540 |
1.3597 |
|