CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3521 |
1.3401 |
-0.0120 |
-0.9% |
1.3656 |
| High |
1.3582 |
1.3440 |
-0.0142 |
-1.0% |
1.3659 |
| Low |
1.3388 |
1.3366 |
-0.0022 |
-0.2% |
1.3366 |
| Close |
1.3414 |
1.3374 |
-0.0040 |
-0.3% |
1.3374 |
| Range |
0.0194 |
0.0074 |
-0.0120 |
-61.9% |
0.0293 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
289 |
504 |
215 |
74.4% |
2,594 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3615 |
1.3569 |
1.3415 |
|
| R3 |
1.3541 |
1.3495 |
1.3394 |
|
| R2 |
1.3467 |
1.3467 |
1.3388 |
|
| R1 |
1.3421 |
1.3421 |
1.3381 |
1.3407 |
| PP |
1.3393 |
1.3393 |
1.3393 |
1.3387 |
| S1 |
1.3347 |
1.3347 |
1.3367 |
1.3333 |
| S2 |
1.3319 |
1.3319 |
1.3360 |
|
| S3 |
1.3245 |
1.3273 |
1.3354 |
|
| S4 |
1.3171 |
1.3199 |
1.3333 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4345 |
1.4153 |
1.3535 |
|
| R3 |
1.4052 |
1.3860 |
1.3455 |
|
| R2 |
1.3759 |
1.3759 |
1.3428 |
|
| R1 |
1.3567 |
1.3567 |
1.3401 |
1.3517 |
| PP |
1.3466 |
1.3466 |
1.3466 |
1.3441 |
| S1 |
1.3274 |
1.3274 |
1.3347 |
1.3224 |
| S2 |
1.3173 |
1.3173 |
1.3320 |
|
| S3 |
1.2880 |
1.2981 |
1.3293 |
|
| S4 |
1.2587 |
1.2688 |
1.3213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3659 |
1.3366 |
0.0293 |
2.2% |
0.0128 |
1.0% |
3% |
False |
True |
518 |
| 10 |
1.3731 |
1.3366 |
0.0365 |
2.7% |
0.0105 |
0.8% |
2% |
False |
True |
460 |
| 20 |
1.3731 |
1.3268 |
0.0463 |
3.5% |
0.0099 |
0.7% |
23% |
False |
False |
385 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.3% |
0.0089 |
0.7% |
50% |
False |
False |
248 |
| 60 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0075 |
0.6% |
65% |
False |
False |
172 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0062 |
0.5% |
65% |
False |
False |
131 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0052 |
0.4% |
65% |
False |
False |
106 |
| 120 |
1.3731 |
1.2403 |
0.1328 |
9.9% |
0.0051 |
0.4% |
73% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3755 |
|
2.618 |
1.3634 |
|
1.618 |
1.3560 |
|
1.000 |
1.3514 |
|
0.618 |
1.3486 |
|
HIGH |
1.3440 |
|
0.618 |
1.3412 |
|
0.500 |
1.3403 |
|
0.382 |
1.3394 |
|
LOW |
1.3366 |
|
0.618 |
1.3320 |
|
1.000 |
1.3292 |
|
1.618 |
1.3246 |
|
2.618 |
1.3172 |
|
4.250 |
1.3052 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3403 |
1.3486 |
| PP |
1.3393 |
1.3448 |
| S1 |
1.3384 |
1.3411 |
|