CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3412 |
1.3456 |
0.0044 |
0.3% |
1.3656 |
| High |
1.3485 |
1.3530 |
0.0045 |
0.3% |
1.3659 |
| Low |
1.3385 |
1.3439 |
0.0054 |
0.4% |
1.3366 |
| Close |
1.3454 |
1.3458 |
0.0004 |
0.0% |
1.3374 |
| Range |
0.0100 |
0.0091 |
-0.0009 |
-9.0% |
0.0293 |
| ATR |
0.0098 |
0.0097 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
380 |
216 |
-164 |
-43.2% |
2,594 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3749 |
1.3694 |
1.3508 |
|
| R3 |
1.3658 |
1.3603 |
1.3483 |
|
| R2 |
1.3567 |
1.3567 |
1.3475 |
|
| R1 |
1.3512 |
1.3512 |
1.3466 |
1.3540 |
| PP |
1.3476 |
1.3476 |
1.3476 |
1.3489 |
| S1 |
1.3421 |
1.3421 |
1.3450 |
1.3449 |
| S2 |
1.3385 |
1.3385 |
1.3441 |
|
| S3 |
1.3294 |
1.3330 |
1.3433 |
|
| S4 |
1.3203 |
1.3239 |
1.3408 |
|
|
| 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 |
1.3582 |
1.3366 |
0.0216 |
1.6% |
0.0104 |
0.8% |
43% |
False |
False |
374 |
| 10 |
1.3731 |
1.3366 |
0.0365 |
2.7% |
0.0108 |
0.8% |
25% |
False |
False |
461 |
| 20 |
1.3731 |
1.3275 |
0.0456 |
3.4% |
0.0098 |
0.7% |
40% |
False |
False |
383 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.3% |
0.0090 |
0.7% |
62% |
False |
False |
272 |
| 60 |
1.3731 |
1.2737 |
0.0994 |
7.4% |
0.0077 |
0.6% |
73% |
False |
False |
188 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0065 |
0.5% |
73% |
False |
False |
145 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0055 |
0.4% |
73% |
False |
False |
116 |
| 120 |
1.3731 |
1.2554 |
0.1177 |
8.7% |
0.0053 |
0.4% |
77% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3917 |
|
2.618 |
1.3768 |
|
1.618 |
1.3677 |
|
1.000 |
1.3621 |
|
0.618 |
1.3586 |
|
HIGH |
1.3530 |
|
0.618 |
1.3495 |
|
0.500 |
1.3485 |
|
0.382 |
1.3474 |
|
LOW |
1.3439 |
|
0.618 |
1.3383 |
|
1.000 |
1.3348 |
|
1.618 |
1.3292 |
|
2.618 |
1.3201 |
|
4.250 |
1.3052 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3485 |
1.3456 |
| PP |
1.3476 |
1.3454 |
| S1 |
1.3467 |
1.3453 |
|