CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3456 |
1.3458 |
0.0002 |
0.0% |
1.3656 |
| High |
1.3530 |
1.3465 |
-0.0065 |
-0.5% |
1.3659 |
| Low |
1.3439 |
1.3329 |
-0.0110 |
-0.8% |
1.3366 |
| Close |
1.3458 |
1.3358 |
-0.0100 |
-0.7% |
1.3374 |
| Range |
0.0091 |
0.0136 |
0.0045 |
49.5% |
0.0293 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
2.9% |
0.0000 |
| Volume |
216 |
452 |
236 |
109.3% |
2,594 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3792 |
1.3711 |
1.3433 |
|
| R3 |
1.3656 |
1.3575 |
1.3395 |
|
| R2 |
1.3520 |
1.3520 |
1.3383 |
|
| R1 |
1.3439 |
1.3439 |
1.3370 |
1.3412 |
| PP |
1.3384 |
1.3384 |
1.3384 |
1.3370 |
| S1 |
1.3303 |
1.3303 |
1.3346 |
1.3276 |
| S2 |
1.3248 |
1.3248 |
1.3333 |
|
| S3 |
1.3112 |
1.3167 |
1.3321 |
|
| S4 |
1.2976 |
1.3031 |
1.3283 |
|
|
| 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 |
1.3530 |
1.3329 |
0.0201 |
1.5% |
0.0092 |
0.7% |
14% |
False |
True |
407 |
| 10 |
1.3731 |
1.3329 |
0.0402 |
3.0% |
0.0117 |
0.9% |
7% |
False |
True |
444 |
| 20 |
1.3731 |
1.3290 |
0.0441 |
3.3% |
0.0101 |
0.8% |
15% |
False |
False |
394 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.3% |
0.0093 |
0.7% |
48% |
False |
False |
279 |
| 60 |
1.3731 |
1.2776 |
0.0955 |
7.1% |
0.0078 |
0.6% |
61% |
False |
False |
194 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0066 |
0.5% |
63% |
False |
False |
150 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.6% |
0.0056 |
0.4% |
63% |
False |
False |
120 |
| 120 |
1.3731 |
1.2554 |
0.1177 |
8.8% |
0.0053 |
0.4% |
68% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4043 |
|
2.618 |
1.3821 |
|
1.618 |
1.3685 |
|
1.000 |
1.3601 |
|
0.618 |
1.3549 |
|
HIGH |
1.3465 |
|
0.618 |
1.3413 |
|
0.500 |
1.3397 |
|
0.382 |
1.3381 |
|
LOW |
1.3329 |
|
0.618 |
1.3245 |
|
1.000 |
1.3193 |
|
1.618 |
1.3109 |
|
2.618 |
1.2973 |
|
4.250 |
1.2751 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3397 |
1.3430 |
| PP |
1.3384 |
1.3406 |
| S1 |
1.3371 |
1.3382 |
|