CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3201 |
1.3197 |
-0.0004 |
0.0% |
1.3358 |
| High |
1.3254 |
1.3325 |
0.0071 |
0.5% |
1.3444 |
| Low |
1.3164 |
1.3060 |
-0.0104 |
-0.8% |
1.3164 |
| Close |
1.3190 |
1.3131 |
-0.0059 |
-0.4% |
1.3190 |
| Range |
0.0090 |
0.0265 |
0.0175 |
194.4% |
0.0280 |
| ATR |
0.0102 |
0.0113 |
0.0012 |
11.5% |
0.0000 |
| Volume |
1,706 |
1,012 |
-694 |
-40.7% |
5,282 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3967 |
1.3814 |
1.3277 |
|
| R3 |
1.3702 |
1.3549 |
1.3204 |
|
| R2 |
1.3437 |
1.3437 |
1.3180 |
|
| R1 |
1.3284 |
1.3284 |
1.3155 |
1.3228 |
| PP |
1.3172 |
1.3172 |
1.3172 |
1.3144 |
| S1 |
1.3019 |
1.3019 |
1.3107 |
1.2963 |
| S2 |
1.2907 |
1.2907 |
1.3082 |
|
| S3 |
1.2642 |
1.2754 |
1.3058 |
|
| S4 |
1.2377 |
1.2489 |
1.2985 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4106 |
1.3928 |
1.3344 |
|
| R3 |
1.3826 |
1.3648 |
1.3267 |
|
| R2 |
1.3546 |
1.3546 |
1.3241 |
|
| R1 |
1.3368 |
1.3368 |
1.3216 |
1.3317 |
| PP |
1.3266 |
1.3266 |
1.3266 |
1.3241 |
| S1 |
1.3088 |
1.3088 |
1.3164 |
1.3037 |
| S2 |
1.2986 |
1.2986 |
1.3139 |
|
| S3 |
1.2706 |
1.2808 |
1.3113 |
|
| S4 |
1.2426 |
1.2528 |
1.3036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3444 |
1.3060 |
0.0384 |
2.9% |
0.0141 |
1.1% |
18% |
False |
True |
1,258 |
| 10 |
1.3530 |
1.3060 |
0.0470 |
3.6% |
0.0118 |
0.9% |
15% |
False |
True |
831 |
| 20 |
1.3731 |
1.3060 |
0.0671 |
5.1% |
0.0111 |
0.8% |
11% |
False |
True |
645 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.4% |
0.0102 |
0.8% |
16% |
False |
False |
430 |
| 60 |
1.3731 |
1.2913 |
0.0818 |
6.2% |
0.0086 |
0.7% |
27% |
False |
False |
306 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0076 |
0.6% |
41% |
False |
False |
235 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0063 |
0.5% |
41% |
False |
False |
188 |
| 120 |
1.3731 |
1.2619 |
0.1112 |
8.5% |
0.0058 |
0.4% |
46% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4451 |
|
2.618 |
1.4019 |
|
1.618 |
1.3754 |
|
1.000 |
1.3590 |
|
0.618 |
1.3489 |
|
HIGH |
1.3325 |
|
0.618 |
1.3224 |
|
0.500 |
1.3193 |
|
0.382 |
1.3161 |
|
LOW |
1.3060 |
|
0.618 |
1.2896 |
|
1.000 |
1.2795 |
|
1.618 |
1.2631 |
|
2.618 |
1.2366 |
|
4.250 |
1.1934 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3193 |
1.3193 |
| PP |
1.3172 |
1.3172 |
| S1 |
1.3152 |
1.3152 |
|