CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3197 |
1.3072 |
-0.0125 |
-0.9% |
1.3358 |
| High |
1.3325 |
1.3140 |
-0.0185 |
-1.4% |
1.3444 |
| Low |
1.3060 |
1.3030 |
-0.0030 |
-0.2% |
1.3164 |
| Close |
1.3131 |
1.3066 |
-0.0065 |
-0.5% |
1.3190 |
| Range |
0.0265 |
0.0110 |
-0.0155 |
-58.5% |
0.0280 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,012 |
2,919 |
1,907 |
188.4% |
5,282 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3409 |
1.3347 |
1.3127 |
|
| R3 |
1.3299 |
1.3237 |
1.3096 |
|
| R2 |
1.3189 |
1.3189 |
1.3086 |
|
| R1 |
1.3127 |
1.3127 |
1.3076 |
1.3103 |
| PP |
1.3079 |
1.3079 |
1.3079 |
1.3067 |
| S1 |
1.3017 |
1.3017 |
1.3056 |
1.2993 |
| S2 |
1.2969 |
1.2969 |
1.3046 |
|
| S3 |
1.2859 |
1.2907 |
1.3036 |
|
| S4 |
1.2749 |
1.2797 |
1.3006 |
|
|
| 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 |
1.3030 |
0.0414 |
3.2% |
0.0150 |
1.1% |
9% |
False |
True |
1,640 |
| 10 |
1.3530 |
1.3030 |
0.0500 |
3.8% |
0.0123 |
0.9% |
7% |
False |
True |
1,074 |
| 20 |
1.3731 |
1.3030 |
0.0701 |
5.4% |
0.0114 |
0.9% |
5% |
False |
True |
770 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.5% |
0.0103 |
0.8% |
7% |
False |
False |
503 |
| 60 |
1.3731 |
1.2935 |
0.0796 |
6.1% |
0.0087 |
0.7% |
16% |
False |
False |
355 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0077 |
0.6% |
35% |
False |
False |
271 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0064 |
0.5% |
35% |
False |
False |
217 |
| 120 |
1.3731 |
1.2646 |
0.1085 |
8.3% |
0.0059 |
0.4% |
39% |
False |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3608 |
|
2.618 |
1.3428 |
|
1.618 |
1.3318 |
|
1.000 |
1.3250 |
|
0.618 |
1.3208 |
|
HIGH |
1.3140 |
|
0.618 |
1.3098 |
|
0.500 |
1.3085 |
|
0.382 |
1.3072 |
|
LOW |
1.3030 |
|
0.618 |
1.2962 |
|
1.000 |
1.2920 |
|
1.618 |
1.2852 |
|
2.618 |
1.2742 |
|
4.250 |
1.2563 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3085 |
1.3178 |
| PP |
1.3079 |
1.3140 |
| S1 |
1.3072 |
1.3103 |
|