CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3072 |
1.3077 |
0.0005 |
0.0% |
1.3358 |
| High |
1.3140 |
1.3156 |
0.0016 |
0.1% |
1.3444 |
| Low |
1.3030 |
1.3057 |
0.0027 |
0.2% |
1.3164 |
| Close |
1.3066 |
1.3138 |
0.0072 |
0.6% |
1.3190 |
| Range |
0.0110 |
0.0099 |
-0.0011 |
-10.0% |
0.0280 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
2,919 |
2,852 |
-67 |
-2.3% |
5,282 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3414 |
1.3375 |
1.3192 |
|
| R3 |
1.3315 |
1.3276 |
1.3165 |
|
| R2 |
1.3216 |
1.3216 |
1.3156 |
|
| R1 |
1.3177 |
1.3177 |
1.3147 |
1.3197 |
| PP |
1.3117 |
1.3117 |
1.3117 |
1.3127 |
| S1 |
1.3078 |
1.3078 |
1.3129 |
1.3098 |
| S2 |
1.3018 |
1.3018 |
1.3120 |
|
| S3 |
1.2919 |
1.2979 |
1.3111 |
|
| S4 |
1.2820 |
1.2880 |
1.3084 |
|
|
| 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 |
1.3325 |
1.3030 |
0.0295 |
2.2% |
0.0137 |
1.0% |
37% |
False |
False |
1,929 |
| 10 |
1.3530 |
1.3030 |
0.0500 |
3.8% |
0.0123 |
0.9% |
22% |
False |
False |
1,321 |
| 20 |
1.3731 |
1.3030 |
0.0701 |
5.3% |
0.0116 |
0.9% |
15% |
False |
False |
892 |
| 40 |
1.3731 |
1.3017 |
0.0714 |
5.4% |
0.0104 |
0.8% |
17% |
False |
False |
572 |
| 60 |
1.3731 |
1.2935 |
0.0796 |
6.1% |
0.0089 |
0.7% |
26% |
False |
False |
402 |
| 80 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0078 |
0.6% |
42% |
False |
False |
307 |
| 100 |
1.3731 |
1.2711 |
0.1020 |
7.8% |
0.0065 |
0.5% |
42% |
False |
False |
246 |
| 120 |
1.3731 |
1.2692 |
0.1039 |
7.9% |
0.0059 |
0.5% |
43% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3577 |
|
2.618 |
1.3415 |
|
1.618 |
1.3316 |
|
1.000 |
1.3255 |
|
0.618 |
1.3217 |
|
HIGH |
1.3156 |
|
0.618 |
1.3118 |
|
0.500 |
1.3107 |
|
0.382 |
1.3095 |
|
LOW |
1.3057 |
|
0.618 |
1.2996 |
|
1.000 |
1.2958 |
|
1.618 |
1.2897 |
|
2.618 |
1.2798 |
|
4.250 |
1.2636 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3128 |
1.3178 |
| PP |
1.3117 |
1.3164 |
| S1 |
1.3107 |
1.3151 |
|