CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3592 |
1.3650 |
0.0058 |
0.4% |
1.3470 |
| High |
1.3592 |
1.3700 |
0.0108 |
0.8% |
1.3700 |
| Low |
1.3587 |
1.3649 |
0.0062 |
0.5% |
1.3459 |
| Close |
1.3587 |
1.3675 |
0.0088 |
0.6% |
1.3675 |
| Range |
0.0005 |
0.0051 |
0.0046 |
920.0% |
0.0241 |
| ATR |
0.0052 |
0.0057 |
0.0004 |
8.2% |
0.0000 |
| Volume |
6 |
9 |
3 |
50.0% |
41 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3828 |
1.3802 |
1.3703 |
|
| R3 |
1.3777 |
1.3751 |
1.3689 |
|
| R2 |
1.3726 |
1.3726 |
1.3684 |
|
| R1 |
1.3700 |
1.3700 |
1.3680 |
1.3713 |
| PP |
1.3675 |
1.3675 |
1.3675 |
1.3681 |
| S1 |
1.3649 |
1.3649 |
1.3670 |
1.3662 |
| S2 |
1.3624 |
1.3624 |
1.3666 |
|
| S3 |
1.3573 |
1.3598 |
1.3661 |
|
| S4 |
1.3522 |
1.3547 |
1.3647 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4334 |
1.4246 |
1.3808 |
|
| R3 |
1.4093 |
1.4005 |
1.3741 |
|
| R2 |
1.3852 |
1.3852 |
1.3719 |
|
| R1 |
1.3764 |
1.3764 |
1.3697 |
1.3808 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3634 |
| S1 |
1.3523 |
1.3523 |
1.3653 |
1.3567 |
| S2 |
1.3370 |
1.3370 |
1.3631 |
|
| S3 |
1.3129 |
1.3282 |
1.3609 |
|
| S4 |
1.2888 |
1.3041 |
1.3542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3700 |
1.3459 |
0.0241 |
1.8% |
0.0029 |
0.2% |
90% |
True |
False |
8 |
| 10 |
1.3700 |
1.3323 |
0.0377 |
2.8% |
0.0037 |
0.3% |
93% |
True |
False |
6 |
| 20 |
1.3700 |
1.3030 |
0.0670 |
4.9% |
0.0026 |
0.2% |
96% |
True |
False |
8 |
| 40 |
1.3700 |
1.2939 |
0.0761 |
5.6% |
0.0026 |
0.2% |
97% |
True |
False |
6 |
| 60 |
1.3700 |
1.2751 |
0.0949 |
6.9% |
0.0024 |
0.2% |
97% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3917 |
|
2.618 |
1.3834 |
|
1.618 |
1.3783 |
|
1.000 |
1.3751 |
|
0.618 |
1.3732 |
|
HIGH |
1.3700 |
|
0.618 |
1.3681 |
|
0.500 |
1.3675 |
|
0.382 |
1.3668 |
|
LOW |
1.3649 |
|
0.618 |
1.3617 |
|
1.000 |
1.3598 |
|
1.618 |
1.3566 |
|
2.618 |
1.3515 |
|
4.250 |
1.3432 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3675 |
1.3657 |
| PP |
1.3675 |
1.3640 |
| S1 |
1.3675 |
1.3622 |
|