CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3482 |
1.3530 |
0.0048 |
0.4% |
1.3470 |
| High |
1.3599 |
1.3541 |
-0.0058 |
-0.4% |
1.3700 |
| Low |
1.3482 |
1.3530 |
0.0048 |
0.4% |
1.3459 |
| Close |
1.3599 |
1.3541 |
-0.0058 |
-0.4% |
1.3675 |
| Range |
0.0117 |
0.0011 |
-0.0106 |
-90.6% |
0.0241 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
| Volume |
15 |
3 |
-12 |
-80.0% |
41 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3570 |
1.3567 |
1.3547 |
|
| R3 |
1.3559 |
1.3556 |
1.3544 |
|
| R2 |
1.3548 |
1.3548 |
1.3543 |
|
| R1 |
1.3545 |
1.3545 |
1.3542 |
1.3547 |
| PP |
1.3537 |
1.3537 |
1.3537 |
1.3538 |
| S1 |
1.3534 |
1.3534 |
1.3540 |
1.3536 |
| S2 |
1.3526 |
1.3526 |
1.3539 |
|
| S3 |
1.3515 |
1.3523 |
1.3538 |
|
| S4 |
1.3504 |
1.3512 |
1.3535 |
|
|
| 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 |
1.3482 |
0.0218 |
1.6% |
0.0060 |
0.4% |
27% |
False |
False |
8 |
| 10 |
1.3700 |
1.3333 |
0.0367 |
2.7% |
0.0050 |
0.4% |
57% |
False |
False |
7 |
| 20 |
1.3700 |
1.3085 |
0.0615 |
4.5% |
0.0033 |
0.2% |
74% |
False |
False |
9 |
| 40 |
1.3700 |
1.2978 |
0.0722 |
5.3% |
0.0030 |
0.2% |
78% |
False |
False |
6 |
| 60 |
1.3700 |
1.2751 |
0.0949 |
7.0% |
0.0028 |
0.2% |
83% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3588 |
|
2.618 |
1.3570 |
|
1.618 |
1.3559 |
|
1.000 |
1.3552 |
|
0.618 |
1.3548 |
|
HIGH |
1.3541 |
|
0.618 |
1.3537 |
|
0.500 |
1.3536 |
|
0.382 |
1.3534 |
|
LOW |
1.3530 |
|
0.618 |
1.3523 |
|
1.000 |
1.3519 |
|
1.618 |
1.3512 |
|
2.618 |
1.3501 |
|
4.250 |
1.3483 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3539 |
1.3562 |
| PP |
1.3537 |
1.3555 |
| S1 |
1.3536 |
1.3548 |
|