CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3485 |
1.3422 |
-0.0063 |
-0.5% |
1.3641 |
| High |
1.3489 |
1.3422 |
-0.0067 |
-0.5% |
1.3641 |
| Low |
1.3415 |
1.3381 |
-0.0034 |
-0.3% |
1.3381 |
| Close |
1.3421 |
1.3381 |
-0.0040 |
-0.3% |
1.3381 |
| Range |
0.0074 |
0.0041 |
-0.0033 |
-44.6% |
0.0260 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
46 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3518 |
1.3490 |
1.3404 |
|
| R3 |
1.3477 |
1.3449 |
1.3392 |
|
| R2 |
1.3436 |
1.3436 |
1.3389 |
|
| R1 |
1.3408 |
1.3408 |
1.3385 |
1.3402 |
| PP |
1.3395 |
1.3395 |
1.3395 |
1.3391 |
| S1 |
1.3367 |
1.3367 |
1.3377 |
1.3361 |
| S2 |
1.3354 |
1.3354 |
1.3373 |
|
| S3 |
1.3313 |
1.3326 |
1.3370 |
|
| S4 |
1.3272 |
1.3285 |
1.3358 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4248 |
1.4074 |
1.3524 |
|
| R3 |
1.3988 |
1.3814 |
1.3453 |
|
| R2 |
1.3728 |
1.3728 |
1.3429 |
|
| R1 |
1.3554 |
1.3554 |
1.3405 |
1.3511 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3446 |
| S1 |
1.3294 |
1.3294 |
1.3357 |
1.3251 |
| S2 |
1.3208 |
1.3208 |
1.3333 |
|
| S3 |
1.2948 |
1.3034 |
1.3310 |
|
| S4 |
1.2688 |
1.2774 |
1.3238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3641 |
1.3381 |
0.0260 |
1.9% |
0.0072 |
0.5% |
0% |
False |
True |
9 |
| 10 |
1.3700 |
1.3381 |
0.0319 |
2.4% |
0.0051 |
0.4% |
0% |
False |
True |
8 |
| 20 |
1.3700 |
1.3305 |
0.0395 |
3.0% |
0.0039 |
0.3% |
19% |
False |
False |
10 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.0% |
0.0032 |
0.2% |
52% |
False |
False |
7 |
| 60 |
1.3700 |
1.2751 |
0.0949 |
7.1% |
0.0030 |
0.2% |
66% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3596 |
|
2.618 |
1.3529 |
|
1.618 |
1.3488 |
|
1.000 |
1.3463 |
|
0.618 |
1.3447 |
|
HIGH |
1.3422 |
|
0.618 |
1.3406 |
|
0.500 |
1.3402 |
|
0.382 |
1.3397 |
|
LOW |
1.3381 |
|
0.618 |
1.3356 |
|
1.000 |
1.3340 |
|
1.618 |
1.3315 |
|
2.618 |
1.3274 |
|
4.250 |
1.3207 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3402 |
1.3461 |
| PP |
1.3395 |
1.3434 |
| S1 |
1.3388 |
1.3408 |
|