CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3422 |
1.3399 |
-0.0023 |
-0.2% |
1.3641 |
| High |
1.3422 |
1.3407 |
-0.0015 |
-0.1% |
1.3641 |
| Low |
1.3381 |
1.3399 |
0.0018 |
0.1% |
1.3381 |
| Close |
1.3381 |
1.3407 |
0.0026 |
0.2% |
1.3381 |
| Range |
0.0041 |
0.0008 |
-0.0033 |
-80.5% |
0.0260 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
16 |
3 |
-13 |
-81.3% |
46 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3428 |
1.3426 |
1.3411 |
|
| R3 |
1.3420 |
1.3418 |
1.3409 |
|
| R2 |
1.3412 |
1.3412 |
1.3408 |
|
| R1 |
1.3410 |
1.3410 |
1.3408 |
1.3411 |
| PP |
1.3404 |
1.3404 |
1.3404 |
1.3405 |
| S1 |
1.3402 |
1.3402 |
1.3406 |
1.3403 |
| S2 |
1.3396 |
1.3396 |
1.3406 |
|
| S3 |
1.3388 |
1.3394 |
1.3405 |
|
| S4 |
1.3380 |
1.3386 |
1.3403 |
|
|
| 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 |
1.3599 |
1.3381 |
0.0218 |
1.6% |
0.0050 |
0.4% |
12% |
False |
False |
7 |
| 10 |
1.3700 |
1.3381 |
0.0319 |
2.4% |
0.0052 |
0.4% |
8% |
False |
False |
8 |
| 20 |
1.3700 |
1.3305 |
0.0395 |
2.9% |
0.0039 |
0.3% |
26% |
False |
False |
10 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.0% |
0.0030 |
0.2% |
56% |
False |
False |
7 |
| 60 |
1.3700 |
1.2776 |
0.0924 |
6.9% |
0.0030 |
0.2% |
68% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3441 |
|
2.618 |
1.3428 |
|
1.618 |
1.3420 |
|
1.000 |
1.3415 |
|
0.618 |
1.3412 |
|
HIGH |
1.3407 |
|
0.618 |
1.3404 |
|
0.500 |
1.3403 |
|
0.382 |
1.3402 |
|
LOW |
1.3399 |
|
0.618 |
1.3394 |
|
1.000 |
1.3391 |
|
1.618 |
1.3386 |
|
2.618 |
1.3378 |
|
4.250 |
1.3365 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3406 |
1.3435 |
| PP |
1.3404 |
1.3426 |
| S1 |
1.3403 |
1.3416 |
|