CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3346 |
1.3365 |
0.0019 |
0.1% |
1.3399 |
| High |
1.3406 |
1.3365 |
-0.0041 |
-0.3% |
1.3528 |
| Low |
1.3346 |
1.3300 |
-0.0046 |
-0.3% |
1.3345 |
| Close |
1.3406 |
1.3301 |
-0.0105 |
-0.8% |
1.3372 |
| Range |
0.0060 |
0.0065 |
0.0005 |
8.3% |
0.0183 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.2% |
0.0000 |
| Volume |
5 |
9 |
4 |
80.0% |
17 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3517 |
1.3474 |
1.3337 |
|
| R3 |
1.3452 |
1.3409 |
1.3319 |
|
| R2 |
1.3387 |
1.3387 |
1.3313 |
|
| R1 |
1.3344 |
1.3344 |
1.3307 |
1.3333 |
| PP |
1.3322 |
1.3322 |
1.3322 |
1.3317 |
| S1 |
1.3279 |
1.3279 |
1.3295 |
1.3268 |
| S2 |
1.3257 |
1.3257 |
1.3289 |
|
| S3 |
1.3192 |
1.3214 |
1.3283 |
|
| S4 |
1.3127 |
1.3149 |
1.3265 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3964 |
1.3851 |
1.3473 |
|
| R3 |
1.3781 |
1.3668 |
1.3422 |
|
| R2 |
1.3598 |
1.3598 |
1.3406 |
|
| R1 |
1.3485 |
1.3485 |
1.3389 |
1.3450 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3398 |
| S1 |
1.3302 |
1.3302 |
1.3355 |
1.3267 |
| S2 |
1.3232 |
1.3232 |
1.3338 |
|
| S3 |
1.3049 |
1.3119 |
1.3322 |
|
| S4 |
1.2866 |
1.2936 |
1.3271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3528 |
1.3300 |
0.0228 |
1.7% |
0.0056 |
0.4% |
0% |
False |
True |
4 |
| 10 |
1.3541 |
1.3300 |
0.0241 |
1.8% |
0.0044 |
0.3% |
0% |
False |
True |
5 |
| 20 |
1.3700 |
1.3300 |
0.0400 |
3.0% |
0.0047 |
0.4% |
0% |
False |
True |
6 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.0% |
0.0033 |
0.2% |
40% |
False |
False |
6 |
| 60 |
1.3700 |
1.2932 |
0.0768 |
5.8% |
0.0033 |
0.2% |
48% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3641 |
|
2.618 |
1.3535 |
|
1.618 |
1.3470 |
|
1.000 |
1.3430 |
|
0.618 |
1.3405 |
|
HIGH |
1.3365 |
|
0.618 |
1.3340 |
|
0.500 |
1.3333 |
|
0.382 |
1.3325 |
|
LOW |
1.3300 |
|
0.618 |
1.3260 |
|
1.000 |
1.3235 |
|
1.618 |
1.3195 |
|
2.618 |
1.3130 |
|
4.250 |
1.3024 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3333 |
1.3353 |
| PP |
1.3322 |
1.3336 |
| S1 |
1.3312 |
1.3318 |
|