CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3365 |
1.3269 |
-0.0096 |
-0.7% |
1.3399 |
| High |
1.3365 |
1.3269 |
-0.0096 |
-0.7% |
1.3528 |
| Low |
1.3300 |
1.3185 |
-0.0115 |
-0.9% |
1.3345 |
| Close |
1.3301 |
1.3188 |
-0.0113 |
-0.8% |
1.3372 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.2% |
0.0183 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.7% |
0.0000 |
| Volume |
9 |
58 |
49 |
544.4% |
17 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3466 |
1.3411 |
1.3234 |
|
| R3 |
1.3382 |
1.3327 |
1.3211 |
|
| R2 |
1.3298 |
1.3298 |
1.3203 |
|
| R1 |
1.3243 |
1.3243 |
1.3196 |
1.3229 |
| PP |
1.3214 |
1.3214 |
1.3214 |
1.3207 |
| S1 |
1.3159 |
1.3159 |
1.3180 |
1.3145 |
| S2 |
1.3130 |
1.3130 |
1.3173 |
|
| S3 |
1.3046 |
1.3075 |
1.3165 |
|
| S4 |
1.2962 |
1.2991 |
1.3142 |
|
|
| 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 |
1.3408 |
1.3185 |
0.0223 |
1.7% |
0.0060 |
0.5% |
1% |
False |
True |
15 |
| 10 |
1.3528 |
1.3185 |
0.0343 |
2.6% |
0.0052 |
0.4% |
1% |
False |
True |
10 |
| 20 |
1.3700 |
1.3185 |
0.0515 |
3.9% |
0.0051 |
0.4% |
1% |
False |
True |
8 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.1% |
0.0034 |
0.3% |
24% |
False |
False |
8 |
| 60 |
1.3700 |
1.2932 |
0.0768 |
5.8% |
0.0033 |
0.2% |
33% |
False |
False |
6 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0028 |
0.2% |
46% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3626 |
|
2.618 |
1.3489 |
|
1.618 |
1.3405 |
|
1.000 |
1.3353 |
|
0.618 |
1.3321 |
|
HIGH |
1.3269 |
|
0.618 |
1.3237 |
|
0.500 |
1.3227 |
|
0.382 |
1.3217 |
|
LOW |
1.3185 |
|
0.618 |
1.3133 |
|
1.000 |
1.3101 |
|
1.618 |
1.3049 |
|
2.618 |
1.2965 |
|
4.250 |
1.2828 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3296 |
| PP |
1.3214 |
1.3260 |
| S1 |
1.3201 |
1.3224 |
|