CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3269 |
1.3227 |
-0.0042 |
-0.3% |
1.3346 |
| High |
1.3269 |
1.3227 |
-0.0042 |
-0.3% |
1.3406 |
| Low |
1.3185 |
1.3176 |
-0.0009 |
-0.1% |
1.3176 |
| Close |
1.3188 |
1.3198 |
0.0010 |
0.1% |
1.3198 |
| Range |
0.0084 |
0.0051 |
-0.0033 |
-39.3% |
0.0230 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
58 |
47 |
-11 |
-19.0% |
119 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3327 |
1.3226 |
|
| R3 |
1.3302 |
1.3276 |
1.3212 |
|
| R2 |
1.3251 |
1.3251 |
1.3207 |
|
| R1 |
1.3225 |
1.3225 |
1.3203 |
1.3213 |
| PP |
1.3200 |
1.3200 |
1.3200 |
1.3194 |
| S1 |
1.3174 |
1.3174 |
1.3193 |
1.3162 |
| S2 |
1.3149 |
1.3149 |
1.3189 |
|
| S3 |
1.3098 |
1.3123 |
1.3184 |
|
| S4 |
1.3047 |
1.3072 |
1.3170 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3950 |
1.3804 |
1.3325 |
|
| R3 |
1.3720 |
1.3574 |
1.3261 |
|
| R2 |
1.3490 |
1.3490 |
1.3240 |
|
| R1 |
1.3344 |
1.3344 |
1.3219 |
1.3302 |
| PP |
1.3260 |
1.3260 |
1.3260 |
1.3239 |
| S1 |
1.3114 |
1.3114 |
1.3177 |
1.3072 |
| S2 |
1.3030 |
1.3030 |
1.3156 |
|
| S3 |
1.2800 |
1.2884 |
1.3135 |
|
| S4 |
1.2570 |
1.2654 |
1.3072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3406 |
1.3176 |
0.0230 |
1.7% |
0.0057 |
0.4% |
10% |
False |
True |
24 |
| 10 |
1.3528 |
1.3176 |
0.0352 |
2.7% |
0.0049 |
0.4% |
6% |
False |
True |
15 |
| 20 |
1.3700 |
1.3176 |
0.0524 |
4.0% |
0.0050 |
0.4% |
4% |
False |
True |
11 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.1% |
0.0035 |
0.3% |
25% |
False |
False |
9 |
| 60 |
1.3700 |
1.2932 |
0.0768 |
5.8% |
0.0034 |
0.3% |
35% |
False |
False |
7 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0028 |
0.2% |
47% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3444 |
|
2.618 |
1.3361 |
|
1.618 |
1.3310 |
|
1.000 |
1.3278 |
|
0.618 |
1.3259 |
|
HIGH |
1.3227 |
|
0.618 |
1.3208 |
|
0.500 |
1.3202 |
|
0.382 |
1.3195 |
|
LOW |
1.3176 |
|
0.618 |
1.3144 |
|
1.000 |
1.3125 |
|
1.618 |
1.3093 |
|
2.618 |
1.3042 |
|
4.250 |
1.2959 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3202 |
1.3271 |
| PP |
1.3200 |
1.3246 |
| S1 |
1.3199 |
1.3222 |
|