CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3307 |
0.0080 |
0.6% |
1.3346 |
| High |
1.3227 |
1.3307 |
0.0080 |
0.6% |
1.3406 |
| Low |
1.3176 |
1.3090 |
-0.0086 |
-0.7% |
1.3176 |
| Close |
1.3198 |
1.3140 |
-0.0058 |
-0.4% |
1.3198 |
| Range |
0.0051 |
0.0217 |
0.0166 |
325.5% |
0.0230 |
| ATR |
0.0071 |
0.0082 |
0.0010 |
14.6% |
0.0000 |
| Volume |
47 |
36 |
-11 |
-23.4% |
119 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3830 |
1.3702 |
1.3259 |
|
| R3 |
1.3613 |
1.3485 |
1.3200 |
|
| R2 |
1.3396 |
1.3396 |
1.3180 |
|
| R1 |
1.3268 |
1.3268 |
1.3160 |
1.3224 |
| PP |
1.3179 |
1.3179 |
1.3179 |
1.3157 |
| S1 |
1.3051 |
1.3051 |
1.3120 |
1.3007 |
| S2 |
1.2962 |
1.2962 |
1.3100 |
|
| S3 |
1.2745 |
1.2834 |
1.3080 |
|
| S4 |
1.2528 |
1.2617 |
1.3021 |
|
|
| 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 |
1.3090 |
0.0316 |
2.4% |
0.0095 |
0.7% |
16% |
False |
True |
31 |
| 10 |
1.3528 |
1.3090 |
0.0438 |
3.3% |
0.0067 |
0.5% |
11% |
False |
True |
17 |
| 20 |
1.3700 |
1.3090 |
0.0610 |
4.6% |
0.0059 |
0.4% |
8% |
False |
True |
12 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.1% |
0.0040 |
0.3% |
16% |
False |
False |
10 |
| 60 |
1.3700 |
1.2932 |
0.0768 |
5.8% |
0.0037 |
0.3% |
27% |
False |
False |
8 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0031 |
0.2% |
41% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4229 |
|
2.618 |
1.3875 |
|
1.618 |
1.3658 |
|
1.000 |
1.3524 |
|
0.618 |
1.3441 |
|
HIGH |
1.3307 |
|
0.618 |
1.3224 |
|
0.500 |
1.3199 |
|
0.382 |
1.3173 |
|
LOW |
1.3090 |
|
0.618 |
1.2956 |
|
1.000 |
1.2873 |
|
1.618 |
1.2739 |
|
2.618 |
1.2522 |
|
4.250 |
1.2168 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3199 |
1.3199 |
| PP |
1.3179 |
1.3179 |
| S1 |
1.3160 |
1.3160 |
|