CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3307 |
1.3108 |
-0.0199 |
-1.5% |
1.3346 |
| High |
1.3307 |
1.3128 |
-0.0179 |
-1.3% |
1.3406 |
| Low |
1.3090 |
1.3044 |
-0.0046 |
-0.4% |
1.3176 |
| Close |
1.3140 |
1.3076 |
-0.0064 |
-0.5% |
1.3198 |
| Range |
0.0217 |
0.0084 |
-0.0133 |
-61.3% |
0.0230 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.2% |
0.0000 |
| Volume |
36 |
39 |
3 |
8.3% |
119 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3289 |
1.3122 |
|
| R3 |
1.3251 |
1.3205 |
1.3099 |
|
| R2 |
1.3167 |
1.3167 |
1.3091 |
|
| R1 |
1.3121 |
1.3121 |
1.3084 |
1.3102 |
| PP |
1.3083 |
1.3083 |
1.3083 |
1.3073 |
| S1 |
1.3037 |
1.3037 |
1.3068 |
1.3018 |
| S2 |
1.2999 |
1.2999 |
1.3061 |
|
| S3 |
1.2915 |
1.2953 |
1.3053 |
|
| S4 |
1.2831 |
1.2869 |
1.3030 |
|
|
| 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 |
1.3365 |
1.3044 |
0.0321 |
2.5% |
0.0100 |
0.8% |
10% |
False |
True |
37 |
| 10 |
1.3528 |
1.3044 |
0.0484 |
3.7% |
0.0075 |
0.6% |
7% |
False |
True |
20 |
| 20 |
1.3700 |
1.3044 |
0.0656 |
5.0% |
0.0063 |
0.5% |
5% |
False |
True |
14 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.1% |
0.0042 |
0.3% |
7% |
False |
False |
11 |
| 60 |
1.3700 |
1.2939 |
0.0761 |
5.8% |
0.0038 |
0.3% |
18% |
False |
False |
8 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0032 |
0.2% |
34% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3485 |
|
2.618 |
1.3348 |
|
1.618 |
1.3264 |
|
1.000 |
1.3212 |
|
0.618 |
1.3180 |
|
HIGH |
1.3128 |
|
0.618 |
1.3096 |
|
0.500 |
1.3086 |
|
0.382 |
1.3076 |
|
LOW |
1.3044 |
|
0.618 |
1.2992 |
|
1.000 |
1.2960 |
|
1.618 |
1.2908 |
|
2.618 |
1.2824 |
|
4.250 |
1.2687 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3086 |
1.3176 |
| PP |
1.3083 |
1.3142 |
| S1 |
1.3079 |
1.3109 |
|