CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3108 |
1.3097 |
-0.0011 |
-0.1% |
1.3346 |
| High |
1.3128 |
1.3148 |
0.0020 |
0.2% |
1.3406 |
| Low |
1.3044 |
1.3097 |
0.0053 |
0.4% |
1.3176 |
| Close |
1.3076 |
1.3148 |
0.0072 |
0.6% |
1.3198 |
| Range |
0.0084 |
0.0051 |
-0.0033 |
-39.3% |
0.0230 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
39 |
36 |
-3 |
-7.7% |
119 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3284 |
1.3267 |
1.3176 |
|
| R3 |
1.3233 |
1.3216 |
1.3162 |
|
| R2 |
1.3182 |
1.3182 |
1.3157 |
|
| R1 |
1.3165 |
1.3165 |
1.3153 |
1.3174 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3135 |
| S1 |
1.3114 |
1.3114 |
1.3143 |
1.3123 |
| S2 |
1.3080 |
1.3080 |
1.3139 |
|
| S3 |
1.3029 |
1.3063 |
1.3134 |
|
| S4 |
1.2978 |
1.3012 |
1.3120 |
|
|
| 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 |
1.3307 |
1.3044 |
0.0263 |
2.0% |
0.0097 |
0.7% |
40% |
False |
False |
43 |
| 10 |
1.3528 |
1.3044 |
0.0484 |
3.7% |
0.0077 |
0.6% |
21% |
False |
False |
24 |
| 20 |
1.3700 |
1.3044 |
0.0656 |
5.0% |
0.0063 |
0.5% |
16% |
False |
False |
16 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.1% |
0.0044 |
0.3% |
18% |
False |
False |
11 |
| 60 |
1.3700 |
1.2939 |
0.0761 |
5.8% |
0.0039 |
0.3% |
27% |
False |
False |
9 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.2% |
0.0032 |
0.2% |
42% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3365 |
|
2.618 |
1.3282 |
|
1.618 |
1.3231 |
|
1.000 |
1.3199 |
|
0.618 |
1.3180 |
|
HIGH |
1.3148 |
|
0.618 |
1.3129 |
|
0.500 |
1.3123 |
|
0.382 |
1.3116 |
|
LOW |
1.3097 |
|
0.618 |
1.3065 |
|
1.000 |
1.3046 |
|
1.618 |
1.3014 |
|
2.618 |
1.2963 |
|
4.250 |
1.2880 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3140 |
1.3176 |
| PP |
1.3131 |
1.3166 |
| S1 |
1.3123 |
1.3157 |
|