CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3097 |
1.3136 |
0.0039 |
0.3% |
1.3346 |
| High |
1.3148 |
1.3147 |
-0.0001 |
0.0% |
1.3406 |
| Low |
1.3097 |
1.3084 |
-0.0013 |
-0.1% |
1.3176 |
| Close |
1.3148 |
1.3084 |
-0.0064 |
-0.5% |
1.3198 |
| Range |
0.0051 |
0.0063 |
0.0012 |
23.5% |
0.0230 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
36 |
9 |
-27 |
-75.0% |
119 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3294 |
1.3252 |
1.3119 |
|
| R3 |
1.3231 |
1.3189 |
1.3101 |
|
| R2 |
1.3168 |
1.3168 |
1.3096 |
|
| R1 |
1.3126 |
1.3126 |
1.3090 |
1.3116 |
| PP |
1.3105 |
1.3105 |
1.3105 |
1.3100 |
| S1 |
1.3063 |
1.3063 |
1.3078 |
1.3053 |
| S2 |
1.3042 |
1.3042 |
1.3072 |
|
| S3 |
1.2979 |
1.3000 |
1.3067 |
|
| S4 |
1.2916 |
1.2937 |
1.3049 |
|
|
| 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% |
0.0093 |
0.7% |
15% |
False |
False |
33 |
| 10 |
1.3408 |
1.3044 |
0.0364 |
2.8% |
0.0077 |
0.6% |
11% |
False |
False |
24 |
| 20 |
1.3700 |
1.3044 |
0.0656 |
5.0% |
0.0064 |
0.5% |
6% |
False |
False |
15 |
| 40 |
1.3700 |
1.3030 |
0.0670 |
5.1% |
0.0045 |
0.3% |
8% |
False |
False |
12 |
| 60 |
1.3700 |
1.2939 |
0.0761 |
5.8% |
0.0039 |
0.3% |
19% |
False |
False |
9 |
| 80 |
1.3700 |
1.2751 |
0.0949 |
7.3% |
0.0033 |
0.3% |
35% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3415 |
|
2.618 |
1.3312 |
|
1.618 |
1.3249 |
|
1.000 |
1.3210 |
|
0.618 |
1.3186 |
|
HIGH |
1.3147 |
|
0.618 |
1.3123 |
|
0.500 |
1.3116 |
|
0.382 |
1.3108 |
|
LOW |
1.3084 |
|
0.618 |
1.3045 |
|
1.000 |
1.3021 |
|
1.618 |
1.2982 |
|
2.618 |
1.2919 |
|
4.250 |
1.2816 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3116 |
1.3096 |
| PP |
1.3105 |
1.3092 |
| S1 |
1.3095 |
1.3088 |
|