CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3373 |
1.3443 |
0.0070 |
0.5% |
1.3450 |
| High |
1.3414 |
1.3443 |
0.0029 |
0.2% |
1.3488 |
| Low |
1.3368 |
1.3307 |
-0.0061 |
-0.5% |
1.3373 |
| Close |
1.3414 |
1.3307 |
-0.0107 |
-0.8% |
1.3380 |
| Range |
0.0046 |
0.0136 |
0.0090 |
195.7% |
0.0115 |
| ATR |
|
|
|
|
|
| Volume |
1 |
6 |
5 |
500.0% |
28 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3760 |
1.3670 |
1.3382 |
|
| R3 |
1.3624 |
1.3534 |
1.3344 |
|
| R2 |
1.3488 |
1.3488 |
1.3332 |
|
| R1 |
1.3398 |
1.3398 |
1.3319 |
1.3375 |
| PP |
1.3352 |
1.3352 |
1.3352 |
1.3341 |
| S1 |
1.3262 |
1.3262 |
1.3295 |
1.3239 |
| S2 |
1.3216 |
1.3216 |
1.3282 |
|
| S3 |
1.3080 |
1.3126 |
1.3270 |
|
| S4 |
1.2944 |
1.2990 |
1.3232 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3759 |
1.3684 |
1.3443 |
|
| R3 |
1.3644 |
1.3569 |
1.3412 |
|
| R2 |
1.3529 |
1.3529 |
1.3401 |
|
| R1 |
1.3454 |
1.3454 |
1.3391 |
1.3434 |
| PP |
1.3414 |
1.3414 |
1.3414 |
1.3404 |
| S1 |
1.3339 |
1.3339 |
1.3369 |
1.3319 |
| S2 |
1.3299 |
1.3299 |
1.3359 |
|
| S3 |
1.3184 |
1.3224 |
1.3348 |
|
| S4 |
1.3069 |
1.3109 |
1.3317 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4021 |
|
2.618 |
1.3799 |
|
1.618 |
1.3663 |
|
1.000 |
1.3579 |
|
0.618 |
1.3527 |
|
HIGH |
1.3443 |
|
0.618 |
1.3391 |
|
0.500 |
1.3375 |
|
0.382 |
1.3359 |
|
LOW |
1.3307 |
|
0.618 |
1.3223 |
|
1.000 |
1.3171 |
|
1.618 |
1.3087 |
|
2.618 |
1.2951 |
|
4.250 |
1.2729 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3375 |
1.3375 |
| PP |
1.3352 |
1.3352 |
| S1 |
1.3330 |
1.3330 |
|