CME Euro FX (E) Future December 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3250 |
1.3229 |
-0.0021 |
-0.2% |
1.3373 |
| High |
1.3250 |
1.3293 |
0.0043 |
0.3% |
1.3443 |
| Low |
1.3195 |
1.3208 |
0.0013 |
0.1% |
1.3195 |
| Close |
1.3195 |
1.3208 |
0.0013 |
0.1% |
1.3208 |
| Range |
0.0055 |
0.0085 |
0.0030 |
54.5% |
0.0248 |
| ATR |
0.0000 |
0.0072 |
0.0072 |
|
0.0000 |
| Volume |
4 |
3 |
-1 |
-25.0% |
14 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3491 |
1.3435 |
1.3255 |
|
| R3 |
1.3406 |
1.3350 |
1.3231 |
|
| R2 |
1.3321 |
1.3321 |
1.3224 |
|
| R1 |
1.3265 |
1.3265 |
1.3216 |
1.3251 |
| PP |
1.3236 |
1.3236 |
1.3236 |
1.3229 |
| S1 |
1.3180 |
1.3180 |
1.3200 |
1.3166 |
| S2 |
1.3151 |
1.3151 |
1.3192 |
|
| S3 |
1.3066 |
1.3095 |
1.3185 |
|
| S4 |
1.2981 |
1.3010 |
1.3161 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4026 |
1.3865 |
1.3344 |
|
| R3 |
1.3778 |
1.3617 |
1.3276 |
|
| R2 |
1.3530 |
1.3530 |
1.3253 |
|
| R1 |
1.3369 |
1.3369 |
1.3231 |
1.3326 |
| PP |
1.3282 |
1.3282 |
1.3282 |
1.3260 |
| S1 |
1.3121 |
1.3121 |
1.3185 |
1.3078 |
| S2 |
1.3034 |
1.3034 |
1.3163 |
|
| S3 |
1.2786 |
1.2873 |
1.3140 |
|
| S4 |
1.2538 |
1.2625 |
1.3072 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3654 |
|
2.618 |
1.3516 |
|
1.618 |
1.3431 |
|
1.000 |
1.3378 |
|
0.618 |
1.3346 |
|
HIGH |
1.3293 |
|
0.618 |
1.3261 |
|
0.500 |
1.3251 |
|
0.382 |
1.3240 |
|
LOW |
1.3208 |
|
0.618 |
1.3155 |
|
1.000 |
1.3123 |
|
1.618 |
1.3070 |
|
2.618 |
1.2985 |
|
4.250 |
1.2847 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3251 |
1.3319 |
| PP |
1.3236 |
1.3282 |
| S1 |
1.3222 |
1.3245 |
|