CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3098 |
1.3141 |
0.0043 |
0.3% |
1.3257 |
| High |
1.3136 |
1.3145 |
0.0009 |
0.1% |
1.3292 |
| Low |
1.3055 |
1.3084 |
0.0029 |
0.2% |
1.3017 |
| Close |
1.3130 |
1.3102 |
-0.0028 |
-0.2% |
1.3090 |
| Range |
0.0081 |
0.0061 |
-0.0020 |
-24.7% |
0.0275 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
29 |
29 |
0 |
0.0% |
784 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3293 |
1.3259 |
1.3136 |
|
| R3 |
1.3232 |
1.3198 |
1.3119 |
|
| R2 |
1.3171 |
1.3171 |
1.3113 |
|
| R1 |
1.3137 |
1.3137 |
1.3108 |
1.3124 |
| PP |
1.3110 |
1.3110 |
1.3110 |
1.3104 |
| S1 |
1.3076 |
1.3076 |
1.3096 |
1.3063 |
| S2 |
1.3049 |
1.3049 |
1.3091 |
|
| S3 |
1.2988 |
1.3015 |
1.3085 |
|
| S4 |
1.2927 |
1.2954 |
1.3068 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3958 |
1.3799 |
1.3241 |
|
| R3 |
1.3683 |
1.3524 |
1.3166 |
|
| R2 |
1.3408 |
1.3408 |
1.3140 |
|
| R1 |
1.3249 |
1.3249 |
1.3115 |
1.3191 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3104 |
| S1 |
1.2974 |
1.2974 |
1.3065 |
1.2916 |
| S2 |
1.2858 |
1.2858 |
1.3040 |
|
| S3 |
1.2583 |
1.2699 |
1.3014 |
|
| S4 |
1.2308 |
1.2424 |
1.2939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3292 |
1.3017 |
0.0275 |
2.1% |
0.0093 |
0.7% |
31% |
False |
False |
147 |
| 10 |
1.3304 |
1.3017 |
0.0287 |
2.2% |
0.0077 |
0.6% |
30% |
False |
False |
106 |
| 20 |
1.3326 |
1.2935 |
0.0391 |
3.0% |
0.0069 |
0.5% |
43% |
False |
False |
101 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0058 |
0.4% |
64% |
False |
False |
62 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0046 |
0.4% |
64% |
False |
False |
42 |
| 80 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0039 |
0.3% |
64% |
False |
False |
34 |
| 100 |
1.3326 |
1.2347 |
0.0979 |
7.5% |
0.0039 |
0.3% |
77% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3404 |
|
2.618 |
1.3305 |
|
1.618 |
1.3244 |
|
1.000 |
1.3206 |
|
0.618 |
1.3183 |
|
HIGH |
1.3145 |
|
0.618 |
1.3122 |
|
0.500 |
1.3115 |
|
0.382 |
1.3107 |
|
LOW |
1.3084 |
|
0.618 |
1.3046 |
|
1.000 |
1.3023 |
|
1.618 |
1.2985 |
|
2.618 |
1.2924 |
|
4.250 |
1.2825 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3115 |
1.3095 |
| PP |
1.3110 |
1.3088 |
| S1 |
1.3106 |
1.3081 |
|