CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3257 |
0.0030 |
0.2% |
1.3192 |
| High |
1.3245 |
1.3289 |
0.0044 |
0.3% |
1.3295 |
| Low |
1.3181 |
1.3162 |
-0.0019 |
-0.1% |
1.3175 |
| Close |
1.3208 |
1.3184 |
-0.0024 |
-0.2% |
1.3231 |
| Range |
0.0064 |
0.0127 |
0.0063 |
98.4% |
0.0120 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
4.2% |
0.0000 |
| Volume |
103,044 |
170,097 |
67,053 |
65.1% |
399,503 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3515 |
1.3254 |
|
| R3 |
1.3466 |
1.3388 |
1.3219 |
|
| R2 |
1.3339 |
1.3339 |
1.3207 |
|
| R1 |
1.3261 |
1.3261 |
1.3196 |
1.3237 |
| PP |
1.3212 |
1.3212 |
1.3212 |
1.3199 |
| S1 |
1.3134 |
1.3134 |
1.3172 |
1.3110 |
| S2 |
1.3085 |
1.3085 |
1.3161 |
|
| S3 |
1.2958 |
1.3007 |
1.3149 |
|
| S4 |
1.2831 |
1.2880 |
1.3114 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3594 |
1.3532 |
1.3297 |
|
| R3 |
1.3474 |
1.3412 |
1.3264 |
|
| R2 |
1.3354 |
1.3354 |
1.3253 |
|
| R1 |
1.3292 |
1.3292 |
1.3242 |
1.3323 |
| PP |
1.3234 |
1.3234 |
1.3234 |
1.3249 |
| S1 |
1.3172 |
1.3172 |
1.3220 |
1.3203 |
| S2 |
1.3114 |
1.3114 |
1.3209 |
|
| S3 |
1.2994 |
1.3052 |
1.3198 |
|
| S4 |
1.2874 |
1.2932 |
1.3165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3295 |
1.3162 |
0.0133 |
1.0% |
0.0086 |
0.7% |
17% |
False |
True |
122,642 |
| 10 |
1.3321 |
1.3162 |
0.0159 |
1.2% |
0.0086 |
0.7% |
14% |
False |
True |
148,914 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.3% |
0.0084 |
0.6% |
68% |
False |
False |
110,922 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0080 |
0.6% |
79% |
False |
False |
55,868 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0078 |
0.6% |
79% |
False |
False |
37,294 |
| 80 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0081 |
0.6% |
79% |
False |
False |
28,004 |
| 100 |
1.3321 |
1.2300 |
0.1021 |
7.7% |
0.0070 |
0.5% |
87% |
False |
False |
22,406 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0065 |
0.5% |
89% |
False |
False |
18,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3829 |
|
2.618 |
1.3621 |
|
1.618 |
1.3494 |
|
1.000 |
1.3416 |
|
0.618 |
1.3367 |
|
HIGH |
1.3289 |
|
0.618 |
1.3240 |
|
0.500 |
1.3226 |
|
0.382 |
1.3211 |
|
LOW |
1.3162 |
|
0.618 |
1.3084 |
|
1.000 |
1.3035 |
|
1.618 |
1.2957 |
|
2.618 |
1.2830 |
|
4.250 |
1.2622 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3226 |
1.3226 |
| PP |
1.3212 |
1.3212 |
| S1 |
1.3198 |
1.3198 |
|