CME Euro FX (E) Future March 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 |
1.3085 |
1.3136 |
0.0051 |
0.4% |
1.3227 |
| High |
1.3128 |
1.3148 |
0.0020 |
0.2% |
1.3289 |
| Low |
1.3025 |
1.3064 |
0.0039 |
0.3% |
1.3005 |
| Close |
1.3120 |
1.3091 |
-0.0029 |
-0.2% |
1.3080 |
| Range |
0.0103 |
0.0084 |
-0.0019 |
-18.4% |
0.0284 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
229,282 |
228,038 |
-1,244 |
-0.5% |
790,017 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3306 |
1.3137 |
|
| R3 |
1.3269 |
1.3222 |
1.3114 |
|
| R2 |
1.3185 |
1.3185 |
1.3106 |
|
| R1 |
1.3138 |
1.3138 |
1.3099 |
1.3120 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3092 |
| S1 |
1.3054 |
1.3054 |
1.3083 |
1.3036 |
| S2 |
1.3017 |
1.3017 |
1.3076 |
|
| S3 |
1.2933 |
1.2970 |
1.3068 |
|
| S4 |
1.2849 |
1.2886 |
1.3045 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3977 |
1.3812 |
1.3236 |
|
| R3 |
1.3693 |
1.3528 |
1.3158 |
|
| R2 |
1.3409 |
1.3409 |
1.3132 |
|
| R1 |
1.3244 |
1.3244 |
1.3106 |
1.3185 |
| PP |
1.3125 |
1.3125 |
1.3125 |
1.3095 |
| S1 |
1.2960 |
1.2960 |
1.3054 |
1.2901 |
| S2 |
1.2841 |
1.2841 |
1.3028 |
|
| S3 |
1.2557 |
1.2676 |
1.3002 |
|
| S4 |
1.2273 |
1.2392 |
1.2924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3289 |
1.3005 |
0.0284 |
2.2% |
0.0110 |
0.8% |
30% |
False |
False |
228,858 |
| 10 |
1.3295 |
1.3005 |
0.0290 |
2.2% |
0.0092 |
0.7% |
30% |
False |
False |
164,684 |
| 20 |
1.3321 |
1.2900 |
0.0421 |
3.2% |
0.0087 |
0.7% |
45% |
False |
False |
157,731 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0083 |
0.6% |
64% |
False |
False |
80,202 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0079 |
0.6% |
64% |
False |
False |
53,522 |
| 80 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0081 |
0.6% |
64% |
False |
False |
40,178 |
| 100 |
1.3321 |
1.2350 |
0.0971 |
7.4% |
0.0074 |
0.6% |
76% |
False |
False |
32,147 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.4% |
0.0068 |
0.5% |
81% |
False |
False |
26,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3505 |
|
2.618 |
1.3368 |
|
1.618 |
1.3284 |
|
1.000 |
1.3232 |
|
0.618 |
1.3200 |
|
HIGH |
1.3148 |
|
0.618 |
1.3116 |
|
0.500 |
1.3106 |
|
0.382 |
1.3096 |
|
LOW |
1.3064 |
|
0.618 |
1.3012 |
|
1.000 |
1.2980 |
|
1.618 |
1.2928 |
|
2.618 |
1.2844 |
|
4.250 |
1.2707 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3086 |
| PP |
1.3101 |
1.3081 |
| S1 |
1.3096 |
1.3077 |
|