CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3091 |
1.3066 |
-0.0025 |
-0.2% |
1.3227 |
| High |
1.3104 |
1.3280 |
0.0176 |
1.3% |
1.3289 |
| Low |
1.3044 |
1.3046 |
0.0002 |
0.0% |
1.3005 |
| Close |
1.3062 |
1.3259 |
0.0197 |
1.5% |
1.3080 |
| Range |
0.0060 |
0.0234 |
0.0174 |
290.0% |
0.0284 |
| ATR |
0.0087 |
0.0097 |
0.0011 |
12.1% |
0.0000 |
| Volume |
221,294 |
344,492 |
123,198 |
55.7% |
790,017 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3897 |
1.3812 |
1.3388 |
|
| R3 |
1.3663 |
1.3578 |
1.3323 |
|
| R2 |
1.3429 |
1.3429 |
1.3302 |
|
| R1 |
1.3344 |
1.3344 |
1.3280 |
1.3387 |
| PP |
1.3195 |
1.3195 |
1.3195 |
1.3216 |
| S1 |
1.3110 |
1.3110 |
1.3238 |
1.3153 |
| S2 |
1.2961 |
1.2961 |
1.3216 |
|
| S3 |
1.2727 |
1.2876 |
1.3195 |
|
| S4 |
1.2493 |
1.2642 |
1.3130 |
|
|
| 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 |
1.3280 |
1.3005 |
0.0275 |
2.1% |
0.0115 |
0.9% |
92% |
True |
False |
257,235 |
| 10 |
1.3295 |
1.3005 |
0.0290 |
2.2% |
0.0108 |
0.8% |
88% |
False |
False |
209,952 |
| 20 |
1.3321 |
1.3005 |
0.0316 |
2.4% |
0.0095 |
0.7% |
80% |
False |
False |
182,059 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0087 |
0.7% |
90% |
False |
False |
94,331 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0081 |
0.6% |
90% |
False |
False |
62,949 |
| 80 |
1.3321 |
1.2680 |
0.0641 |
4.8% |
0.0082 |
0.6% |
90% |
False |
False |
47,247 |
| 100 |
1.3321 |
1.2384 |
0.0937 |
7.1% |
0.0076 |
0.6% |
93% |
False |
False |
37,805 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.3% |
0.0069 |
0.5% |
95% |
False |
False |
31,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4275 |
|
2.618 |
1.3893 |
|
1.618 |
1.3659 |
|
1.000 |
1.3514 |
|
0.618 |
1.3425 |
|
HIGH |
1.3280 |
|
0.618 |
1.3191 |
|
0.500 |
1.3163 |
|
0.382 |
1.3135 |
|
LOW |
1.3046 |
|
0.618 |
1.2901 |
|
1.000 |
1.2812 |
|
1.618 |
1.2667 |
|
2.618 |
1.2433 |
|
4.250 |
1.2052 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3227 |
1.3227 |
| PP |
1.3195 |
1.3194 |
| S1 |
1.3163 |
1.3162 |
|