CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3276 |
1.3375 |
0.0099 |
0.7% |
1.3085 |
| High |
1.3373 |
1.3413 |
0.0040 |
0.3% |
1.3373 |
| Low |
1.3255 |
1.3342 |
0.0087 |
0.7% |
1.3025 |
| Close |
1.3346 |
1.3385 |
0.0039 |
0.3% |
1.3346 |
| Range |
0.0118 |
0.0071 |
-0.0047 |
-39.8% |
0.0348 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
307,899 |
225,105 |
-82,794 |
-26.9% |
1,331,005 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3560 |
1.3424 |
|
| R3 |
1.3522 |
1.3489 |
1.3405 |
|
| R2 |
1.3451 |
1.3451 |
1.3398 |
|
| R1 |
1.3418 |
1.3418 |
1.3392 |
1.3435 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3388 |
| S1 |
1.3347 |
1.3347 |
1.3378 |
1.3364 |
| S2 |
1.3309 |
1.3309 |
1.3372 |
|
| S3 |
1.3238 |
1.3276 |
1.3365 |
|
| S4 |
1.3167 |
1.3205 |
1.3346 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4292 |
1.4167 |
1.3537 |
|
| R3 |
1.3944 |
1.3819 |
1.3442 |
|
| R2 |
1.3596 |
1.3596 |
1.3410 |
|
| R1 |
1.3471 |
1.3471 |
1.3378 |
1.3534 |
| PP |
1.3248 |
1.3248 |
1.3248 |
1.3279 |
| S1 |
1.3123 |
1.3123 |
1.3314 |
1.3186 |
| S2 |
1.2900 |
1.2900 |
1.3282 |
|
| S3 |
1.2552 |
1.2775 |
1.3250 |
|
| S4 |
1.2204 |
1.2427 |
1.3155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3413 |
1.3044 |
0.0369 |
2.8% |
0.0113 |
0.8% |
92% |
True |
False |
265,365 |
| 10 |
1.3413 |
1.3005 |
0.0408 |
3.0% |
0.0110 |
0.8% |
93% |
True |
False |
234,612 |
| 20 |
1.3413 |
1.3005 |
0.0408 |
3.0% |
0.0096 |
0.7% |
93% |
True |
False |
198,873 |
| 40 |
1.3413 |
1.2713 |
0.0700 |
5.2% |
0.0088 |
0.7% |
96% |
True |
False |
107,632 |
| 60 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0082 |
0.6% |
96% |
True |
False |
71,826 |
| 80 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0082 |
0.6% |
96% |
True |
False |
53,907 |
| 100 |
1.3413 |
1.2507 |
0.0906 |
6.8% |
0.0078 |
0.6% |
97% |
True |
False |
43,135 |
| 120 |
1.3413 |
1.2143 |
0.1270 |
9.5% |
0.0069 |
0.5% |
98% |
True |
False |
35,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3715 |
|
2.618 |
1.3599 |
|
1.618 |
1.3528 |
|
1.000 |
1.3484 |
|
0.618 |
1.3457 |
|
HIGH |
1.3413 |
|
0.618 |
1.3386 |
|
0.500 |
1.3378 |
|
0.382 |
1.3369 |
|
LOW |
1.3342 |
|
0.618 |
1.3298 |
|
1.000 |
1.3271 |
|
1.618 |
1.3227 |
|
2.618 |
1.3156 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3383 |
1.3333 |
| PP |
1.3380 |
1.3281 |
| S1 |
1.3378 |
1.3230 |
|