CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3382 |
1.3306 |
-0.0076 |
-0.6% |
1.3085 |
| High |
1.3401 |
1.3332 |
-0.0069 |
-0.5% |
1.3373 |
| Low |
1.3270 |
1.3262 |
-0.0008 |
-0.1% |
1.3025 |
| Close |
1.3304 |
1.3296 |
-0.0008 |
-0.1% |
1.3346 |
| Range |
0.0131 |
0.0070 |
-0.0061 |
-46.6% |
0.0348 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
305,268 |
265,806 |
-39,462 |
-12.9% |
1,331,005 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3507 |
1.3471 |
1.3335 |
|
| R3 |
1.3437 |
1.3401 |
1.3315 |
|
| R2 |
1.3367 |
1.3367 |
1.3309 |
|
| R1 |
1.3331 |
1.3331 |
1.3302 |
1.3314 |
| PP |
1.3297 |
1.3297 |
1.3297 |
1.3288 |
| S1 |
1.3261 |
1.3261 |
1.3290 |
1.3244 |
| S2 |
1.3227 |
1.3227 |
1.3283 |
|
| S3 |
1.3157 |
1.3191 |
1.3277 |
|
| S4 |
1.3087 |
1.3121 |
1.3258 |
|
|
| 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 |
1.3046 |
0.0367 |
2.8% |
0.0125 |
0.9% |
68% |
False |
False |
289,714 |
| 10 |
1.3413 |
1.3005 |
0.0408 |
3.1% |
0.0111 |
0.8% |
71% |
False |
False |
264,406 |
| 20 |
1.3413 |
1.3005 |
0.0408 |
3.1% |
0.0098 |
0.7% |
71% |
False |
False |
206,660 |
| 40 |
1.3413 |
1.2760 |
0.0653 |
4.9% |
0.0089 |
0.7% |
82% |
False |
False |
121,892 |
| 60 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0083 |
0.6% |
84% |
False |
False |
81,337 |
| 80 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0082 |
0.6% |
84% |
False |
False |
61,042 |
| 100 |
1.3413 |
1.2537 |
0.0876 |
6.6% |
0.0079 |
0.6% |
87% |
False |
False |
48,846 |
| 120 |
1.3413 |
1.2204 |
0.1209 |
9.1% |
0.0071 |
0.5% |
90% |
False |
False |
40,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3630 |
|
2.618 |
1.3515 |
|
1.618 |
1.3445 |
|
1.000 |
1.3402 |
|
0.618 |
1.3375 |
|
HIGH |
1.3332 |
|
0.618 |
1.3305 |
|
0.500 |
1.3297 |
|
0.382 |
1.3289 |
|
LOW |
1.3262 |
|
0.618 |
1.3219 |
|
1.000 |
1.3192 |
|
1.618 |
1.3149 |
|
2.618 |
1.3079 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3297 |
1.3338 |
| PP |
1.3297 |
1.3324 |
| S1 |
1.3296 |
1.3310 |
|