CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3306 |
1.3297 |
-0.0009 |
-0.1% |
1.3085 |
| High |
1.3332 |
1.3394 |
0.0062 |
0.5% |
1.3373 |
| Low |
1.3262 |
1.3276 |
0.0014 |
0.1% |
1.3025 |
| Close |
1.3296 |
1.3392 |
0.0096 |
0.7% |
1.3346 |
| Range |
0.0070 |
0.0118 |
0.0048 |
68.6% |
0.0348 |
| ATR |
0.0097 |
0.0099 |
0.0001 |
1.5% |
0.0000 |
| Volume |
265,806 |
291,059 |
25,253 |
9.5% |
1,331,005 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3708 |
1.3668 |
1.3457 |
|
| R3 |
1.3590 |
1.3550 |
1.3424 |
|
| R2 |
1.3472 |
1.3472 |
1.3414 |
|
| R1 |
1.3432 |
1.3432 |
1.3403 |
1.3452 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3364 |
| S1 |
1.3314 |
1.3314 |
1.3381 |
1.3334 |
| S2 |
1.3236 |
1.3236 |
1.3370 |
|
| S3 |
1.3118 |
1.3196 |
1.3360 |
|
| S4 |
1.3000 |
1.3078 |
1.3327 |
|
|
| 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 |
1.3255 |
0.0158 |
1.2% |
0.0102 |
0.8% |
87% |
False |
False |
279,027 |
| 10 |
1.3413 |
1.3005 |
0.0408 |
3.0% |
0.0108 |
0.8% |
95% |
False |
False |
268,131 |
| 20 |
1.3413 |
1.3005 |
0.0408 |
3.0% |
0.0100 |
0.7% |
95% |
False |
False |
212,149 |
| 40 |
1.3413 |
1.2760 |
0.0653 |
4.9% |
0.0091 |
0.7% |
97% |
False |
False |
129,161 |
| 60 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0085 |
0.6% |
97% |
False |
False |
86,186 |
| 80 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0082 |
0.6% |
97% |
False |
False |
64,678 |
| 100 |
1.3413 |
1.2537 |
0.0876 |
6.5% |
0.0080 |
0.6% |
98% |
False |
False |
51,756 |
| 120 |
1.3413 |
1.2204 |
0.1209 |
9.0% |
0.0071 |
0.5% |
98% |
False |
False |
43,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3896 |
|
2.618 |
1.3703 |
|
1.618 |
1.3585 |
|
1.000 |
1.3512 |
|
0.618 |
1.3467 |
|
HIGH |
1.3394 |
|
0.618 |
1.3349 |
|
0.500 |
1.3335 |
|
0.382 |
1.3321 |
|
LOW |
1.3276 |
|
0.618 |
1.3203 |
|
1.000 |
1.3158 |
|
1.618 |
1.3085 |
|
2.618 |
1.2967 |
|
4.250 |
1.2775 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3373 |
1.3372 |
| PP |
1.3354 |
1.3352 |
| S1 |
1.3335 |
1.3332 |
|