CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3297 |
1.3381 |
0.0084 |
0.6% |
1.3375 |
| High |
1.3394 |
1.3404 |
0.0010 |
0.1% |
1.3413 |
| Low |
1.3276 |
1.3286 |
0.0010 |
0.1% |
1.3262 |
| Close |
1.3392 |
1.3325 |
-0.0067 |
-0.5% |
1.3325 |
| Range |
0.0118 |
0.0118 |
0.0000 |
0.0% |
0.0151 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.4% |
0.0000 |
| Volume |
291,059 |
297,890 |
6,831 |
2.3% |
1,385,128 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3692 |
1.3627 |
1.3390 |
|
| R3 |
1.3574 |
1.3509 |
1.3357 |
|
| R2 |
1.3456 |
1.3456 |
1.3347 |
|
| R1 |
1.3391 |
1.3391 |
1.3336 |
1.3365 |
| PP |
1.3338 |
1.3338 |
1.3338 |
1.3325 |
| S1 |
1.3273 |
1.3273 |
1.3314 |
1.3247 |
| S2 |
1.3220 |
1.3220 |
1.3303 |
|
| S3 |
1.3102 |
1.3155 |
1.3293 |
|
| S4 |
1.2984 |
1.3037 |
1.3260 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3786 |
1.3707 |
1.3408 |
|
| R3 |
1.3635 |
1.3556 |
1.3367 |
|
| R2 |
1.3484 |
1.3484 |
1.3353 |
|
| R1 |
1.3405 |
1.3405 |
1.3339 |
1.3369 |
| PP |
1.3333 |
1.3333 |
1.3333 |
1.3316 |
| S1 |
1.3254 |
1.3254 |
1.3311 |
1.3218 |
| S2 |
1.3182 |
1.3182 |
1.3297 |
|
| S3 |
1.3031 |
1.3103 |
1.3283 |
|
| S4 |
1.2880 |
1.2952 |
1.3242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3413 |
1.3262 |
0.0151 |
1.1% |
0.0102 |
0.8% |
42% |
False |
False |
277,025 |
| 10 |
1.3413 |
1.3025 |
0.0388 |
2.9% |
0.0111 |
0.8% |
77% |
False |
False |
271,613 |
| 20 |
1.3413 |
1.3005 |
0.0408 |
3.1% |
0.0101 |
0.8% |
78% |
False |
False |
215,629 |
| 40 |
1.3413 |
1.2760 |
0.0653 |
4.9% |
0.0092 |
0.7% |
87% |
False |
False |
136,602 |
| 60 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0085 |
0.6% |
88% |
False |
False |
91,149 |
| 80 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0083 |
0.6% |
88% |
False |
False |
68,400 |
| 100 |
1.3413 |
1.2541 |
0.0872 |
6.5% |
0.0081 |
0.6% |
90% |
False |
False |
54,735 |
| 120 |
1.3413 |
1.2204 |
0.1209 |
9.1% |
0.0071 |
0.5% |
93% |
False |
False |
45,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3906 |
|
2.618 |
1.3713 |
|
1.618 |
1.3595 |
|
1.000 |
1.3522 |
|
0.618 |
1.3477 |
|
HIGH |
1.3404 |
|
0.618 |
1.3359 |
|
0.500 |
1.3345 |
|
0.382 |
1.3331 |
|
LOW |
1.3286 |
|
0.618 |
1.3213 |
|
1.000 |
1.3168 |
|
1.618 |
1.3095 |
|
2.618 |
1.2977 |
|
4.250 |
1.2785 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3345 |
1.3333 |
| PP |
1.3338 |
1.3330 |
| S1 |
1.3332 |
1.3328 |
|