CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3317 |
1.3383 |
0.0066 |
0.5% |
1.3317 |
| High |
1.3398 |
1.3485 |
0.0087 |
0.6% |
1.3485 |
| Low |
1.3291 |
1.3354 |
0.0063 |
0.5% |
1.3269 |
| Close |
1.3378 |
1.3469 |
0.0091 |
0.7% |
1.3469 |
| Range |
0.0107 |
0.0131 |
0.0024 |
22.4% |
0.0216 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.2% |
0.0000 |
| Volume |
286,929 |
324,884 |
37,955 |
13.2% |
1,247,585 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3829 |
1.3780 |
1.3541 |
|
| R3 |
1.3698 |
1.3649 |
1.3505 |
|
| R2 |
1.3567 |
1.3567 |
1.3493 |
|
| R1 |
1.3518 |
1.3518 |
1.3481 |
1.3543 |
| PP |
1.3436 |
1.3436 |
1.3436 |
1.3448 |
| S1 |
1.3387 |
1.3387 |
1.3457 |
1.3412 |
| S2 |
1.3305 |
1.3305 |
1.3445 |
|
| S3 |
1.3174 |
1.3256 |
1.3433 |
|
| S4 |
1.3043 |
1.3125 |
1.3397 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4056 |
1.3978 |
1.3588 |
|
| R3 |
1.3840 |
1.3762 |
1.3528 |
|
| R2 |
1.3624 |
1.3624 |
1.3509 |
|
| R1 |
1.3546 |
1.3546 |
1.3489 |
1.3585 |
| PP |
1.3408 |
1.3408 |
1.3408 |
1.3427 |
| S1 |
1.3330 |
1.3330 |
1.3449 |
1.3369 |
| S2 |
1.3192 |
1.3192 |
1.3429 |
|
| S3 |
1.2976 |
1.3114 |
1.3410 |
|
| S4 |
1.2760 |
1.2898 |
1.3350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3485 |
1.3269 |
0.0216 |
1.6% |
0.0110 |
0.8% |
93% |
True |
False |
309,095 |
| 10 |
1.3485 |
1.3255 |
0.0230 |
1.7% |
0.0106 |
0.8% |
93% |
True |
False |
294,061 |
| 20 |
1.3485 |
1.3005 |
0.0480 |
3.6% |
0.0107 |
0.8% |
97% |
True |
False |
252,007 |
| 40 |
1.3485 |
1.2892 |
0.0593 |
4.4% |
0.0094 |
0.7% |
97% |
True |
False |
167,694 |
| 60 |
1.3485 |
1.2680 |
0.0805 |
6.0% |
0.0088 |
0.7% |
98% |
True |
False |
111,931 |
| 80 |
1.3485 |
1.2680 |
0.0805 |
6.0% |
0.0084 |
0.6% |
98% |
True |
False |
83,985 |
| 100 |
1.3485 |
1.2588 |
0.0897 |
6.7% |
0.0085 |
0.6% |
98% |
True |
False |
67,210 |
| 120 |
1.3485 |
1.2300 |
0.1185 |
8.8% |
0.0074 |
0.5% |
99% |
True |
False |
56,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4042 |
|
2.618 |
1.3828 |
|
1.618 |
1.3697 |
|
1.000 |
1.3616 |
|
0.618 |
1.3566 |
|
HIGH |
1.3485 |
|
0.618 |
1.3435 |
|
0.500 |
1.3420 |
|
0.382 |
1.3404 |
|
LOW |
1.3354 |
|
0.618 |
1.3273 |
|
1.000 |
1.3223 |
|
1.618 |
1.3142 |
|
2.618 |
1.3011 |
|
4.250 |
1.2797 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3453 |
1.3438 |
| PP |
1.3436 |
1.3408 |
| S1 |
1.3420 |
1.3377 |
|