CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3383 |
1.3468 |
0.0085 |
0.6% |
1.3317 |
| High |
1.3485 |
1.3482 |
-0.0003 |
0.0% |
1.3485 |
| Low |
1.3354 |
1.3429 |
0.0075 |
0.6% |
1.3269 |
| Close |
1.3469 |
1.3460 |
-0.0009 |
-0.1% |
1.3469 |
| Range |
0.0131 |
0.0053 |
-0.0078 |
-59.5% |
0.0216 |
| ATR |
0.0102 |
0.0099 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
324,884 |
214,356 |
-110,528 |
-34.0% |
1,247,585 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3616 |
1.3591 |
1.3489 |
|
| R3 |
1.3563 |
1.3538 |
1.3475 |
|
| R2 |
1.3510 |
1.3510 |
1.3470 |
|
| R1 |
1.3485 |
1.3485 |
1.3465 |
1.3471 |
| PP |
1.3457 |
1.3457 |
1.3457 |
1.3450 |
| S1 |
1.3432 |
1.3432 |
1.3455 |
1.3418 |
| S2 |
1.3404 |
1.3404 |
1.3450 |
|
| S3 |
1.3351 |
1.3379 |
1.3445 |
|
| S4 |
1.3298 |
1.3326 |
1.3431 |
|
|
| 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% |
0.0097 |
0.7% |
88% |
False |
False |
292,388 |
| 10 |
1.3485 |
1.3262 |
0.0223 |
1.7% |
0.0100 |
0.7% |
89% |
False |
False |
284,706 |
| 20 |
1.3485 |
1.3005 |
0.0480 |
3.6% |
0.0106 |
0.8% |
95% |
False |
False |
255,009 |
| 40 |
1.3485 |
1.2892 |
0.0593 |
4.4% |
0.0093 |
0.7% |
96% |
False |
False |
173,020 |
| 60 |
1.3485 |
1.2680 |
0.0805 |
6.0% |
0.0087 |
0.6% |
97% |
False |
False |
115,502 |
| 80 |
1.3485 |
1.2680 |
0.0805 |
6.0% |
0.0084 |
0.6% |
97% |
False |
False |
86,663 |
| 100 |
1.3485 |
1.2620 |
0.0865 |
6.4% |
0.0085 |
0.6% |
97% |
False |
False |
69,353 |
| 120 |
1.3485 |
1.2300 |
0.1185 |
8.8% |
0.0074 |
0.6% |
98% |
False |
False |
57,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3707 |
|
2.618 |
1.3621 |
|
1.618 |
1.3568 |
|
1.000 |
1.3535 |
|
0.618 |
1.3515 |
|
HIGH |
1.3482 |
|
0.618 |
1.3462 |
|
0.500 |
1.3456 |
|
0.382 |
1.3449 |
|
LOW |
1.3429 |
|
0.618 |
1.3396 |
|
1.000 |
1.3376 |
|
1.618 |
1.3343 |
|
2.618 |
1.3290 |
|
4.250 |
1.3204 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3459 |
1.3436 |
| PP |
1.3457 |
1.3412 |
| S1 |
1.3456 |
1.3388 |
|