CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3451 |
1.3493 |
0.0042 |
0.3% |
1.3317 |
| High |
1.3503 |
1.3592 |
0.0089 |
0.7% |
1.3485 |
| Low |
1.3418 |
1.3486 |
0.0068 |
0.5% |
1.3269 |
| Close |
1.3491 |
1.3570 |
0.0079 |
0.6% |
1.3469 |
| Range |
0.0085 |
0.0106 |
0.0021 |
24.7% |
0.0216 |
| ATR |
0.0098 |
0.0098 |
0.0001 |
0.6% |
0.0000 |
| Volume |
275,612 |
287,947 |
12,335 |
4.5% |
1,247,585 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3867 |
1.3825 |
1.3628 |
|
| R3 |
1.3761 |
1.3719 |
1.3599 |
|
| R2 |
1.3655 |
1.3655 |
1.3589 |
|
| R1 |
1.3613 |
1.3613 |
1.3580 |
1.3634 |
| PP |
1.3549 |
1.3549 |
1.3549 |
1.3560 |
| S1 |
1.3507 |
1.3507 |
1.3560 |
1.3528 |
| S2 |
1.3443 |
1.3443 |
1.3551 |
|
| S3 |
1.3337 |
1.3401 |
1.3541 |
|
| S4 |
1.3231 |
1.3295 |
1.3512 |
|
|
| 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 |
1.3592 |
1.3291 |
0.0301 |
2.2% |
0.0096 |
0.7% |
93% |
True |
False |
277,945 |
| 10 |
1.3592 |
1.3262 |
0.0330 |
2.4% |
0.0098 |
0.7% |
93% |
True |
False |
288,025 |
| 20 |
1.3592 |
1.3005 |
0.0587 |
4.3% |
0.0108 |
0.8% |
96% |
True |
False |
271,430 |
| 40 |
1.3592 |
1.2892 |
0.0700 |
5.2% |
0.0095 |
0.7% |
97% |
True |
False |
187,001 |
| 60 |
1.3592 |
1.2680 |
0.0912 |
6.7% |
0.0089 |
0.7% |
98% |
True |
False |
124,889 |
| 80 |
1.3592 |
1.2680 |
0.0912 |
6.7% |
0.0085 |
0.6% |
98% |
True |
False |
93,705 |
| 100 |
1.3592 |
1.2670 |
0.0922 |
6.8% |
0.0086 |
0.6% |
98% |
True |
False |
74,988 |
| 120 |
1.3592 |
1.2300 |
0.1292 |
9.5% |
0.0076 |
0.6% |
98% |
True |
False |
62,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4043 |
|
2.618 |
1.3870 |
|
1.618 |
1.3764 |
|
1.000 |
1.3698 |
|
0.618 |
1.3658 |
|
HIGH |
1.3592 |
|
0.618 |
1.3552 |
|
0.500 |
1.3539 |
|
0.382 |
1.3526 |
|
LOW |
1.3486 |
|
0.618 |
1.3420 |
|
1.000 |
1.3380 |
|
1.618 |
1.3314 |
|
2.618 |
1.3208 |
|
4.250 |
1.3036 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3560 |
1.3548 |
| PP |
1.3549 |
1.3527 |
| S1 |
1.3539 |
1.3505 |
|