CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3493 |
1.3571 |
0.0078 |
0.6% |
1.3317 |
| High |
1.3592 |
1.3598 |
0.0006 |
0.0% |
1.3485 |
| Low |
1.3486 |
1.3545 |
0.0059 |
0.4% |
1.3269 |
| Close |
1.3570 |
1.3578 |
0.0008 |
0.1% |
1.3469 |
| Range |
0.0106 |
0.0053 |
-0.0053 |
-50.0% |
0.0216 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
287,947 |
240,654 |
-47,293 |
-16.4% |
1,247,585 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3733 |
1.3708 |
1.3607 |
|
| R3 |
1.3680 |
1.3655 |
1.3593 |
|
| R2 |
1.3627 |
1.3627 |
1.3588 |
|
| R1 |
1.3602 |
1.3602 |
1.3583 |
1.3615 |
| PP |
1.3574 |
1.3574 |
1.3574 |
1.3580 |
| S1 |
1.3549 |
1.3549 |
1.3573 |
1.3562 |
| S2 |
1.3521 |
1.3521 |
1.3568 |
|
| S3 |
1.3468 |
1.3496 |
1.3563 |
|
| S4 |
1.3415 |
1.3443 |
1.3549 |
|
|
| 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 |
1.3598 |
1.3354 |
0.0244 |
1.8% |
0.0086 |
0.6% |
92% |
True |
False |
268,690 |
| 10 |
1.3598 |
1.3269 |
0.0329 |
2.4% |
0.0097 |
0.7% |
94% |
True |
False |
285,510 |
| 20 |
1.3598 |
1.3005 |
0.0593 |
4.4% |
0.0104 |
0.8% |
97% |
True |
False |
274,958 |
| 40 |
1.3598 |
1.2892 |
0.0706 |
5.2% |
0.0094 |
0.7% |
97% |
True |
False |
192,940 |
| 60 |
1.3598 |
1.2680 |
0.0918 |
6.8% |
0.0088 |
0.6% |
98% |
True |
False |
128,898 |
| 80 |
1.3598 |
1.2680 |
0.0918 |
6.8% |
0.0084 |
0.6% |
98% |
True |
False |
96,710 |
| 100 |
1.3598 |
1.2680 |
0.0918 |
6.8% |
0.0085 |
0.6% |
98% |
True |
False |
77,395 |
| 120 |
1.3598 |
1.2300 |
0.1298 |
9.6% |
0.0076 |
0.6% |
98% |
True |
False |
64,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3823 |
|
2.618 |
1.3737 |
|
1.618 |
1.3684 |
|
1.000 |
1.3651 |
|
0.618 |
1.3631 |
|
HIGH |
1.3598 |
|
0.618 |
1.3578 |
|
0.500 |
1.3572 |
|
0.382 |
1.3565 |
|
LOW |
1.3545 |
|
0.618 |
1.3512 |
|
1.000 |
1.3492 |
|
1.618 |
1.3459 |
|
2.618 |
1.3406 |
|
4.250 |
1.3320 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3576 |
1.3555 |
| PP |
1.3574 |
1.3531 |
| S1 |
1.3572 |
1.3508 |
|