CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3266 |
1.3200 |
-0.0066 |
-0.5% |
1.3200 |
| High |
1.3292 |
1.3200 |
-0.0092 |
-0.7% |
1.3304 |
| Low |
1.3176 |
1.3068 |
-0.0108 |
-0.8% |
1.3188 |
| Close |
1.3195 |
1.3080 |
-0.0115 |
-0.9% |
1.3243 |
| Range |
0.0116 |
0.0132 |
0.0016 |
13.8% |
0.0116 |
| ATR |
0.0068 |
0.0072 |
0.0005 |
6.8% |
0.0000 |
| Volume |
119 |
334 |
215 |
180.7% |
221 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3512 |
1.3428 |
1.3153 |
|
| R3 |
1.3380 |
1.3296 |
1.3116 |
|
| R2 |
1.3248 |
1.3248 |
1.3104 |
|
| R1 |
1.3164 |
1.3164 |
1.3092 |
1.3140 |
| PP |
1.3116 |
1.3116 |
1.3116 |
1.3104 |
| S1 |
1.3032 |
1.3032 |
1.3068 |
1.3008 |
| S2 |
1.2984 |
1.2984 |
1.3056 |
|
| S3 |
1.2852 |
1.2900 |
1.3044 |
|
| S4 |
1.2720 |
1.2768 |
1.3007 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3534 |
1.3307 |
|
| R3 |
1.3477 |
1.3418 |
1.3275 |
|
| R2 |
1.3361 |
1.3361 |
1.3264 |
|
| R1 |
1.3302 |
1.3302 |
1.3254 |
1.3332 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3260 |
| S1 |
1.3186 |
1.3186 |
1.3232 |
1.3216 |
| S2 |
1.3129 |
1.3129 |
1.3222 |
|
| S3 |
1.3013 |
1.3070 |
1.3211 |
|
| S4 |
1.2897 |
1.2954 |
1.3179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3304 |
1.3068 |
0.0236 |
1.8% |
0.0091 |
0.7% |
5% |
False |
True |
133 |
| 10 |
1.3326 |
1.3068 |
0.0258 |
2.0% |
0.0078 |
0.6% |
5% |
False |
True |
136 |
| 20 |
1.3326 |
1.2935 |
0.0391 |
3.0% |
0.0069 |
0.5% |
37% |
False |
False |
91 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0057 |
0.4% |
60% |
False |
False |
55 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0043 |
0.3% |
60% |
False |
False |
38 |
| 80 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0039 |
0.3% |
60% |
False |
False |
31 |
| 100 |
1.3326 |
1.2324 |
0.1002 |
7.7% |
0.0038 |
0.3% |
75% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3761 |
|
2.618 |
1.3546 |
|
1.618 |
1.3414 |
|
1.000 |
1.3332 |
|
0.618 |
1.3282 |
|
HIGH |
1.3200 |
|
0.618 |
1.3150 |
|
0.500 |
1.3134 |
|
0.382 |
1.3118 |
|
LOW |
1.3068 |
|
0.618 |
1.2986 |
|
1.000 |
1.2936 |
|
1.618 |
1.2854 |
|
2.618 |
1.2722 |
|
4.250 |
1.2507 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3134 |
1.3180 |
| PP |
1.3116 |
1.3147 |
| S1 |
1.3098 |
1.3113 |
|