CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3106 |
1.3066 |
-0.0040 |
-0.3% |
1.3257 |
| High |
1.3110 |
1.3279 |
0.0169 |
1.3% |
1.3292 |
| Low |
1.3057 |
1.3066 |
0.0009 |
0.1% |
1.3017 |
| Close |
1.3073 |
1.3268 |
0.0195 |
1.5% |
1.3090 |
| Range |
0.0053 |
0.0213 |
0.0160 |
301.9% |
0.0275 |
| ATR |
0.0071 |
0.0081 |
0.0010 |
14.4% |
0.0000 |
| Volume |
161 |
94 |
-67 |
-41.6% |
784 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3843 |
1.3769 |
1.3385 |
|
| R3 |
1.3630 |
1.3556 |
1.3327 |
|
| R2 |
1.3417 |
1.3417 |
1.3307 |
|
| R1 |
1.3343 |
1.3343 |
1.3288 |
1.3380 |
| PP |
1.3204 |
1.3204 |
1.3204 |
1.3223 |
| S1 |
1.3130 |
1.3130 |
1.3248 |
1.3167 |
| S2 |
1.2991 |
1.2991 |
1.3229 |
|
| S3 |
1.2778 |
1.2917 |
1.3209 |
|
| S4 |
1.2565 |
1.2704 |
1.3151 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3958 |
1.3799 |
1.3241 |
|
| R3 |
1.3683 |
1.3524 |
1.3166 |
|
| R2 |
1.3408 |
1.3408 |
1.3140 |
|
| R1 |
1.3249 |
1.3249 |
1.3115 |
1.3191 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3104 |
| S1 |
1.2974 |
1.2974 |
1.3065 |
1.2916 |
| S2 |
1.2858 |
1.2858 |
1.3040 |
|
| S3 |
1.2583 |
1.2699 |
1.3014 |
|
| S4 |
1.2308 |
1.2424 |
1.2939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3279 |
1.3017 |
0.0262 |
2.0% |
0.0096 |
0.7% |
96% |
True |
False |
108 |
| 10 |
1.3304 |
1.3017 |
0.0287 |
2.2% |
0.0094 |
0.7% |
87% |
False |
False |
121 |
| 20 |
1.3326 |
1.3017 |
0.0309 |
2.3% |
0.0080 |
0.6% |
81% |
False |
False |
110 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0062 |
0.5% |
91% |
False |
False |
65 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0050 |
0.4% |
91% |
False |
False |
47 |
| 80 |
1.3326 |
1.2711 |
0.0615 |
4.6% |
0.0041 |
0.3% |
91% |
False |
False |
36 |
| 100 |
1.3326 |
1.2403 |
0.0923 |
7.0% |
0.0042 |
0.3% |
94% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4184 |
|
2.618 |
1.3837 |
|
1.618 |
1.3624 |
|
1.000 |
1.3492 |
|
0.618 |
1.3411 |
|
HIGH |
1.3279 |
|
0.618 |
1.3198 |
|
0.500 |
1.3173 |
|
0.382 |
1.3147 |
|
LOW |
1.3066 |
|
0.618 |
1.2934 |
|
1.000 |
1.2853 |
|
1.618 |
1.2721 |
|
2.618 |
1.2508 |
|
4.250 |
1.2161 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3236 |
1.3235 |
| PP |
1.3204 |
1.3201 |
| S1 |
1.3173 |
1.3168 |
|