CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3380 |
1.3394 |
0.0014 |
0.1% |
1.3098 |
| High |
1.3407 |
1.3407 |
0.0000 |
0.0% |
1.3379 |
| Low |
1.3354 |
1.3290 |
-0.0064 |
-0.5% |
1.3055 |
| Close |
1.3394 |
1.3313 |
-0.0081 |
-0.6% |
1.3355 |
| Range |
0.0053 |
0.0117 |
0.0064 |
120.8% |
0.0324 |
| ATR |
0.0081 |
0.0083 |
0.0003 |
3.2% |
0.0000 |
| Volume |
573 |
234 |
-339 |
-59.2% |
638 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3688 |
1.3617 |
1.3377 |
|
| R3 |
1.3571 |
1.3500 |
1.3345 |
|
| R2 |
1.3454 |
1.3454 |
1.3334 |
|
| R1 |
1.3383 |
1.3383 |
1.3324 |
1.3360 |
| PP |
1.3337 |
1.3337 |
1.3337 |
1.3325 |
| S1 |
1.3266 |
1.3266 |
1.3302 |
1.3243 |
| S2 |
1.3220 |
1.3220 |
1.3292 |
|
| S3 |
1.3103 |
1.3149 |
1.3281 |
|
| S4 |
1.2986 |
1.3032 |
1.3249 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4235 |
1.4119 |
1.3533 |
|
| R3 |
1.3911 |
1.3795 |
1.3444 |
|
| R2 |
1.3587 |
1.3587 |
1.3414 |
|
| R1 |
1.3471 |
1.3471 |
1.3385 |
1.3529 |
| PP |
1.3263 |
1.3263 |
1.3263 |
1.3292 |
| S1 |
1.3147 |
1.3147 |
1.3325 |
1.3205 |
| S2 |
1.2939 |
1.2939 |
1.3296 |
|
| S3 |
1.2615 |
1.2823 |
1.3266 |
|
| S4 |
1.2291 |
1.2499 |
1.3177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3407 |
1.3057 |
0.0350 |
2.6% |
0.0109 |
0.8% |
73% |
True |
False |
277 |
| 10 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0101 |
0.8% |
76% |
True |
False |
212 |
| 20 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0083 |
0.6% |
76% |
True |
False |
162 |
| 40 |
1.3407 |
1.2737 |
0.0670 |
5.0% |
0.0066 |
0.5% |
86% |
True |
False |
90 |
| 60 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0054 |
0.4% |
86% |
True |
False |
65 |
| 80 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0044 |
0.3% |
86% |
True |
False |
49 |
| 100 |
1.3407 |
1.2554 |
0.0853 |
6.4% |
0.0044 |
0.3% |
89% |
True |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3904 |
|
2.618 |
1.3713 |
|
1.618 |
1.3596 |
|
1.000 |
1.3524 |
|
0.618 |
1.3479 |
|
HIGH |
1.3407 |
|
0.618 |
1.3362 |
|
0.500 |
1.3349 |
|
0.382 |
1.3335 |
|
LOW |
1.3290 |
|
0.618 |
1.3218 |
|
1.000 |
1.3173 |
|
1.618 |
1.3101 |
|
2.618 |
1.2984 |
|
4.250 |
1.2793 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3349 |
1.3338 |
| PP |
1.3337 |
1.3329 |
| S1 |
1.3325 |
1.3321 |
|