CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3394 |
1.3299 |
-0.0095 |
-0.7% |
1.3098 |
| High |
1.3407 |
1.3338 |
-0.0069 |
-0.5% |
1.3379 |
| Low |
1.3290 |
1.3275 |
-0.0015 |
-0.1% |
1.3055 |
| Close |
1.3313 |
1.3305 |
-0.0008 |
-0.1% |
1.3355 |
| Range |
0.0117 |
0.0063 |
-0.0054 |
-46.2% |
0.0324 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
234 |
230 |
-4 |
-1.7% |
638 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3495 |
1.3463 |
1.3340 |
|
| R3 |
1.3432 |
1.3400 |
1.3322 |
|
| R2 |
1.3369 |
1.3369 |
1.3317 |
|
| R1 |
1.3337 |
1.3337 |
1.3311 |
1.3353 |
| PP |
1.3306 |
1.3306 |
1.3306 |
1.3314 |
| S1 |
1.3274 |
1.3274 |
1.3299 |
1.3290 |
| S2 |
1.3243 |
1.3243 |
1.3293 |
|
| S3 |
1.3180 |
1.3211 |
1.3288 |
|
| S4 |
1.3117 |
1.3148 |
1.3270 |
|
|
| 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 |
1.3066 |
0.0341 |
2.6% |
0.0111 |
0.8% |
70% |
False |
False |
291 |
| 10 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0096 |
0.7% |
74% |
False |
False |
223 |
| 20 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0084 |
0.6% |
74% |
False |
False |
163 |
| 40 |
1.3407 |
1.2776 |
0.0631 |
4.7% |
0.0066 |
0.5% |
84% |
False |
False |
95 |
| 60 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0055 |
0.4% |
85% |
False |
False |
69 |
| 80 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0045 |
0.3% |
85% |
False |
False |
52 |
| 100 |
1.3407 |
1.2554 |
0.0853 |
6.4% |
0.0044 |
0.3% |
88% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3606 |
|
2.618 |
1.3503 |
|
1.618 |
1.3440 |
|
1.000 |
1.3401 |
|
0.618 |
1.3377 |
|
HIGH |
1.3338 |
|
0.618 |
1.3314 |
|
0.500 |
1.3307 |
|
0.382 |
1.3299 |
|
LOW |
1.3275 |
|
0.618 |
1.3236 |
|
1.000 |
1.3212 |
|
1.618 |
1.3173 |
|
2.618 |
1.3110 |
|
4.250 |
1.3007 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3307 |
1.3341 |
| PP |
1.3306 |
1.3329 |
| S1 |
1.3306 |
1.3317 |
|