CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3299 |
1.3329 |
0.0030 |
0.2% |
1.3098 |
| High |
1.3338 |
1.3400 |
0.0062 |
0.5% |
1.3379 |
| Low |
1.3275 |
1.3294 |
0.0019 |
0.1% |
1.3055 |
| Close |
1.3305 |
1.3400 |
0.0095 |
0.7% |
1.3355 |
| Range |
0.0063 |
0.0106 |
0.0043 |
68.3% |
0.0324 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.1% |
0.0000 |
| Volume |
230 |
152 |
-78 |
-33.9% |
638 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3683 |
1.3647 |
1.3458 |
|
| R3 |
1.3577 |
1.3541 |
1.3429 |
|
| R2 |
1.3471 |
1.3471 |
1.3419 |
|
| R1 |
1.3435 |
1.3435 |
1.3410 |
1.3453 |
| PP |
1.3365 |
1.3365 |
1.3365 |
1.3374 |
| S1 |
1.3329 |
1.3329 |
1.3390 |
1.3347 |
| S2 |
1.3259 |
1.3259 |
1.3381 |
|
| S3 |
1.3153 |
1.3223 |
1.3371 |
|
| S4 |
1.3047 |
1.3117 |
1.3342 |
|
|
| 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 |
1.3268 |
0.0139 |
1.0% |
0.0090 |
0.7% |
95% |
False |
False |
302 |
| 10 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0093 |
0.7% |
98% |
False |
False |
205 |
| 20 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0086 |
0.6% |
98% |
False |
False |
171 |
| 40 |
1.3407 |
1.2814 |
0.0593 |
4.4% |
0.0067 |
0.5% |
99% |
False |
False |
98 |
| 60 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0056 |
0.4% |
99% |
False |
False |
72 |
| 80 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0046 |
0.3% |
99% |
False |
False |
54 |
| 100 |
1.3407 |
1.2554 |
0.0853 |
6.4% |
0.0045 |
0.3% |
99% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3851 |
|
2.618 |
1.3678 |
|
1.618 |
1.3572 |
|
1.000 |
1.3506 |
|
0.618 |
1.3466 |
|
HIGH |
1.3400 |
|
0.618 |
1.3360 |
|
0.500 |
1.3347 |
|
0.382 |
1.3334 |
|
LOW |
1.3294 |
|
0.618 |
1.3228 |
|
1.000 |
1.3188 |
|
1.618 |
1.3122 |
|
2.618 |
1.3016 |
|
4.250 |
1.2844 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3382 |
1.3380 |
| PP |
1.3365 |
1.3361 |
| S1 |
1.3347 |
1.3341 |
|