CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3332 |
1.3329 |
-0.0003 |
0.0% |
1.3380 |
| High |
1.3362 |
1.3400 |
0.0038 |
0.3% |
1.3407 |
| Low |
1.3290 |
1.3300 |
0.0010 |
0.1% |
1.3275 |
| Close |
1.3333 |
1.3385 |
0.0052 |
0.4% |
1.3333 |
| Range |
0.0072 |
0.0100 |
0.0028 |
38.9% |
0.0132 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.3% |
0.0000 |
| Volume |
219 |
243 |
24 |
11.0% |
1,818 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3662 |
1.3623 |
1.3440 |
|
| R3 |
1.3562 |
1.3523 |
1.3413 |
|
| R2 |
1.3462 |
1.3462 |
1.3403 |
|
| R1 |
1.3423 |
1.3423 |
1.3394 |
1.3443 |
| PP |
1.3362 |
1.3362 |
1.3362 |
1.3371 |
| S1 |
1.3323 |
1.3323 |
1.3376 |
1.3343 |
| S2 |
1.3262 |
1.3262 |
1.3367 |
|
| S3 |
1.3162 |
1.3223 |
1.3358 |
|
| S4 |
1.3062 |
1.3123 |
1.3330 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3734 |
1.3666 |
1.3406 |
|
| R3 |
1.3602 |
1.3534 |
1.3369 |
|
| R2 |
1.3470 |
1.3470 |
1.3357 |
|
| R1 |
1.3402 |
1.3402 |
1.3345 |
1.3370 |
| PP |
1.3338 |
1.3338 |
1.3338 |
1.3323 |
| S1 |
1.3270 |
1.3270 |
1.3321 |
1.3238 |
| S2 |
1.3206 |
1.3206 |
1.3309 |
|
| S3 |
1.3074 |
1.3138 |
1.3297 |
|
| S4 |
1.2942 |
1.3006 |
1.3260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3403 |
1.3290 |
0.0113 |
0.8% |
0.0095 |
0.7% |
84% |
False |
False |
326 |
| 10 |
1.3407 |
1.3066 |
0.0341 |
2.5% |
0.0103 |
0.8% |
94% |
False |
False |
308 |
| 20 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0090 |
0.7% |
94% |
False |
False |
211 |
| 40 |
1.3407 |
1.2913 |
0.0494 |
3.7% |
0.0071 |
0.5% |
96% |
False |
False |
134 |
| 60 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0062 |
0.5% |
97% |
False |
False |
96 |
| 80 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0049 |
0.4% |
97% |
False |
False |
72 |
| 100 |
1.3407 |
1.2572 |
0.0835 |
6.2% |
0.0047 |
0.4% |
97% |
False |
False |
61 |
| 120 |
1.3407 |
1.2295 |
0.1112 |
8.3% |
0.0044 |
0.3% |
98% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3825 |
|
2.618 |
1.3662 |
|
1.618 |
1.3562 |
|
1.000 |
1.3500 |
|
0.618 |
1.3462 |
|
HIGH |
1.3400 |
|
0.618 |
1.3362 |
|
0.500 |
1.3350 |
|
0.382 |
1.3338 |
|
LOW |
1.3300 |
|
0.618 |
1.3238 |
|
1.000 |
1.3200 |
|
1.618 |
1.3138 |
|
2.618 |
1.3038 |
|
4.250 |
1.2875 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3373 |
1.3372 |
| PP |
1.3362 |
1.3358 |
| S1 |
1.3350 |
1.3345 |
|