CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3461 |
1.3499 |
0.0038 |
0.3% |
1.3328 |
| High |
1.3505 |
1.3595 |
0.0090 |
0.7% |
1.3485 |
| Low |
1.3430 |
1.3499 |
0.0069 |
0.5% |
1.3290 |
| Close |
1.3497 |
1.3575 |
0.0078 |
0.6% |
1.3475 |
| Range |
0.0075 |
0.0096 |
0.0021 |
28.0% |
0.0195 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.2% |
0.0000 |
| Volume |
418 |
236 |
-182 |
-43.5% |
967 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3844 |
1.3806 |
1.3628 |
|
| R3 |
1.3748 |
1.3710 |
1.3601 |
|
| R2 |
1.3652 |
1.3652 |
1.3593 |
|
| R1 |
1.3614 |
1.3614 |
1.3584 |
1.3633 |
| PP |
1.3556 |
1.3556 |
1.3556 |
1.3566 |
| S1 |
1.3518 |
1.3518 |
1.3566 |
1.3537 |
| S2 |
1.3460 |
1.3460 |
1.3557 |
|
| S3 |
1.3364 |
1.3422 |
1.3549 |
|
| S4 |
1.3268 |
1.3326 |
1.3522 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4002 |
1.3933 |
1.3582 |
|
| R3 |
1.3807 |
1.3738 |
1.3529 |
|
| R2 |
1.3612 |
1.3612 |
1.3511 |
|
| R1 |
1.3543 |
1.3543 |
1.3493 |
1.3578 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3434 |
| S1 |
1.3348 |
1.3348 |
1.3457 |
1.3383 |
| S2 |
1.3222 |
1.3222 |
1.3439 |
|
| S3 |
1.3027 |
1.3153 |
1.3421 |
|
| S4 |
1.2832 |
1.2958 |
1.3368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3595 |
1.3300 |
0.0295 |
2.2% |
0.0087 |
0.6% |
93% |
True |
False |
285 |
| 10 |
1.3595 |
1.3275 |
0.0320 |
2.4% |
0.0087 |
0.6% |
94% |
True |
False |
304 |
| 20 |
1.3595 |
1.3017 |
0.0578 |
4.3% |
0.0094 |
0.7% |
97% |
True |
False |
258 |
| 40 |
1.3595 |
1.2935 |
0.0660 |
4.9% |
0.0077 |
0.6% |
97% |
True |
False |
163 |
| 60 |
1.3595 |
1.2711 |
0.0884 |
6.5% |
0.0066 |
0.5% |
98% |
True |
False |
115 |
| 80 |
1.3595 |
1.2711 |
0.0884 |
6.5% |
0.0053 |
0.4% |
98% |
True |
False |
87 |
| 100 |
1.3595 |
1.2709 |
0.0886 |
6.5% |
0.0049 |
0.4% |
98% |
True |
False |
73 |
| 120 |
1.3595 |
1.2324 |
0.1271 |
9.4% |
0.0045 |
0.3% |
98% |
True |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4003 |
|
2.618 |
1.3846 |
|
1.618 |
1.3750 |
|
1.000 |
1.3691 |
|
0.618 |
1.3654 |
|
HIGH |
1.3595 |
|
0.618 |
1.3558 |
|
0.500 |
1.3547 |
|
0.382 |
1.3536 |
|
LOW |
1.3499 |
|
0.618 |
1.3440 |
|
1.000 |
1.3403 |
|
1.618 |
1.3344 |
|
2.618 |
1.3248 |
|
4.250 |
1.3091 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3566 |
1.3554 |
| PP |
1.3556 |
1.3533 |
| S1 |
1.3547 |
1.3513 |
|