CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3499 |
1.3573 |
0.0074 |
0.5% |
1.3328 |
| High |
1.3595 |
1.3604 |
0.0009 |
0.1% |
1.3485 |
| Low |
1.3499 |
1.3554 |
0.0055 |
0.4% |
1.3290 |
| Close |
1.3575 |
1.3583 |
0.0008 |
0.1% |
1.3475 |
| Range |
0.0096 |
0.0050 |
-0.0046 |
-47.9% |
0.0195 |
| ATR |
0.0085 |
0.0083 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
236 |
625 |
389 |
164.8% |
967 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3730 |
1.3707 |
1.3611 |
|
| R3 |
1.3680 |
1.3657 |
1.3597 |
|
| R2 |
1.3630 |
1.3630 |
1.3592 |
|
| R1 |
1.3607 |
1.3607 |
1.3588 |
1.3619 |
| PP |
1.3580 |
1.3580 |
1.3580 |
1.3586 |
| S1 |
1.3557 |
1.3557 |
1.3578 |
1.3569 |
| S2 |
1.3530 |
1.3530 |
1.3574 |
|
| S3 |
1.3480 |
1.3507 |
1.3569 |
|
| S4 |
1.3430 |
1.3457 |
1.3556 |
|
|
| 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 |
1.3604 |
1.3370 |
0.0234 |
1.7% |
0.0077 |
0.6% |
91% |
True |
False |
361 |
| 10 |
1.3604 |
1.3290 |
0.0314 |
2.3% |
0.0086 |
0.6% |
93% |
True |
False |
344 |
| 20 |
1.3604 |
1.3017 |
0.0587 |
4.3% |
0.0091 |
0.7% |
96% |
True |
False |
283 |
| 40 |
1.3604 |
1.2935 |
0.0669 |
4.9% |
0.0078 |
0.6% |
97% |
True |
False |
179 |
| 60 |
1.3604 |
1.2711 |
0.0893 |
6.6% |
0.0066 |
0.5% |
98% |
True |
False |
126 |
| 80 |
1.3604 |
1.2711 |
0.0893 |
6.6% |
0.0053 |
0.4% |
98% |
True |
False |
95 |
| 100 |
1.3604 |
1.2711 |
0.0893 |
6.6% |
0.0048 |
0.4% |
98% |
True |
False |
79 |
| 120 |
1.3604 |
1.2324 |
0.1280 |
9.4% |
0.0046 |
0.3% |
98% |
True |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3817 |
|
2.618 |
1.3735 |
|
1.618 |
1.3685 |
|
1.000 |
1.3654 |
|
0.618 |
1.3635 |
|
HIGH |
1.3604 |
|
0.618 |
1.3585 |
|
0.500 |
1.3579 |
|
0.382 |
1.3573 |
|
LOW |
1.3554 |
|
0.618 |
1.3523 |
|
1.000 |
1.3504 |
|
1.618 |
1.3473 |
|
2.618 |
1.3423 |
|
4.250 |
1.3342 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3582 |
1.3561 |
| PP |
1.3580 |
1.3539 |
| S1 |
1.3579 |
1.3517 |
|