CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3356 |
-0.0054 |
-0.4% |
1.3400 |
| High |
1.3410 |
1.3356 |
-0.0054 |
-0.4% |
1.3410 |
| Low |
1.3341 |
1.3323 |
-0.0018 |
-0.1% |
1.3305 |
| Close |
1.3341 |
1.3340 |
-0.0001 |
0.0% |
1.3341 |
| Range |
0.0069 |
0.0033 |
-0.0036 |
-52.2% |
0.0105 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
1 |
21 |
20 |
2,000.0% |
89 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3439 |
1.3422 |
1.3358 |
|
| R3 |
1.3406 |
1.3389 |
1.3349 |
|
| R2 |
1.3373 |
1.3373 |
1.3346 |
|
| R1 |
1.3356 |
1.3356 |
1.3343 |
1.3348 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3336 |
| S1 |
1.3323 |
1.3323 |
1.3337 |
1.3315 |
| S2 |
1.3307 |
1.3307 |
1.3334 |
|
| S3 |
1.3274 |
1.3290 |
1.3331 |
|
| S4 |
1.3241 |
1.3257 |
1.3322 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3667 |
1.3609 |
1.3399 |
|
| R3 |
1.3562 |
1.3504 |
1.3370 |
|
| R2 |
1.3457 |
1.3457 |
1.3360 |
|
| R1 |
1.3399 |
1.3399 |
1.3351 |
1.3376 |
| PP |
1.3352 |
1.3352 |
1.3352 |
1.3340 |
| S1 |
1.3294 |
1.3294 |
1.3331 |
1.3271 |
| S2 |
1.3247 |
1.3247 |
1.3322 |
|
| S3 |
1.3142 |
1.3189 |
1.3312 |
|
| S4 |
1.3037 |
1.3084 |
1.3283 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3496 |
|
2.618 |
1.3442 |
|
1.618 |
1.3409 |
|
1.000 |
1.3389 |
|
0.618 |
1.3376 |
|
HIGH |
1.3356 |
|
0.618 |
1.3343 |
|
0.500 |
1.3340 |
|
0.382 |
1.3336 |
|
LOW |
1.3323 |
|
0.618 |
1.3303 |
|
1.000 |
1.3290 |
|
1.618 |
1.3270 |
|
2.618 |
1.3237 |
|
4.250 |
1.3183 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3340 |
1.3367 |
| PP |
1.3340 |
1.3358 |
| S1 |
1.3340 |
1.3349 |
|