CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3356 |
1.3325 |
-0.0031 |
-0.2% |
1.3400 |
| High |
1.3356 |
1.3340 |
-0.0016 |
-0.1% |
1.3410 |
| Low |
1.3323 |
1.3325 |
0.0002 |
0.0% |
1.3305 |
| Close |
1.3340 |
1.3340 |
0.0000 |
0.0% |
1.3341 |
| Range |
0.0033 |
0.0015 |
-0.0018 |
-54.5% |
0.0105 |
| ATR |
0.0057 |
0.0054 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
21 |
3 |
-18 |
-85.7% |
89 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3380 |
1.3375 |
1.3348 |
|
| R3 |
1.3365 |
1.3360 |
1.3344 |
|
| R2 |
1.3350 |
1.3350 |
1.3343 |
|
| R1 |
1.3345 |
1.3345 |
1.3341 |
1.3348 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3336 |
| S1 |
1.3330 |
1.3330 |
1.3339 |
1.3333 |
| S2 |
1.3320 |
1.3320 |
1.3337 |
|
| S3 |
1.3305 |
1.3315 |
1.3336 |
|
| S4 |
1.3290 |
1.3300 |
1.3332 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3410 |
1.3314 |
0.0096 |
0.7% |
0.0025 |
0.2% |
27% |
False |
False |
21 |
| 10 |
1.3410 |
1.3085 |
0.0325 |
2.4% |
0.0017 |
0.1% |
78% |
False |
False |
11 |
| 20 |
1.3410 |
1.3030 |
0.0380 |
2.8% |
0.0017 |
0.1% |
82% |
False |
False |
7 |
| 40 |
1.3410 |
1.2932 |
0.0478 |
3.6% |
0.0024 |
0.2% |
85% |
False |
False |
5 |
| 60 |
1.3410 |
1.2751 |
0.0659 |
4.9% |
0.0020 |
0.2% |
89% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3404 |
|
2.618 |
1.3379 |
|
1.618 |
1.3364 |
|
1.000 |
1.3355 |
|
0.618 |
1.3349 |
|
HIGH |
1.3340 |
|
0.618 |
1.3334 |
|
0.500 |
1.3333 |
|
0.382 |
1.3331 |
|
LOW |
1.3325 |
|
0.618 |
1.3316 |
|
1.000 |
1.3310 |
|
1.618 |
1.3301 |
|
2.618 |
1.3286 |
|
4.250 |
1.3261 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3338 |
1.3367 |
| PP |
1.3335 |
1.3358 |
| S1 |
1.3333 |
1.3349 |
|