CME Euro FX (E) Future September 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 |
1.3325 |
1.3333 |
0.0008 |
0.1% |
1.3400 |
| High |
1.3340 |
1.3392 |
0.0052 |
0.4% |
1.3410 |
| Low |
1.3325 |
1.3333 |
0.0008 |
0.1% |
1.3305 |
| Close |
1.3340 |
1.3392 |
0.0052 |
0.4% |
1.3341 |
| Range |
0.0015 |
0.0059 |
0.0044 |
293.3% |
0.0105 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.6% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
89 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3549 |
1.3530 |
1.3424 |
|
| R3 |
1.3490 |
1.3471 |
1.3408 |
|
| R2 |
1.3431 |
1.3431 |
1.3403 |
|
| R1 |
1.3412 |
1.3412 |
1.3397 |
1.3422 |
| PP |
1.3372 |
1.3372 |
1.3372 |
1.3377 |
| S1 |
1.3353 |
1.3353 |
1.3387 |
1.3363 |
| S2 |
1.3313 |
1.3313 |
1.3381 |
|
| S3 |
1.3254 |
1.3294 |
1.3376 |
|
| S4 |
1.3195 |
1.3235 |
1.3360 |
|
|
| 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 |
1.3323 |
0.0087 |
0.6% |
0.0037 |
0.3% |
79% |
False |
False |
13 |
| 10 |
1.3410 |
1.3280 |
0.0130 |
1.0% |
0.0023 |
0.2% |
86% |
False |
False |
11 |
| 20 |
1.3410 |
1.3030 |
0.0380 |
2.8% |
0.0020 |
0.1% |
95% |
False |
False |
7 |
| 40 |
1.3410 |
1.2932 |
0.0478 |
3.6% |
0.0025 |
0.2% |
96% |
False |
False |
5 |
| 60 |
1.3410 |
1.2751 |
0.0659 |
4.9% |
0.0021 |
0.2% |
97% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3643 |
|
2.618 |
1.3546 |
|
1.618 |
1.3487 |
|
1.000 |
1.3451 |
|
0.618 |
1.3428 |
|
HIGH |
1.3392 |
|
0.618 |
1.3369 |
|
0.500 |
1.3363 |
|
0.382 |
1.3356 |
|
LOW |
1.3333 |
|
0.618 |
1.3297 |
|
1.000 |
1.3274 |
|
1.618 |
1.3238 |
|
2.618 |
1.3179 |
|
4.250 |
1.3082 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3382 |
1.3381 |
| PP |
1.3372 |
1.3369 |
| S1 |
1.3363 |
1.3358 |
|