CME Euro FX (E) Future September 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 |
1.3459 |
1.3552 |
0.0093 |
0.7% |
1.3356 |
| High |
1.3505 |
1.3588 |
0.0083 |
0.6% |
1.3480 |
| Low |
1.3459 |
1.3544 |
0.0085 |
0.6% |
1.3323 |
| Close |
1.3501 |
1.3579 |
0.0078 |
0.6% |
1.3478 |
| Range |
0.0046 |
0.0044 |
-0.0002 |
-4.3% |
0.0157 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
4.6% |
0.0000 |
| Volume |
7 |
12 |
5 |
71.4% |
27 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3685 |
1.3603 |
|
| R3 |
1.3658 |
1.3641 |
1.3591 |
|
| R2 |
1.3614 |
1.3614 |
1.3587 |
|
| R1 |
1.3597 |
1.3597 |
1.3583 |
1.3606 |
| PP |
1.3570 |
1.3570 |
1.3570 |
1.3575 |
| S1 |
1.3553 |
1.3553 |
1.3575 |
1.3562 |
| S2 |
1.3526 |
1.3526 |
1.3571 |
|
| S3 |
1.3482 |
1.3509 |
1.3567 |
|
| S4 |
1.3438 |
1.3465 |
1.3555 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3898 |
1.3845 |
1.3564 |
|
| R3 |
1.3741 |
1.3688 |
1.3521 |
|
| R2 |
1.3584 |
1.3584 |
1.3507 |
|
| R1 |
1.3531 |
1.3531 |
1.3492 |
1.3558 |
| PP |
1.3427 |
1.3427 |
1.3427 |
1.3440 |
| S1 |
1.3374 |
1.3374 |
1.3464 |
1.3401 |
| S2 |
1.3270 |
1.3270 |
1.3449 |
|
| S3 |
1.3113 |
1.3217 |
1.3435 |
|
| S4 |
1.2956 |
1.3060 |
1.3392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3588 |
1.3333 |
0.0255 |
1.9% |
0.0039 |
0.3% |
96% |
True |
False |
5 |
| 10 |
1.3588 |
1.3314 |
0.0274 |
2.0% |
0.0032 |
0.2% |
97% |
True |
False |
13 |
| 20 |
1.3588 |
1.3030 |
0.0558 |
4.1% |
0.0026 |
0.2% |
98% |
True |
False |
8 |
| 40 |
1.3588 |
1.2939 |
0.0649 |
4.8% |
0.0026 |
0.2% |
99% |
True |
False |
6 |
| 60 |
1.3588 |
1.2751 |
0.0837 |
6.2% |
0.0023 |
0.2% |
99% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3775 |
|
2.618 |
1.3703 |
|
1.618 |
1.3659 |
|
1.000 |
1.3632 |
|
0.618 |
1.3615 |
|
HIGH |
1.3588 |
|
0.618 |
1.3571 |
|
0.500 |
1.3566 |
|
0.382 |
1.3561 |
|
LOW |
1.3544 |
|
0.618 |
1.3517 |
|
1.000 |
1.3500 |
|
1.618 |
1.3473 |
|
2.618 |
1.3429 |
|
4.250 |
1.3357 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3575 |
1.3561 |
| PP |
1.3570 |
1.3542 |
| S1 |
1.3566 |
1.3524 |
|