CME Euro FX (E) Future September 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 |
1.3552 |
1.3592 |
0.0040 |
0.3% |
1.3356 |
| High |
1.3588 |
1.3592 |
0.0004 |
0.0% |
1.3480 |
| Low |
1.3544 |
1.3587 |
0.0043 |
0.3% |
1.3323 |
| Close |
1.3579 |
1.3587 |
0.0008 |
0.1% |
1.3478 |
| Range |
0.0044 |
0.0005 |
-0.0039 |
-88.6% |
0.0157 |
| ATR |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0000 |
| Volume |
12 |
6 |
-6 |
-50.0% |
27 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3604 |
1.3600 |
1.3590 |
|
| R3 |
1.3599 |
1.3595 |
1.3588 |
|
| R2 |
1.3594 |
1.3594 |
1.3588 |
|
| R1 |
1.3590 |
1.3590 |
1.3587 |
1.3590 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3588 |
| S1 |
1.3585 |
1.3585 |
1.3587 |
1.3585 |
| S2 |
1.3584 |
1.3584 |
1.3586 |
|
| S3 |
1.3579 |
1.3580 |
1.3586 |
|
| S4 |
1.3574 |
1.3575 |
1.3584 |
|
|
| 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 |
1.3592 |
1.3436 |
0.0156 |
1.1% |
0.0028 |
0.2% |
97% |
True |
False |
6 |
| 10 |
1.3592 |
1.3323 |
0.0269 |
2.0% |
0.0032 |
0.2% |
98% |
True |
False |
10 |
| 20 |
1.3592 |
1.3030 |
0.0562 |
4.1% |
0.0026 |
0.2% |
99% |
True |
False |
8 |
| 40 |
1.3592 |
1.2939 |
0.0653 |
4.8% |
0.0026 |
0.2% |
99% |
True |
False |
6 |
| 60 |
1.3592 |
1.2751 |
0.0841 |
6.2% |
0.0023 |
0.2% |
99% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3605 |
|
1.618 |
1.3600 |
|
1.000 |
1.3597 |
|
0.618 |
1.3595 |
|
HIGH |
1.3592 |
|
0.618 |
1.3590 |
|
0.500 |
1.3590 |
|
0.382 |
1.3589 |
|
LOW |
1.3587 |
|
0.618 |
1.3584 |
|
1.000 |
1.3582 |
|
1.618 |
1.3579 |
|
2.618 |
1.3574 |
|
4.250 |
1.3566 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3590 |
1.3567 |
| PP |
1.3589 |
1.3546 |
| S1 |
1.3588 |
1.3526 |
|