CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3195 |
1.3050 |
-0.0145 |
-1.1% |
1.3227 |
| High |
1.3198 |
1.3100 |
-0.0098 |
-0.7% |
1.3289 |
| Low |
1.3055 |
1.3005 |
-0.0050 |
-0.4% |
1.3005 |
| Close |
1.3069 |
1.3080 |
0.0011 |
0.1% |
1.3080 |
| Range |
0.0143 |
0.0095 |
-0.0048 |
-33.6% |
0.0284 |
| ATR |
0.0088 |
0.0088 |
0.0001 |
0.6% |
0.0000 |
| Volume |
253,804 |
263,072 |
9,268 |
3.7% |
790,017 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3308 |
1.3132 |
|
| R3 |
1.3252 |
1.3213 |
1.3106 |
|
| R2 |
1.3157 |
1.3157 |
1.3097 |
|
| R1 |
1.3118 |
1.3118 |
1.3089 |
1.3138 |
| PP |
1.3062 |
1.3062 |
1.3062 |
1.3071 |
| S1 |
1.3023 |
1.3023 |
1.3071 |
1.3043 |
| S2 |
1.2967 |
1.2967 |
1.3063 |
|
| S3 |
1.2872 |
1.2928 |
1.3054 |
|
| S4 |
1.2777 |
1.2833 |
1.3028 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3977 |
1.3812 |
1.3236 |
|
| R3 |
1.3693 |
1.3528 |
1.3158 |
|
| R2 |
1.3409 |
1.3409 |
1.3132 |
|
| R1 |
1.3244 |
1.3244 |
1.3106 |
1.3185 |
| PP |
1.3125 |
1.3125 |
1.3125 |
1.3095 |
| S1 |
1.2960 |
1.2960 |
1.3054 |
1.2901 |
| S2 |
1.2841 |
1.2841 |
1.3028 |
|
| S3 |
1.2557 |
1.2676 |
1.3002 |
|
| S4 |
1.2273 |
1.2392 |
1.2924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3289 |
1.3005 |
0.0284 |
2.2% |
0.0104 |
0.8% |
26% |
False |
True |
184,423 |
| 10 |
1.3308 |
1.3005 |
0.0303 |
2.3% |
0.0092 |
0.7% |
25% |
False |
True |
159,645 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.3% |
0.0089 |
0.7% |
44% |
False |
False |
136,190 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0083 |
0.6% |
62% |
False |
False |
68,780 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0079 |
0.6% |
62% |
False |
False |
45,905 |
| 80 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0082 |
0.6% |
62% |
False |
False |
34,464 |
| 100 |
1.3321 |
1.2318 |
0.1003 |
7.7% |
0.0072 |
0.5% |
76% |
False |
False |
27,574 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.4% |
0.0067 |
0.5% |
80% |
False |
False |
22,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3504 |
|
2.618 |
1.3349 |
|
1.618 |
1.3254 |
|
1.000 |
1.3195 |
|
0.618 |
1.3159 |
|
HIGH |
1.3100 |
|
0.618 |
1.3064 |
|
0.500 |
1.3053 |
|
0.382 |
1.3041 |
|
LOW |
1.3005 |
|
0.618 |
1.2946 |
|
1.000 |
1.2910 |
|
1.618 |
1.2851 |
|
2.618 |
1.2756 |
|
4.250 |
1.2601 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3071 |
1.3147 |
| PP |
1.3062 |
1.3125 |
| S1 |
1.3053 |
1.3102 |
|