CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.3085 |
0.0035 |
0.3% |
1.3227 |
| High |
1.3100 |
1.3128 |
0.0028 |
0.2% |
1.3289 |
| Low |
1.3005 |
1.3025 |
0.0020 |
0.2% |
1.3005 |
| Close |
1.3080 |
1.3120 |
0.0040 |
0.3% |
1.3080 |
| Range |
0.0095 |
0.0103 |
0.0008 |
8.4% |
0.0284 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.2% |
0.0000 |
| Volume |
263,072 |
229,282 |
-33,790 |
-12.8% |
790,017 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3400 |
1.3363 |
1.3177 |
|
| R3 |
1.3297 |
1.3260 |
1.3148 |
|
| R2 |
1.3194 |
1.3194 |
1.3139 |
|
| R1 |
1.3157 |
1.3157 |
1.3129 |
1.3176 |
| PP |
1.3091 |
1.3091 |
1.3091 |
1.3100 |
| S1 |
1.3054 |
1.3054 |
1.3111 |
1.3073 |
| S2 |
1.2988 |
1.2988 |
1.3101 |
|
| S3 |
1.2885 |
1.2951 |
1.3092 |
|
| S4 |
1.2782 |
1.2848 |
1.3063 |
|
|
| 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% |
0.0106 |
0.8% |
40% |
False |
False |
203,859 |
| 10 |
1.3295 |
1.3005 |
0.0290 |
2.2% |
0.0093 |
0.7% |
40% |
False |
False |
162,088 |
| 20 |
1.3321 |
1.2892 |
0.0429 |
3.3% |
0.0088 |
0.7% |
53% |
False |
False |
147,003 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0082 |
0.6% |
69% |
False |
False |
74,507 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0079 |
0.6% |
69% |
False |
False |
49,723 |
| 80 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0082 |
0.6% |
69% |
False |
False |
37,329 |
| 100 |
1.3321 |
1.2318 |
0.1003 |
7.6% |
0.0073 |
0.6% |
80% |
False |
False |
29,867 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.4% |
0.0067 |
0.5% |
84% |
False |
False |
24,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3566 |
|
2.618 |
1.3398 |
|
1.618 |
1.3295 |
|
1.000 |
1.3231 |
|
0.618 |
1.3192 |
|
HIGH |
1.3128 |
|
0.618 |
1.3089 |
|
0.500 |
1.3077 |
|
0.382 |
1.3064 |
|
LOW |
1.3025 |
|
0.618 |
1.2961 |
|
1.000 |
1.2922 |
|
1.618 |
1.2858 |
|
2.618 |
1.2755 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3114 |
| PP |
1.3091 |
1.3108 |
| S1 |
1.3077 |
1.3102 |
|