CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3136 |
1.3091 |
-0.0045 |
-0.3% |
1.3227 |
| High |
1.3148 |
1.3104 |
-0.0044 |
-0.3% |
1.3289 |
| Low |
1.3064 |
1.3044 |
-0.0020 |
-0.2% |
1.3005 |
| Close |
1.3091 |
1.3062 |
-0.0029 |
-0.2% |
1.3080 |
| Range |
0.0084 |
0.0060 |
-0.0024 |
-28.6% |
0.0284 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
228,038 |
221,294 |
-6,744 |
-3.0% |
790,017 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3250 |
1.3216 |
1.3095 |
|
| R3 |
1.3190 |
1.3156 |
1.3079 |
|
| R2 |
1.3130 |
1.3130 |
1.3073 |
|
| R1 |
1.3096 |
1.3096 |
1.3068 |
1.3083 |
| PP |
1.3070 |
1.3070 |
1.3070 |
1.3064 |
| S1 |
1.3036 |
1.3036 |
1.3057 |
1.3023 |
| S2 |
1.3010 |
1.3010 |
1.3051 |
|
| S3 |
1.2950 |
1.2976 |
1.3046 |
|
| S4 |
1.2890 |
1.2916 |
1.3029 |
|
|
| 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 |
1.3198 |
1.3005 |
0.0193 |
1.5% |
0.0097 |
0.7% |
30% |
False |
False |
239,098 |
| 10 |
1.3295 |
1.3005 |
0.0290 |
2.2% |
0.0092 |
0.7% |
20% |
False |
False |
180,870 |
| 20 |
1.3321 |
1.2942 |
0.0379 |
2.9% |
0.0087 |
0.7% |
32% |
False |
False |
167,945 |
| 40 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0082 |
0.6% |
60% |
False |
False |
85,728 |
| 60 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0079 |
0.6% |
60% |
False |
False |
57,209 |
| 80 |
1.3321 |
1.2680 |
0.0641 |
4.9% |
0.0080 |
0.6% |
60% |
False |
False |
42,942 |
| 100 |
1.3321 |
1.2350 |
0.0971 |
7.4% |
0.0074 |
0.6% |
73% |
False |
False |
34,360 |
| 120 |
1.3321 |
1.2090 |
0.1231 |
9.4% |
0.0068 |
0.5% |
79% |
False |
False |
28,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3359 |
|
2.618 |
1.3261 |
|
1.618 |
1.3201 |
|
1.000 |
1.3164 |
|
0.618 |
1.3141 |
|
HIGH |
1.3104 |
|
0.618 |
1.3081 |
|
0.500 |
1.3074 |
|
0.382 |
1.3067 |
|
LOW |
1.3044 |
|
0.618 |
1.3007 |
|
1.000 |
1.2984 |
|
1.618 |
1.2947 |
|
2.618 |
1.2887 |
|
4.250 |
1.2789 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3074 |
1.3087 |
| PP |
1.3070 |
1.3078 |
| S1 |
1.3066 |
1.3070 |
|