CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3066 |
1.3276 |
0.0210 |
1.6% |
1.3085 |
| High |
1.3280 |
1.3373 |
0.0093 |
0.7% |
1.3373 |
| Low |
1.3046 |
1.3255 |
0.0209 |
1.6% |
1.3025 |
| Close |
1.3259 |
1.3346 |
0.0087 |
0.7% |
1.3346 |
| Range |
0.0234 |
0.0118 |
-0.0116 |
-49.6% |
0.0348 |
| ATR |
0.0097 |
0.0099 |
0.0001 |
1.5% |
0.0000 |
| Volume |
344,492 |
307,899 |
-36,593 |
-10.6% |
1,331,005 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3679 |
1.3630 |
1.3411 |
|
| R3 |
1.3561 |
1.3512 |
1.3378 |
|
| R2 |
1.3443 |
1.3443 |
1.3368 |
|
| R1 |
1.3394 |
1.3394 |
1.3357 |
1.3419 |
| PP |
1.3325 |
1.3325 |
1.3325 |
1.3337 |
| S1 |
1.3276 |
1.3276 |
1.3335 |
1.3301 |
| S2 |
1.3207 |
1.3207 |
1.3324 |
|
| S3 |
1.3089 |
1.3158 |
1.3314 |
|
| S4 |
1.2971 |
1.3040 |
1.3281 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4292 |
1.4167 |
1.3537 |
|
| R3 |
1.3944 |
1.3819 |
1.3442 |
|
| R2 |
1.3596 |
1.3596 |
1.3410 |
|
| R1 |
1.3471 |
1.3471 |
1.3378 |
1.3534 |
| PP |
1.3248 |
1.3248 |
1.3248 |
1.3279 |
| S1 |
1.3123 |
1.3123 |
1.3314 |
1.3186 |
| S2 |
1.2900 |
1.2900 |
1.3282 |
|
| S3 |
1.2552 |
1.2775 |
1.3250 |
|
| S4 |
1.2204 |
1.2427 |
1.3155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3373 |
1.3025 |
0.0348 |
2.6% |
0.0120 |
0.9% |
92% |
True |
False |
266,201 |
| 10 |
1.3373 |
1.3005 |
0.0368 |
2.8% |
0.0112 |
0.8% |
93% |
True |
False |
225,312 |
| 20 |
1.3373 |
1.3005 |
0.0368 |
2.8% |
0.0096 |
0.7% |
93% |
True |
False |
192,553 |
| 40 |
1.3373 |
1.2713 |
0.0660 |
4.9% |
0.0088 |
0.7% |
96% |
True |
False |
102,014 |
| 60 |
1.3373 |
1.2680 |
0.0693 |
5.2% |
0.0082 |
0.6% |
96% |
True |
False |
68,080 |
| 80 |
1.3373 |
1.2680 |
0.0693 |
5.2% |
0.0082 |
0.6% |
96% |
True |
False |
51,095 |
| 100 |
1.3373 |
1.2484 |
0.0889 |
6.7% |
0.0077 |
0.6% |
97% |
True |
False |
40,884 |
| 120 |
1.3373 |
1.2090 |
0.1283 |
9.6% |
0.0069 |
0.5% |
98% |
True |
False |
34,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3875 |
|
2.618 |
1.3682 |
|
1.618 |
1.3564 |
|
1.000 |
1.3491 |
|
0.618 |
1.3446 |
|
HIGH |
1.3373 |
|
0.618 |
1.3328 |
|
0.500 |
1.3314 |
|
0.382 |
1.3300 |
|
LOW |
1.3255 |
|
0.618 |
1.3182 |
|
1.000 |
1.3137 |
|
1.618 |
1.3064 |
|
2.618 |
1.2946 |
|
4.250 |
1.2754 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3335 |
1.3300 |
| PP |
1.3325 |
1.3254 |
| S1 |
1.3314 |
1.3209 |
|