CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3375 |
1.3382 |
0.0007 |
0.1% |
1.3085 |
| High |
1.3413 |
1.3401 |
-0.0012 |
-0.1% |
1.3373 |
| Low |
1.3342 |
1.3270 |
-0.0072 |
-0.5% |
1.3025 |
| Close |
1.3385 |
1.3304 |
-0.0081 |
-0.6% |
1.3346 |
| Range |
0.0071 |
0.0131 |
0.0060 |
84.5% |
0.0348 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.5% |
0.0000 |
| Volume |
225,105 |
305,268 |
80,163 |
35.6% |
1,331,005 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3718 |
1.3642 |
1.3376 |
|
| R3 |
1.3587 |
1.3511 |
1.3340 |
|
| R2 |
1.3456 |
1.3456 |
1.3328 |
|
| R1 |
1.3380 |
1.3380 |
1.3316 |
1.3353 |
| PP |
1.3325 |
1.3325 |
1.3325 |
1.3311 |
| S1 |
1.3249 |
1.3249 |
1.3292 |
1.3222 |
| S2 |
1.3194 |
1.3194 |
1.3280 |
|
| S3 |
1.3063 |
1.3118 |
1.3268 |
|
| S4 |
1.2932 |
1.2987 |
1.3232 |
|
|
| 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 |
1.3413 |
1.3044 |
0.0369 |
2.8% |
0.0123 |
0.9% |
70% |
False |
False |
280,811 |
| 10 |
1.3413 |
1.3005 |
0.0408 |
3.1% |
0.0117 |
0.9% |
73% |
False |
False |
254,835 |
| 20 |
1.3413 |
1.3005 |
0.0408 |
3.1% |
0.0097 |
0.7% |
73% |
False |
False |
201,408 |
| 40 |
1.3413 |
1.2713 |
0.0700 |
5.3% |
0.0090 |
0.7% |
84% |
False |
False |
115,256 |
| 60 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0083 |
0.6% |
85% |
False |
False |
76,909 |
| 80 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0082 |
0.6% |
85% |
False |
False |
57,722 |
| 100 |
1.3413 |
1.2537 |
0.0876 |
6.6% |
0.0078 |
0.6% |
88% |
False |
False |
46,188 |
| 120 |
1.3413 |
1.2204 |
0.1209 |
9.1% |
0.0070 |
0.5% |
91% |
False |
False |
38,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3958 |
|
2.618 |
1.3744 |
|
1.618 |
1.3613 |
|
1.000 |
1.3532 |
|
0.618 |
1.3482 |
|
HIGH |
1.3401 |
|
0.618 |
1.3351 |
|
0.500 |
1.3336 |
|
0.382 |
1.3320 |
|
LOW |
1.3270 |
|
0.618 |
1.3189 |
|
1.000 |
1.3139 |
|
1.618 |
1.3058 |
|
2.618 |
1.2927 |
|
4.250 |
1.2713 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3336 |
1.3334 |
| PP |
1.3325 |
1.3324 |
| S1 |
1.3315 |
1.3314 |
|