CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3381 |
1.3317 |
-0.0064 |
-0.5% |
1.3375 |
| High |
1.3404 |
1.3377 |
-0.0027 |
-0.2% |
1.3413 |
| Low |
1.3286 |
1.3272 |
-0.0014 |
-0.1% |
1.3262 |
| Close |
1.3325 |
1.3324 |
-0.0001 |
0.0% |
1.3325 |
| Range |
0.0118 |
0.0105 |
-0.0013 |
-11.0% |
0.0151 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.4% |
0.0000 |
| Volume |
297,890 |
400,822 |
102,932 |
34.6% |
1,385,128 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3639 |
1.3587 |
1.3382 |
|
| R3 |
1.3534 |
1.3482 |
1.3353 |
|
| R2 |
1.3429 |
1.3429 |
1.3343 |
|
| R1 |
1.3377 |
1.3377 |
1.3334 |
1.3403 |
| PP |
1.3324 |
1.3324 |
1.3324 |
1.3338 |
| S1 |
1.3272 |
1.3272 |
1.3314 |
1.3298 |
| S2 |
1.3219 |
1.3219 |
1.3305 |
|
| S3 |
1.3114 |
1.3167 |
1.3295 |
|
| S4 |
1.3009 |
1.3062 |
1.3266 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3786 |
1.3707 |
1.3408 |
|
| R3 |
1.3635 |
1.3556 |
1.3367 |
|
| R2 |
1.3484 |
1.3484 |
1.3353 |
|
| R1 |
1.3405 |
1.3405 |
1.3339 |
1.3369 |
| PP |
1.3333 |
1.3333 |
1.3333 |
1.3316 |
| S1 |
1.3254 |
1.3254 |
1.3311 |
1.3218 |
| S2 |
1.3182 |
1.3182 |
1.3297 |
|
| S3 |
1.3031 |
1.3103 |
1.3283 |
|
| S4 |
1.2880 |
1.2952 |
1.3242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3404 |
1.3262 |
0.0142 |
1.1% |
0.0108 |
0.8% |
44% |
False |
False |
312,169 |
| 10 |
1.3413 |
1.3044 |
0.0369 |
2.8% |
0.0111 |
0.8% |
76% |
False |
False |
288,767 |
| 20 |
1.3413 |
1.3005 |
0.0408 |
3.1% |
0.0102 |
0.8% |
78% |
False |
False |
225,427 |
| 40 |
1.3413 |
1.2850 |
0.0563 |
4.2% |
0.0093 |
0.7% |
84% |
False |
False |
146,601 |
| 60 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0085 |
0.6% |
88% |
False |
False |
97,827 |
| 80 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0084 |
0.6% |
88% |
False |
False |
73,409 |
| 100 |
1.3413 |
1.2541 |
0.0872 |
6.5% |
0.0082 |
0.6% |
90% |
False |
False |
58,743 |
| 120 |
1.3413 |
1.2204 |
0.1209 |
9.1% |
0.0072 |
0.5% |
93% |
False |
False |
48,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3823 |
|
2.618 |
1.3652 |
|
1.618 |
1.3547 |
|
1.000 |
1.3482 |
|
0.618 |
1.3442 |
|
HIGH |
1.3377 |
|
0.618 |
1.3337 |
|
0.500 |
1.3325 |
|
0.382 |
1.3312 |
|
LOW |
1.3272 |
|
0.618 |
1.3207 |
|
1.000 |
1.3167 |
|
1.618 |
1.3102 |
|
2.618 |
1.2997 |
|
4.250 |
1.2826 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3325 |
1.3338 |
| PP |
1.3324 |
1.3333 |
| S1 |
1.3324 |
1.3329 |
|