CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3326 |
1.3317 |
-0.0009 |
-0.1% |
1.3375 |
| High |
1.3360 |
1.3398 |
0.0038 |
0.3% |
1.3413 |
| Low |
1.3269 |
1.3291 |
0.0022 |
0.2% |
1.3262 |
| Close |
1.3325 |
1.3378 |
0.0053 |
0.4% |
1.3325 |
| Range |
0.0091 |
0.0107 |
0.0016 |
17.6% |
0.0151 |
| ATR |
0.0100 |
0.0100 |
0.0001 |
0.5% |
0.0000 |
| Volume |
234,950 |
286,929 |
51,979 |
22.1% |
1,385,128 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3677 |
1.3634 |
1.3437 |
|
| R3 |
1.3570 |
1.3527 |
1.3407 |
|
| R2 |
1.3463 |
1.3463 |
1.3398 |
|
| R1 |
1.3420 |
1.3420 |
1.3388 |
1.3442 |
| PP |
1.3356 |
1.3356 |
1.3356 |
1.3366 |
| S1 |
1.3313 |
1.3313 |
1.3368 |
1.3335 |
| S2 |
1.3249 |
1.3249 |
1.3358 |
|
| S3 |
1.3142 |
1.3206 |
1.3349 |
|
| S4 |
1.3035 |
1.3099 |
1.3319 |
|
|
| 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 |
1.3269 |
0.0135 |
1.0% |
0.0108 |
0.8% |
81% |
False |
False |
302,330 |
| 10 |
1.3413 |
1.3046 |
0.0367 |
2.7% |
0.0116 |
0.9% |
90% |
False |
False |
296,022 |
| 20 |
1.3413 |
1.3005 |
0.0408 |
3.0% |
0.0104 |
0.8% |
91% |
False |
False |
238,446 |
| 40 |
1.3413 |
1.2892 |
0.0521 |
3.9% |
0.0093 |
0.7% |
93% |
False |
False |
159,601 |
| 60 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0086 |
0.6% |
95% |
False |
False |
106,519 |
| 80 |
1.3413 |
1.2680 |
0.0733 |
5.5% |
0.0083 |
0.6% |
95% |
False |
False |
79,926 |
| 100 |
1.3413 |
1.2588 |
0.0825 |
6.2% |
0.0084 |
0.6% |
96% |
False |
False |
63,961 |
| 120 |
1.3413 |
1.2300 |
0.1113 |
8.3% |
0.0073 |
0.5% |
97% |
False |
False |
53,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3853 |
|
2.618 |
1.3678 |
|
1.618 |
1.3571 |
|
1.000 |
1.3505 |
|
0.618 |
1.3464 |
|
HIGH |
1.3398 |
|
0.618 |
1.3357 |
|
0.500 |
1.3345 |
|
0.382 |
1.3332 |
|
LOW |
1.3291 |
|
0.618 |
1.3225 |
|
1.000 |
1.3184 |
|
1.618 |
1.3118 |
|
2.618 |
1.3011 |
|
4.250 |
1.2836 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3367 |
1.3363 |
| PP |
1.3356 |
1.3348 |
| S1 |
1.3345 |
1.3334 |
|