CME Euro FX (E) Future March 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3468 |
1.3451 |
-0.0017 |
-0.1% |
1.3317 |
| High |
1.3482 |
1.3503 |
0.0021 |
0.2% |
1.3485 |
| Low |
1.3429 |
1.3418 |
-0.0011 |
-0.1% |
1.3269 |
| Close |
1.3460 |
1.3491 |
0.0031 |
0.2% |
1.3469 |
| Range |
0.0053 |
0.0085 |
0.0032 |
60.4% |
0.0216 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
214,356 |
275,612 |
61,256 |
28.6% |
1,247,585 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3726 |
1.3693 |
1.3538 |
|
| R3 |
1.3641 |
1.3608 |
1.3514 |
|
| R2 |
1.3556 |
1.3556 |
1.3507 |
|
| R1 |
1.3523 |
1.3523 |
1.3499 |
1.3540 |
| PP |
1.3471 |
1.3471 |
1.3471 |
1.3479 |
| S1 |
1.3438 |
1.3438 |
1.3483 |
1.3455 |
| S2 |
1.3386 |
1.3386 |
1.3475 |
|
| S3 |
1.3301 |
1.3353 |
1.3468 |
|
| S4 |
1.3216 |
1.3268 |
1.3444 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4056 |
1.3978 |
1.3588 |
|
| R3 |
1.3840 |
1.3762 |
1.3528 |
|
| R2 |
1.3624 |
1.3624 |
1.3509 |
|
| R1 |
1.3546 |
1.3546 |
1.3489 |
1.3585 |
| PP |
1.3408 |
1.3408 |
1.3408 |
1.3427 |
| S1 |
1.3330 |
1.3330 |
1.3449 |
1.3369 |
| S2 |
1.3192 |
1.3192 |
1.3429 |
|
| S3 |
1.2976 |
1.3114 |
1.3410 |
|
| S4 |
1.2760 |
1.2898 |
1.3350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3503 |
1.3269 |
0.0234 |
1.7% |
0.0093 |
0.7% |
95% |
True |
False |
267,346 |
| 10 |
1.3503 |
1.3262 |
0.0241 |
1.8% |
0.0101 |
0.7% |
95% |
True |
False |
289,757 |
| 20 |
1.3503 |
1.3005 |
0.0498 |
3.7% |
0.0105 |
0.8% |
98% |
True |
False |
262,185 |
| 40 |
1.3503 |
1.2892 |
0.0611 |
4.5% |
0.0094 |
0.7% |
98% |
True |
False |
179,881 |
| 60 |
1.3503 |
1.2680 |
0.0823 |
6.1% |
0.0088 |
0.6% |
99% |
True |
False |
120,094 |
| 80 |
1.3503 |
1.2680 |
0.0823 |
6.1% |
0.0085 |
0.6% |
99% |
True |
False |
90,107 |
| 100 |
1.3503 |
1.2670 |
0.0833 |
6.2% |
0.0085 |
0.6% |
99% |
True |
False |
72,109 |
| 120 |
1.3503 |
1.2300 |
0.1203 |
8.9% |
0.0075 |
0.6% |
99% |
True |
False |
60,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3864 |
|
2.618 |
1.3726 |
|
1.618 |
1.3641 |
|
1.000 |
1.3588 |
|
0.618 |
1.3556 |
|
HIGH |
1.3503 |
|
0.618 |
1.3471 |
|
0.500 |
1.3461 |
|
0.382 |
1.3450 |
|
LOW |
1.3418 |
|
0.618 |
1.3365 |
|
1.000 |
1.3333 |
|
1.618 |
1.3280 |
|
2.618 |
1.3195 |
|
4.250 |
1.3057 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3481 |
1.3470 |
| PP |
1.3471 |
1.3449 |
| S1 |
1.3461 |
1.3429 |
|