CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3257 |
1.3266 |
0.0009 |
0.1% |
1.3200 |
| High |
1.3257 |
1.3292 |
0.0035 |
0.3% |
1.3304 |
| Low |
1.3199 |
1.3176 |
-0.0023 |
-0.2% |
1.3188 |
| Close |
1.3220 |
1.3195 |
-0.0025 |
-0.2% |
1.3243 |
| Range |
0.0058 |
0.0116 |
0.0058 |
100.0% |
0.0116 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
5.8% |
0.0000 |
| Volume |
103 |
119 |
16 |
15.5% |
221 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3569 |
1.3498 |
1.3259 |
|
| R3 |
1.3453 |
1.3382 |
1.3227 |
|
| R2 |
1.3337 |
1.3337 |
1.3216 |
|
| R1 |
1.3266 |
1.3266 |
1.3206 |
1.3244 |
| PP |
1.3221 |
1.3221 |
1.3221 |
1.3210 |
| S1 |
1.3150 |
1.3150 |
1.3184 |
1.3128 |
| S2 |
1.3105 |
1.3105 |
1.3174 |
|
| S3 |
1.2989 |
1.3034 |
1.3163 |
|
| S4 |
1.2873 |
1.2918 |
1.3131 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3534 |
1.3307 |
|
| R3 |
1.3477 |
1.3418 |
1.3275 |
|
| R2 |
1.3361 |
1.3361 |
1.3264 |
|
| R1 |
1.3302 |
1.3302 |
1.3254 |
1.3332 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3260 |
| S1 |
1.3186 |
1.3186 |
1.3232 |
1.3216 |
| S2 |
1.3129 |
1.3129 |
1.3222 |
|
| S3 |
1.3013 |
1.3070 |
1.3211 |
|
| S4 |
1.2897 |
1.2954 |
1.3179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3304 |
1.3176 |
0.0128 |
1.0% |
0.0073 |
0.6% |
15% |
False |
True |
72 |
| 10 |
1.3326 |
1.3176 |
0.0150 |
1.1% |
0.0072 |
0.5% |
13% |
False |
True |
104 |
| 20 |
1.3326 |
1.2935 |
0.0391 |
3.0% |
0.0064 |
0.5% |
66% |
False |
False |
74 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0053 |
0.4% |
79% |
False |
False |
47 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0041 |
0.3% |
79% |
False |
False |
32 |
| 80 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0038 |
0.3% |
79% |
False |
False |
28 |
| 100 |
1.3326 |
1.2324 |
0.1002 |
7.6% |
0.0037 |
0.3% |
87% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3785 |
|
2.618 |
1.3596 |
|
1.618 |
1.3480 |
|
1.000 |
1.3408 |
|
0.618 |
1.3364 |
|
HIGH |
1.3292 |
|
0.618 |
1.3248 |
|
0.500 |
1.3234 |
|
0.382 |
1.3220 |
|
LOW |
1.3176 |
|
0.618 |
1.3104 |
|
1.000 |
1.3060 |
|
1.618 |
1.2988 |
|
2.618 |
1.2872 |
|
4.250 |
1.2683 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3234 |
1.3234 |
| PP |
1.3221 |
1.3221 |
| S1 |
1.3208 |
1.3208 |
|