CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3042 |
-0.0158 |
-1.2% |
1.3257 |
| High |
1.3200 |
1.3091 |
-0.0109 |
-0.8% |
1.3292 |
| Low |
1.3068 |
1.3017 |
-0.0051 |
-0.4% |
1.3017 |
| Close |
1.3080 |
1.3090 |
0.0010 |
0.1% |
1.3090 |
| Range |
0.0132 |
0.0074 |
-0.0058 |
-43.9% |
0.0275 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.2% |
0.0000 |
| Volume |
334 |
228 |
-106 |
-31.7% |
784 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3288 |
1.3263 |
1.3131 |
|
| R3 |
1.3214 |
1.3189 |
1.3110 |
|
| R2 |
1.3140 |
1.3140 |
1.3104 |
|
| R1 |
1.3115 |
1.3115 |
1.3097 |
1.3128 |
| PP |
1.3066 |
1.3066 |
1.3066 |
1.3072 |
| S1 |
1.3041 |
1.3041 |
1.3083 |
1.3054 |
| S2 |
1.2992 |
1.2992 |
1.3076 |
|
| S3 |
1.2918 |
1.2967 |
1.3070 |
|
| S4 |
1.2844 |
1.2893 |
1.3049 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3958 |
1.3799 |
1.3241 |
|
| R3 |
1.3683 |
1.3524 |
1.3166 |
|
| R2 |
1.3408 |
1.3408 |
1.3140 |
|
| R1 |
1.3249 |
1.3249 |
1.3115 |
1.3191 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3104 |
| S1 |
1.2974 |
1.2974 |
1.3065 |
1.2916 |
| S2 |
1.2858 |
1.2858 |
1.3040 |
|
| S3 |
1.2583 |
1.2699 |
1.3014 |
|
| S4 |
1.2308 |
1.2424 |
1.2939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3292 |
1.3017 |
0.0275 |
2.1% |
0.0091 |
0.7% |
27% |
False |
True |
173 |
| 10 |
1.3318 |
1.3017 |
0.0301 |
2.3% |
0.0078 |
0.6% |
24% |
False |
True |
146 |
| 20 |
1.3326 |
1.2935 |
0.0391 |
3.0% |
0.0070 |
0.5% |
40% |
False |
False |
100 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0058 |
0.4% |
62% |
False |
False |
61 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0044 |
0.3% |
62% |
False |
False |
41 |
| 80 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0040 |
0.3% |
62% |
False |
False |
34 |
| 100 |
1.3326 |
1.2330 |
0.0996 |
7.6% |
0.0038 |
0.3% |
76% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3406 |
|
2.618 |
1.3285 |
|
1.618 |
1.3211 |
|
1.000 |
1.3165 |
|
0.618 |
1.3137 |
|
HIGH |
1.3091 |
|
0.618 |
1.3063 |
|
0.500 |
1.3054 |
|
0.382 |
1.3045 |
|
LOW |
1.3017 |
|
0.618 |
1.2971 |
|
1.000 |
1.2943 |
|
1.618 |
1.2897 |
|
2.618 |
1.2823 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3078 |
1.3155 |
| PP |
1.3066 |
1.3133 |
| S1 |
1.3054 |
1.3112 |
|