CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3042 |
1.3098 |
0.0056 |
0.4% |
1.3257 |
| High |
1.3091 |
1.3136 |
0.0045 |
0.3% |
1.3292 |
| Low |
1.3017 |
1.3055 |
0.0038 |
0.3% |
1.3017 |
| Close |
1.3090 |
1.3130 |
0.0040 |
0.3% |
1.3090 |
| Range |
0.0074 |
0.0081 |
0.0007 |
9.5% |
0.0275 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
0.9% |
0.0000 |
| Volume |
228 |
29 |
-199 |
-87.3% |
784 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3350 |
1.3321 |
1.3175 |
|
| R3 |
1.3269 |
1.3240 |
1.3152 |
|
| R2 |
1.3188 |
1.3188 |
1.3145 |
|
| R1 |
1.3159 |
1.3159 |
1.3137 |
1.3174 |
| PP |
1.3107 |
1.3107 |
1.3107 |
1.3114 |
| S1 |
1.3078 |
1.3078 |
1.3123 |
1.3093 |
| S2 |
1.3026 |
1.3026 |
1.3115 |
|
| S3 |
1.2945 |
1.2997 |
1.3108 |
|
| S4 |
1.2864 |
1.2916 |
1.3085 |
|
|
| 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% |
0.0092 |
0.7% |
41% |
False |
False |
162 |
| 10 |
1.3304 |
1.3017 |
0.0287 |
2.2% |
0.0077 |
0.6% |
39% |
False |
False |
113 |
| 20 |
1.3326 |
1.2935 |
0.0391 |
3.0% |
0.0069 |
0.5% |
50% |
False |
False |
100 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0057 |
0.4% |
68% |
False |
False |
61 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0045 |
0.3% |
68% |
False |
False |
42 |
| 80 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0040 |
0.3% |
68% |
False |
False |
34 |
| 100 |
1.3326 |
1.2330 |
0.0996 |
7.6% |
0.0039 |
0.3% |
80% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3480 |
|
2.618 |
1.3348 |
|
1.618 |
1.3267 |
|
1.000 |
1.3217 |
|
0.618 |
1.3186 |
|
HIGH |
1.3136 |
|
0.618 |
1.3105 |
|
0.500 |
1.3096 |
|
0.382 |
1.3086 |
|
LOW |
1.3055 |
|
0.618 |
1.3005 |
|
1.000 |
1.2974 |
|
1.618 |
1.2924 |
|
2.618 |
1.2843 |
|
4.250 |
1.2711 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3119 |
1.3123 |
| PP |
1.3107 |
1.3116 |
| S1 |
1.3096 |
1.3109 |
|