CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3141 |
1.3106 |
-0.0035 |
-0.3% |
1.3257 |
| High |
1.3145 |
1.3110 |
-0.0035 |
-0.3% |
1.3292 |
| Low |
1.3084 |
1.3057 |
-0.0027 |
-0.2% |
1.3017 |
| Close |
1.3102 |
1.3073 |
-0.0029 |
-0.2% |
1.3090 |
| Range |
0.0061 |
0.0053 |
-0.0008 |
-13.1% |
0.0275 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
29 |
161 |
132 |
455.2% |
784 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3209 |
1.3102 |
|
| R3 |
1.3186 |
1.3156 |
1.3088 |
|
| R2 |
1.3133 |
1.3133 |
1.3083 |
|
| R1 |
1.3103 |
1.3103 |
1.3078 |
1.3092 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3074 |
| S1 |
1.3050 |
1.3050 |
1.3068 |
1.3039 |
| S2 |
1.3027 |
1.3027 |
1.3063 |
|
| S3 |
1.2974 |
1.2997 |
1.3058 |
|
| S4 |
1.2921 |
1.2944 |
1.3044 |
|
|
| 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 |
1.3200 |
1.3017 |
0.0183 |
1.4% |
0.0080 |
0.6% |
31% |
False |
False |
156 |
| 10 |
1.3304 |
1.3017 |
0.0287 |
2.2% |
0.0077 |
0.6% |
20% |
False |
False |
114 |
| 20 |
1.3326 |
1.2998 |
0.0328 |
2.5% |
0.0071 |
0.5% |
23% |
False |
False |
107 |
| 40 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0057 |
0.4% |
59% |
False |
False |
63 |
| 60 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0047 |
0.4% |
59% |
False |
False |
45 |
| 80 |
1.3326 |
1.2711 |
0.0615 |
4.7% |
0.0038 |
0.3% |
59% |
False |
False |
35 |
| 100 |
1.3326 |
1.2347 |
0.0979 |
7.5% |
0.0040 |
0.3% |
74% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3335 |
|
2.618 |
1.3249 |
|
1.618 |
1.3196 |
|
1.000 |
1.3163 |
|
0.618 |
1.3143 |
|
HIGH |
1.3110 |
|
0.618 |
1.3090 |
|
0.500 |
1.3084 |
|
0.382 |
1.3077 |
|
LOW |
1.3057 |
|
0.618 |
1.3024 |
|
1.000 |
1.3004 |
|
1.618 |
1.2971 |
|
2.618 |
1.2918 |
|
4.250 |
1.2832 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3084 |
1.3100 |
| PP |
1.3080 |
1.3091 |
| S1 |
1.3077 |
1.3082 |
|