CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3066 |
1.3285 |
0.0219 |
1.7% |
1.3098 |
| High |
1.3279 |
1.3379 |
0.0100 |
0.8% |
1.3379 |
| Low |
1.3066 |
1.3268 |
0.0202 |
1.5% |
1.3055 |
| Close |
1.3268 |
1.3355 |
0.0087 |
0.7% |
1.3355 |
| Range |
0.0213 |
0.0111 |
-0.0102 |
-47.9% |
0.0324 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.7% |
0.0000 |
| Volume |
94 |
325 |
231 |
245.7% |
638 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3667 |
1.3622 |
1.3416 |
|
| R3 |
1.3556 |
1.3511 |
1.3386 |
|
| R2 |
1.3445 |
1.3445 |
1.3375 |
|
| R1 |
1.3400 |
1.3400 |
1.3365 |
1.3423 |
| PP |
1.3334 |
1.3334 |
1.3334 |
1.3345 |
| S1 |
1.3289 |
1.3289 |
1.3345 |
1.3312 |
| S2 |
1.3223 |
1.3223 |
1.3335 |
|
| S3 |
1.3112 |
1.3178 |
1.3324 |
|
| S4 |
1.3001 |
1.3067 |
1.3294 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4235 |
1.4119 |
1.3533 |
|
| R3 |
1.3911 |
1.3795 |
1.3444 |
|
| R2 |
1.3587 |
1.3587 |
1.3414 |
|
| R1 |
1.3471 |
1.3471 |
1.3385 |
1.3529 |
| PP |
1.3263 |
1.3263 |
1.3263 |
1.3292 |
| S1 |
1.3147 |
1.3147 |
1.3325 |
1.3205 |
| S2 |
1.2939 |
1.2939 |
1.3296 |
|
| S3 |
1.2615 |
1.2823 |
1.3266 |
|
| S4 |
1.2291 |
1.2499 |
1.3177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3379 |
1.3055 |
0.0324 |
2.4% |
0.0104 |
0.8% |
93% |
True |
False |
127 |
| 10 |
1.3379 |
1.3017 |
0.0362 |
2.7% |
0.0097 |
0.7% |
93% |
True |
False |
150 |
| 20 |
1.3379 |
1.3017 |
0.0362 |
2.7% |
0.0081 |
0.6% |
93% |
True |
False |
126 |
| 40 |
1.3379 |
1.2737 |
0.0642 |
4.8% |
0.0064 |
0.5% |
96% |
True |
False |
72 |
| 60 |
1.3379 |
1.2711 |
0.0668 |
5.0% |
0.0052 |
0.4% |
96% |
True |
False |
52 |
| 80 |
1.3379 |
1.2711 |
0.0668 |
5.0% |
0.0042 |
0.3% |
96% |
True |
False |
39 |
| 100 |
1.3379 |
1.2460 |
0.0919 |
6.9% |
0.0043 |
0.3% |
97% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3851 |
|
2.618 |
1.3670 |
|
1.618 |
1.3559 |
|
1.000 |
1.3490 |
|
0.618 |
1.3448 |
|
HIGH |
1.3379 |
|
0.618 |
1.3337 |
|
0.500 |
1.3324 |
|
0.382 |
1.3310 |
|
LOW |
1.3268 |
|
0.618 |
1.3199 |
|
1.000 |
1.3157 |
|
1.618 |
1.3088 |
|
2.618 |
1.2977 |
|
4.250 |
1.2796 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3345 |
1.3309 |
| PP |
1.3334 |
1.3264 |
| S1 |
1.3324 |
1.3218 |
|