CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3285 |
1.3380 |
0.0095 |
0.7% |
1.3098 |
| High |
1.3379 |
1.3407 |
0.0028 |
0.2% |
1.3379 |
| Low |
1.3268 |
1.3354 |
0.0086 |
0.6% |
1.3055 |
| Close |
1.3355 |
1.3394 |
0.0039 |
0.3% |
1.3355 |
| Range |
0.0111 |
0.0053 |
-0.0058 |
-52.3% |
0.0324 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
325 |
573 |
248 |
76.3% |
638 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3544 |
1.3522 |
1.3423 |
|
| R3 |
1.3491 |
1.3469 |
1.3409 |
|
| R2 |
1.3438 |
1.3438 |
1.3404 |
|
| R1 |
1.3416 |
1.3416 |
1.3399 |
1.3427 |
| PP |
1.3385 |
1.3385 |
1.3385 |
1.3391 |
| S1 |
1.3363 |
1.3363 |
1.3389 |
1.3374 |
| S2 |
1.3332 |
1.3332 |
1.3384 |
|
| S3 |
1.3279 |
1.3310 |
1.3379 |
|
| S4 |
1.3226 |
1.3257 |
1.3365 |
|
|
| 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 |
1.3407 |
1.3057 |
0.0350 |
2.6% |
0.0098 |
0.7% |
96% |
True |
False |
236 |
| 10 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0095 |
0.7% |
97% |
True |
False |
199 |
| 20 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0081 |
0.6% |
97% |
True |
False |
153 |
| 40 |
1.3407 |
1.2737 |
0.0670 |
5.0% |
0.0064 |
0.5% |
98% |
True |
False |
85 |
| 60 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0052 |
0.4% |
98% |
True |
False |
61 |
| 80 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0043 |
0.3% |
98% |
True |
False |
46 |
| 100 |
1.3407 |
1.2554 |
0.0853 |
6.4% |
0.0042 |
0.3% |
98% |
True |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3632 |
|
2.618 |
1.3546 |
|
1.618 |
1.3493 |
|
1.000 |
1.3460 |
|
0.618 |
1.3440 |
|
HIGH |
1.3407 |
|
0.618 |
1.3387 |
|
0.500 |
1.3381 |
|
0.382 |
1.3374 |
|
LOW |
1.3354 |
|
0.618 |
1.3321 |
|
1.000 |
1.3301 |
|
1.618 |
1.3268 |
|
2.618 |
1.3215 |
|
4.250 |
1.3129 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3390 |
1.3342 |
| PP |
1.3385 |
1.3289 |
| S1 |
1.3381 |
1.3237 |
|