CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3329 |
1.3388 |
0.0059 |
0.4% |
1.3380 |
| High |
1.3400 |
1.3403 |
0.0003 |
0.0% |
1.3407 |
| Low |
1.3294 |
1.3295 |
0.0001 |
0.0% |
1.3275 |
| Close |
1.3400 |
1.3333 |
-0.0067 |
-0.5% |
1.3333 |
| Range |
0.0106 |
0.0108 |
0.0002 |
1.9% |
0.0132 |
| ATR |
0.0084 |
0.0085 |
0.0002 |
2.1% |
0.0000 |
| Volume |
152 |
629 |
477 |
313.8% |
1,818 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3668 |
1.3608 |
1.3392 |
|
| R3 |
1.3560 |
1.3500 |
1.3363 |
|
| R2 |
1.3452 |
1.3452 |
1.3353 |
|
| R1 |
1.3392 |
1.3392 |
1.3343 |
1.3368 |
| PP |
1.3344 |
1.3344 |
1.3344 |
1.3332 |
| S1 |
1.3284 |
1.3284 |
1.3323 |
1.3260 |
| S2 |
1.3236 |
1.3236 |
1.3313 |
|
| S3 |
1.3128 |
1.3176 |
1.3303 |
|
| S4 |
1.3020 |
1.3068 |
1.3274 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3734 |
1.3666 |
1.3406 |
|
| R3 |
1.3602 |
1.3534 |
1.3369 |
|
| R2 |
1.3470 |
1.3470 |
1.3357 |
|
| R1 |
1.3402 |
1.3402 |
1.3345 |
1.3370 |
| PP |
1.3338 |
1.3338 |
1.3338 |
1.3323 |
| S1 |
1.3270 |
1.3270 |
1.3321 |
1.3238 |
| S2 |
1.3206 |
1.3206 |
1.3309 |
|
| S3 |
1.3074 |
1.3138 |
1.3297 |
|
| S4 |
1.2942 |
1.3006 |
1.3260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3407 |
1.3275 |
0.0132 |
1.0% |
0.0089 |
0.7% |
44% |
False |
False |
363 |
| 10 |
1.3407 |
1.3055 |
0.0352 |
2.6% |
0.0097 |
0.7% |
79% |
False |
False |
245 |
| 20 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0087 |
0.7% |
81% |
False |
False |
196 |
| 40 |
1.3407 |
1.2814 |
0.0593 |
4.4% |
0.0069 |
0.5% |
88% |
False |
False |
113 |
| 60 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0058 |
0.4% |
89% |
False |
False |
82 |
| 80 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0047 |
0.4% |
89% |
False |
False |
62 |
| 100 |
1.3407 |
1.2557 |
0.0850 |
6.4% |
0.0045 |
0.3% |
91% |
False |
False |
53 |
| 120 |
1.3407 |
1.2232 |
0.1175 |
8.8% |
0.0042 |
0.3% |
94% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3862 |
|
2.618 |
1.3686 |
|
1.618 |
1.3578 |
|
1.000 |
1.3511 |
|
0.618 |
1.3470 |
|
HIGH |
1.3403 |
|
0.618 |
1.3362 |
|
0.500 |
1.3349 |
|
0.382 |
1.3336 |
|
LOW |
1.3295 |
|
0.618 |
1.3228 |
|
1.000 |
1.3187 |
|
1.618 |
1.3120 |
|
2.618 |
1.3012 |
|
4.250 |
1.2836 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3349 |
1.3339 |
| PP |
1.3344 |
1.3337 |
| S1 |
1.3338 |
1.3335 |
|