CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3388 |
1.3328 |
-0.0060 |
-0.4% |
1.3380 |
| High |
1.3403 |
1.3382 |
-0.0021 |
-0.2% |
1.3407 |
| Low |
1.3295 |
1.3293 |
-0.0002 |
0.0% |
1.3275 |
| Close |
1.3333 |
1.3332 |
-0.0001 |
0.0% |
1.3333 |
| Range |
0.0108 |
0.0089 |
-0.0019 |
-17.6% |
0.0132 |
| ATR |
0.0085 |
0.0086 |
0.0000 |
0.3% |
0.0000 |
| Volume |
629 |
389 |
-240 |
-38.2% |
1,818 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3603 |
1.3556 |
1.3381 |
|
| R3 |
1.3514 |
1.3467 |
1.3356 |
|
| R2 |
1.3425 |
1.3425 |
1.3348 |
|
| R1 |
1.3378 |
1.3378 |
1.3340 |
1.3402 |
| PP |
1.3336 |
1.3336 |
1.3336 |
1.3347 |
| S1 |
1.3289 |
1.3289 |
1.3324 |
1.3313 |
| S2 |
1.3247 |
1.3247 |
1.3316 |
|
| S3 |
1.3158 |
1.3200 |
1.3308 |
|
| S4 |
1.3069 |
1.3111 |
1.3283 |
|
|
| 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% |
0.0097 |
0.7% |
43% |
False |
False |
326 |
| 10 |
1.3407 |
1.3057 |
0.0350 |
2.6% |
0.0097 |
0.7% |
79% |
False |
False |
281 |
| 20 |
1.3407 |
1.3017 |
0.0390 |
2.9% |
0.0087 |
0.7% |
81% |
False |
False |
197 |
| 40 |
1.3407 |
1.2865 |
0.0542 |
4.1% |
0.0070 |
0.5% |
86% |
False |
False |
123 |
| 60 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0059 |
0.4% |
89% |
False |
False |
88 |
| 80 |
1.3407 |
1.2711 |
0.0696 |
5.2% |
0.0049 |
0.4% |
89% |
False |
False |
67 |
| 100 |
1.3407 |
1.2557 |
0.0850 |
6.4% |
0.0046 |
0.3% |
91% |
False |
False |
56 |
| 120 |
1.3407 |
1.2232 |
0.1175 |
8.8% |
0.0042 |
0.3% |
94% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3760 |
|
2.618 |
1.3615 |
|
1.618 |
1.3526 |
|
1.000 |
1.3471 |
|
0.618 |
1.3437 |
|
HIGH |
1.3382 |
|
0.618 |
1.3348 |
|
0.500 |
1.3338 |
|
0.382 |
1.3327 |
|
LOW |
1.3293 |
|
0.618 |
1.3238 |
|
1.000 |
1.3204 |
|
1.618 |
1.3149 |
|
2.618 |
1.3060 |
|
4.250 |
1.2915 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3338 |
1.3348 |
| PP |
1.3336 |
1.3343 |
| S1 |
1.3334 |
1.3337 |
|