CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3329 |
1.3380 |
0.0051 |
0.4% |
1.3328 |
| High |
1.3400 |
1.3485 |
0.0085 |
0.6% |
1.3485 |
| Low |
1.3300 |
1.3370 |
0.0070 |
0.5% |
1.3290 |
| Close |
1.3385 |
1.3475 |
0.0090 |
0.7% |
1.3475 |
| Range |
0.0100 |
0.0115 |
0.0015 |
15.0% |
0.0195 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.4% |
0.0000 |
| Volume |
243 |
116 |
-127 |
-52.3% |
967 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3788 |
1.3747 |
1.3538 |
|
| R3 |
1.3673 |
1.3632 |
1.3507 |
|
| R2 |
1.3558 |
1.3558 |
1.3496 |
|
| R1 |
1.3517 |
1.3517 |
1.3486 |
1.3538 |
| PP |
1.3443 |
1.3443 |
1.3443 |
1.3454 |
| S1 |
1.3402 |
1.3402 |
1.3464 |
1.3423 |
| S2 |
1.3328 |
1.3328 |
1.3454 |
|
| S3 |
1.3213 |
1.3287 |
1.3443 |
|
| S4 |
1.3098 |
1.3172 |
1.3412 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4002 |
1.3933 |
1.3582 |
|
| R3 |
1.3807 |
1.3738 |
1.3529 |
|
| R2 |
1.3612 |
1.3612 |
1.3511 |
|
| R1 |
1.3543 |
1.3543 |
1.3493 |
1.3578 |
| PP |
1.3417 |
1.3417 |
1.3417 |
1.3434 |
| S1 |
1.3348 |
1.3348 |
1.3457 |
1.3383 |
| S2 |
1.3222 |
1.3222 |
1.3439 |
|
| S3 |
1.3027 |
1.3153 |
1.3421 |
|
| S4 |
1.2832 |
1.2958 |
1.3368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3485 |
1.3290 |
0.0195 |
1.4% |
0.0097 |
0.7% |
95% |
True |
False |
319 |
| 10 |
1.3485 |
1.3268 |
0.0217 |
1.6% |
0.0093 |
0.7% |
95% |
True |
False |
311 |
| 20 |
1.3485 |
1.3017 |
0.0468 |
3.5% |
0.0094 |
0.7% |
98% |
True |
False |
216 |
| 40 |
1.3485 |
1.2913 |
0.0572 |
4.2% |
0.0073 |
0.5% |
98% |
True |
False |
137 |
| 60 |
1.3485 |
1.2711 |
0.0774 |
5.7% |
0.0064 |
0.5% |
99% |
True |
False |
98 |
| 80 |
1.3485 |
1.2711 |
0.0774 |
5.7% |
0.0050 |
0.4% |
99% |
True |
False |
74 |
| 100 |
1.3485 |
1.2619 |
0.0866 |
6.4% |
0.0047 |
0.4% |
99% |
True |
False |
62 |
| 120 |
1.3485 |
1.2324 |
0.1161 |
8.6% |
0.0044 |
0.3% |
99% |
True |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3974 |
|
2.618 |
1.3786 |
|
1.618 |
1.3671 |
|
1.000 |
1.3600 |
|
0.618 |
1.3556 |
|
HIGH |
1.3485 |
|
0.618 |
1.3441 |
|
0.500 |
1.3428 |
|
0.382 |
1.3414 |
|
LOW |
1.3370 |
|
0.618 |
1.3299 |
|
1.000 |
1.3255 |
|
1.618 |
1.3184 |
|
2.618 |
1.3069 |
|
4.250 |
1.2881 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3459 |
1.3446 |
| PP |
1.3443 |
1.3417 |
| S1 |
1.3428 |
1.3388 |
|