CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3380 |
1.3462 |
0.0082 |
0.6% |
1.3328 |
| High |
1.3485 |
1.3486 |
0.0001 |
0.0% |
1.3485 |
| Low |
1.3370 |
1.3438 |
0.0068 |
0.5% |
1.3290 |
| Close |
1.3475 |
1.3466 |
-0.0009 |
-0.1% |
1.3475 |
| Range |
0.0115 |
0.0048 |
-0.0067 |
-58.3% |
0.0195 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
116 |
413 |
297 |
256.0% |
967 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3607 |
1.3585 |
1.3492 |
|
| R3 |
1.3559 |
1.3537 |
1.3479 |
|
| R2 |
1.3511 |
1.3511 |
1.3475 |
|
| R1 |
1.3489 |
1.3489 |
1.3470 |
1.3500 |
| PP |
1.3463 |
1.3463 |
1.3463 |
1.3469 |
| S1 |
1.3441 |
1.3441 |
1.3462 |
1.3452 |
| S2 |
1.3415 |
1.3415 |
1.3457 |
|
| S3 |
1.3367 |
1.3393 |
1.3453 |
|
| S4 |
1.3319 |
1.3345 |
1.3440 |
|
|
| 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 |
1.3486 |
1.3290 |
0.0196 |
1.5% |
0.0085 |
0.6% |
90% |
True |
False |
276 |
| 10 |
1.3486 |
1.3275 |
0.0211 |
1.6% |
0.0087 |
0.6% |
91% |
True |
False |
319 |
| 20 |
1.3486 |
1.3017 |
0.0469 |
3.5% |
0.0092 |
0.7% |
96% |
True |
False |
235 |
| 40 |
1.3486 |
1.2935 |
0.0551 |
4.1% |
0.0073 |
0.5% |
96% |
True |
False |
147 |
| 60 |
1.3486 |
1.2711 |
0.0775 |
5.8% |
0.0064 |
0.5% |
97% |
True |
False |
105 |
| 80 |
1.3486 |
1.2711 |
0.0775 |
5.8% |
0.0051 |
0.4% |
97% |
True |
False |
79 |
| 100 |
1.3486 |
1.2646 |
0.0840 |
6.2% |
0.0047 |
0.4% |
98% |
True |
False |
66 |
| 120 |
1.3486 |
1.2324 |
0.1162 |
8.6% |
0.0044 |
0.3% |
98% |
True |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3690 |
|
2.618 |
1.3612 |
|
1.618 |
1.3564 |
|
1.000 |
1.3534 |
|
0.618 |
1.3516 |
|
HIGH |
1.3486 |
|
0.618 |
1.3468 |
|
0.500 |
1.3462 |
|
0.382 |
1.3456 |
|
LOW |
1.3438 |
|
0.618 |
1.3408 |
|
1.000 |
1.3390 |
|
1.618 |
1.3360 |
|
2.618 |
1.3312 |
|
4.250 |
1.3234 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3465 |
1.3442 |
| PP |
1.3463 |
1.3417 |
| S1 |
1.3462 |
1.3393 |
|