CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3462 |
1.3461 |
-0.0001 |
0.0% |
1.3328 |
| High |
1.3486 |
1.3505 |
0.0019 |
0.1% |
1.3485 |
| Low |
1.3438 |
1.3430 |
-0.0008 |
-0.1% |
1.3290 |
| Close |
1.3466 |
1.3497 |
0.0031 |
0.2% |
1.3475 |
| Range |
0.0048 |
0.0075 |
0.0027 |
56.3% |
0.0195 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
413 |
418 |
5 |
1.2% |
967 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3675 |
1.3538 |
|
| R3 |
1.3627 |
1.3600 |
1.3518 |
|
| R2 |
1.3552 |
1.3552 |
1.3511 |
|
| R1 |
1.3525 |
1.3525 |
1.3504 |
1.3539 |
| PP |
1.3477 |
1.3477 |
1.3477 |
1.3484 |
| S1 |
1.3450 |
1.3450 |
1.3490 |
1.3464 |
| S2 |
1.3402 |
1.3402 |
1.3483 |
|
| S3 |
1.3327 |
1.3375 |
1.3476 |
|
| S4 |
1.3252 |
1.3300 |
1.3456 |
|
|
| 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 |
1.3505 |
1.3290 |
0.0215 |
1.6% |
0.0082 |
0.6% |
96% |
True |
False |
281 |
| 10 |
1.3505 |
1.3275 |
0.0230 |
1.7% |
0.0089 |
0.7% |
97% |
True |
False |
304 |
| 20 |
1.3505 |
1.3017 |
0.0488 |
3.6% |
0.0092 |
0.7% |
98% |
True |
False |
251 |
| 40 |
1.3505 |
1.2935 |
0.0570 |
4.2% |
0.0075 |
0.6% |
99% |
True |
False |
157 |
| 60 |
1.3505 |
1.2711 |
0.0794 |
5.9% |
0.0065 |
0.5% |
99% |
True |
False |
111 |
| 80 |
1.3505 |
1.2711 |
0.0794 |
5.9% |
0.0052 |
0.4% |
99% |
True |
False |
84 |
| 100 |
1.3505 |
1.2692 |
0.0813 |
6.0% |
0.0048 |
0.4% |
99% |
True |
False |
70 |
| 120 |
1.3505 |
1.2324 |
0.1181 |
8.8% |
0.0045 |
0.3% |
99% |
True |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3824 |
|
2.618 |
1.3701 |
|
1.618 |
1.3626 |
|
1.000 |
1.3580 |
|
0.618 |
1.3551 |
|
HIGH |
1.3505 |
|
0.618 |
1.3476 |
|
0.500 |
1.3468 |
|
0.382 |
1.3459 |
|
LOW |
1.3430 |
|
0.618 |
1.3384 |
|
1.000 |
1.3355 |
|
1.618 |
1.3309 |
|
2.618 |
1.3234 |
|
4.250 |
1.3111 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3487 |
1.3477 |
| PP |
1.3477 |
1.3457 |
| S1 |
1.3468 |
1.3438 |
|