CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3400 |
1.3340 |
-0.0060 |
-0.4% |
1.3115 |
| High |
1.3402 |
1.3340 |
-0.0062 |
-0.5% |
1.3367 |
| Low |
1.3400 |
1.3305 |
-0.0095 |
-0.7% |
1.3085 |
| Close |
1.3402 |
1.3321 |
-0.0081 |
-0.6% |
1.3363 |
| Range |
0.0002 |
0.0035 |
0.0033 |
1,650.0% |
0.0282 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.1% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
18 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3427 |
1.3409 |
1.3340 |
|
| R3 |
1.3392 |
1.3374 |
1.3331 |
|
| R2 |
1.3357 |
1.3357 |
1.3327 |
|
| R1 |
1.3339 |
1.3339 |
1.3324 |
1.3331 |
| PP |
1.3322 |
1.3322 |
1.3322 |
1.3318 |
| S1 |
1.3304 |
1.3304 |
1.3318 |
1.3296 |
| S2 |
1.3287 |
1.3287 |
1.3315 |
|
| S3 |
1.3252 |
1.3269 |
1.3311 |
|
| S4 |
1.3217 |
1.3234 |
1.3302 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4118 |
1.4022 |
1.3518 |
|
| R3 |
1.3836 |
1.3740 |
1.3441 |
|
| R2 |
1.3554 |
1.3554 |
1.3415 |
|
| R1 |
1.3458 |
1.3458 |
1.3389 |
1.3506 |
| PP |
1.3272 |
1.3272 |
1.3272 |
1.3296 |
| S1 |
1.3176 |
1.3176 |
1.3337 |
1.3224 |
| S2 |
1.2990 |
1.2990 |
1.3311 |
|
| S3 |
1.2708 |
1.2894 |
1.3285 |
|
| S4 |
1.2426 |
1.2612 |
1.3208 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3489 |
|
2.618 |
1.3432 |
|
1.618 |
1.3397 |
|
1.000 |
1.3375 |
|
0.618 |
1.3362 |
|
HIGH |
1.3340 |
|
0.618 |
1.3327 |
|
0.500 |
1.3323 |
|
0.382 |
1.3318 |
|
LOW |
1.3305 |
|
0.618 |
1.3283 |
|
1.000 |
1.3270 |
|
1.618 |
1.3248 |
|
2.618 |
1.3213 |
|
4.250 |
1.3156 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3323 |
1.3354 |
| PP |
1.3322 |
1.3343 |
| S1 |
1.3322 |
1.3332 |
|