CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3400 |
1.3410 |
0.0010 |
0.1% |
1.3400 |
| High |
1.3407 |
1.3410 |
0.0003 |
0.0% |
1.3410 |
| Low |
1.3400 |
1.3341 |
-0.0059 |
-0.4% |
1.3305 |
| Close |
1.3407 |
1.3341 |
-0.0066 |
-0.5% |
1.3341 |
| Range |
0.0007 |
0.0069 |
0.0062 |
885.7% |
0.0105 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
1.3% |
0.0000 |
| Volume |
41 |
1 |
-40 |
-97.6% |
89 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3571 |
1.3525 |
1.3379 |
|
| R3 |
1.3502 |
1.3456 |
1.3360 |
|
| R2 |
1.3433 |
1.3433 |
1.3354 |
|
| R1 |
1.3387 |
1.3387 |
1.3347 |
1.3376 |
| PP |
1.3364 |
1.3364 |
1.3364 |
1.3358 |
| S1 |
1.3318 |
1.3318 |
1.3335 |
1.3307 |
| S2 |
1.3295 |
1.3295 |
1.3328 |
|
| S3 |
1.3226 |
1.3249 |
1.3322 |
|
| S4 |
1.3157 |
1.3180 |
1.3303 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3667 |
1.3609 |
1.3399 |
|
| R3 |
1.3562 |
1.3504 |
1.3370 |
|
| R2 |
1.3457 |
1.3457 |
1.3360 |
|
| R1 |
1.3399 |
1.3399 |
1.3351 |
1.3376 |
| PP |
1.3352 |
1.3352 |
1.3352 |
1.3340 |
| S1 |
1.3294 |
1.3294 |
1.3331 |
1.3271 |
| S2 |
1.3247 |
1.3247 |
1.3322 |
|
| S3 |
1.3142 |
1.3189 |
1.3312 |
|
| S4 |
1.3037 |
1.3084 |
1.3283 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3703 |
|
2.618 |
1.3591 |
|
1.618 |
1.3522 |
|
1.000 |
1.3479 |
|
0.618 |
1.3453 |
|
HIGH |
1.3410 |
|
0.618 |
1.3384 |
|
0.500 |
1.3376 |
|
0.382 |
1.3367 |
|
LOW |
1.3341 |
|
0.618 |
1.3298 |
|
1.000 |
1.3272 |
|
1.618 |
1.3229 |
|
2.618 |
1.3160 |
|
4.250 |
1.3048 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3376 |
1.3362 |
| PP |
1.3364 |
1.3355 |
| S1 |
1.3353 |
1.3348 |
|