CME Euro FX (E) Future September 2013
Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.3410 |
1.3356 |
-0.0054 |
-0.4% |
1.3400 |
High |
1.3410 |
1.3356 |
-0.0054 |
-0.4% |
1.3410 |
Low |
1.3341 |
1.3323 |
-0.0018 |
-0.1% |
1.3305 |
Close |
1.3341 |
1.3340 |
-0.0001 |
0.0% |
1.3341 |
Range |
0.0069 |
0.0033 |
-0.0036 |
-52.2% |
0.0105 |
ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
1 |
21 |
20 |
2,000.0% |
89 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3439 |
1.3422 |
1.3358 |
|
R3 |
1.3406 |
1.3389 |
1.3349 |
|
R2 |
1.3373 |
1.3373 |
1.3346 |
|
R1 |
1.3356 |
1.3356 |
1.3343 |
1.3348 |
PP |
1.3340 |
1.3340 |
1.3340 |
1.3336 |
S1 |
1.3323 |
1.3323 |
1.3337 |
1.3315 |
S2 |
1.3307 |
1.3307 |
1.3334 |
|
S3 |
1.3274 |
1.3290 |
1.3331 |
|
S4 |
1.3241 |
1.3257 |
1.3322 |
|
|
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 |
1.3496 |
2.618 |
1.3442 |
1.618 |
1.3409 |
1.000 |
1.3389 |
0.618 |
1.3376 |
HIGH |
1.3356 |
0.618 |
1.3343 |
0.500 |
1.3340 |
0.382 |
1.3336 |
LOW |
1.3323 |
0.618 |
1.3303 |
1.000 |
1.3290 |
1.618 |
1.3270 |
2.618 |
1.3237 |
4.250 |
1.3183 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3340 |
1.3367 |
PP |
1.3340 |
1.3358 |
S1 |
1.3340 |
1.3349 |
|