CME Euro FX (E) Future September 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 |
1.3436 |
1.3470 |
0.0034 |
0.3% |
1.3356 |
High |
1.3480 |
1.3470 |
-0.0010 |
-0.1% |
1.3480 |
Low |
1.3436 |
1.3470 |
0.0034 |
0.3% |
1.3323 |
Close |
1.3478 |
1.3470 |
-0.0008 |
-0.1% |
1.3478 |
Range |
0.0044 |
0.0000 |
-0.0044 |
-100.0% |
0.0157 |
ATR |
0.0057 |
0.0054 |
-0.0004 |
-6.1% |
0.0000 |
Volume |
2 |
7 |
5 |
250.0% |
27 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3470 |
1.3470 |
1.3470 |
|
R3 |
1.3470 |
1.3470 |
1.3470 |
|
R2 |
1.3470 |
1.3470 |
1.3470 |
|
R1 |
1.3470 |
1.3470 |
1.3470 |
1.3470 |
PP |
1.3470 |
1.3470 |
1.3470 |
1.3470 |
S1 |
1.3470 |
1.3470 |
1.3470 |
1.3470 |
S2 |
1.3470 |
1.3470 |
1.3470 |
|
S3 |
1.3470 |
1.3470 |
1.3470 |
|
S4 |
1.3470 |
1.3470 |
1.3470 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3898 |
1.3845 |
1.3564 |
|
R3 |
1.3741 |
1.3688 |
1.3521 |
|
R2 |
1.3584 |
1.3584 |
1.3507 |
|
R1 |
1.3531 |
1.3531 |
1.3492 |
1.3558 |
PP |
1.3427 |
1.3427 |
1.3427 |
1.3440 |
S1 |
1.3374 |
1.3374 |
1.3464 |
1.3401 |
S2 |
1.3270 |
1.3270 |
1.3449 |
|
S3 |
1.3113 |
1.3217 |
1.3435 |
|
S4 |
1.2956 |
1.3060 |
1.3392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3480 |
1.3323 |
0.0157 |
1.2% |
0.0030 |
0.2% |
94% |
False |
False |
6 |
10 |
1.3480 |
1.3305 |
0.0175 |
1.3% |
0.0026 |
0.2% |
94% |
False |
False |
12 |
20 |
1.3480 |
1.3030 |
0.0450 |
3.3% |
0.0022 |
0.2% |
98% |
False |
False |
7 |
40 |
1.3480 |
1.2939 |
0.0541 |
4.0% |
0.0025 |
0.2% |
98% |
False |
False |
5 |
60 |
1.3480 |
1.2751 |
0.0729 |
5.4% |
0.0022 |
0.2% |
99% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3470 |
2.618 |
1.3470 |
1.618 |
1.3470 |
1.000 |
1.3470 |
0.618 |
1.3470 |
HIGH |
1.3470 |
0.618 |
1.3470 |
0.500 |
1.3470 |
0.382 |
1.3470 |
LOW |
1.3470 |
0.618 |
1.3470 |
1.000 |
1.3470 |
1.618 |
1.3470 |
2.618 |
1.3470 |
4.250 |
1.3470 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3470 |
1.3449 |
PP |
1.3470 |
1.3428 |
S1 |
1.3470 |
1.3407 |
|