CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2349 |
1.2324 |
-0.0025 |
-0.2% |
1.2440 |
| High |
1.2349 |
1.2389 |
0.0040 |
0.3% |
1.2483 |
| Low |
1.2349 |
1.2324 |
-0.0025 |
-0.2% |
1.2349 |
| Close |
1.2349 |
1.2389 |
0.0040 |
0.3% |
1.2349 |
| Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0134 |
| ATR |
|
|
|
|
|
| Volume |
3 |
3 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2562 |
1.2541 |
1.2425 |
|
| R3 |
1.2497 |
1.2476 |
1.2407 |
|
| R2 |
1.2432 |
1.2432 |
1.2401 |
|
| R1 |
1.2411 |
1.2411 |
1.2395 |
1.2422 |
| PP |
1.2367 |
1.2367 |
1.2367 |
1.2373 |
| S1 |
1.2346 |
1.2346 |
1.2383 |
1.2357 |
| S2 |
1.2302 |
1.2302 |
1.2377 |
|
| S3 |
1.2237 |
1.2281 |
1.2371 |
|
| S4 |
1.2172 |
1.2216 |
1.2353 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2796 |
1.2706 |
1.2423 |
|
| R3 |
1.2662 |
1.2572 |
1.2386 |
|
| R2 |
1.2528 |
1.2528 |
1.2374 |
|
| R1 |
1.2438 |
1.2438 |
1.2361 |
1.2416 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2383 |
| S1 |
1.2304 |
1.2304 |
1.2337 |
1.2282 |
| S2 |
1.2260 |
1.2260 |
1.2324 |
|
| S3 |
1.2126 |
1.2170 |
1.2312 |
|
| S4 |
1.1992 |
1.2036 |
1.2275 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2665 |
|
2.618 |
1.2559 |
|
1.618 |
1.2494 |
|
1.000 |
1.2454 |
|
0.618 |
1.2429 |
|
HIGH |
1.2389 |
|
0.618 |
1.2364 |
|
0.500 |
1.2357 |
|
0.382 |
1.2349 |
|
LOW |
1.2324 |
|
0.618 |
1.2284 |
|
1.000 |
1.2259 |
|
1.618 |
1.2219 |
|
2.618 |
1.2154 |
|
4.250 |
1.2048 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2378 |
1.2378 |
| PP |
1.2367 |
1.2367 |
| S1 |
1.2357 |
1.2357 |
|