CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2663 |
1.2656 |
-0.0007 |
-0.1% |
1.2558 |
| High |
1.2670 |
1.2656 |
-0.0014 |
-0.1% |
1.2683 |
| Low |
1.2619 |
1.2646 |
0.0027 |
0.2% |
1.2554 |
| Close |
1.2619 |
1.2646 |
0.0027 |
0.2% |
1.2627 |
| Range |
0.0051 |
0.0010 |
-0.0041 |
-80.4% |
0.0129 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
23 |
7 |
-16 |
-69.6% |
8 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2679 |
1.2673 |
1.2652 |
|
| R3 |
1.2669 |
1.2663 |
1.2649 |
|
| R2 |
1.2659 |
1.2659 |
1.2648 |
|
| R1 |
1.2653 |
1.2653 |
1.2647 |
1.2651 |
| PP |
1.2649 |
1.2649 |
1.2649 |
1.2649 |
| S1 |
1.2643 |
1.2643 |
1.2645 |
1.2641 |
| S2 |
1.2639 |
1.2639 |
1.2644 |
|
| S3 |
1.2629 |
1.2633 |
1.2643 |
|
| S4 |
1.2619 |
1.2623 |
1.2641 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3008 |
1.2947 |
1.2698 |
|
| R3 |
1.2879 |
1.2818 |
1.2662 |
|
| R2 |
1.2750 |
1.2750 |
1.2651 |
|
| R1 |
1.2689 |
1.2689 |
1.2639 |
1.2720 |
| PP |
1.2621 |
1.2621 |
1.2621 |
1.2637 |
| S1 |
1.2560 |
1.2560 |
1.2615 |
1.2591 |
| S2 |
1.2492 |
1.2492 |
1.2603 |
|
| S3 |
1.2363 |
1.2431 |
1.2592 |
|
| S4 |
1.2234 |
1.2302 |
1.2556 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2699 |
|
2.618 |
1.2682 |
|
1.618 |
1.2672 |
|
1.000 |
1.2666 |
|
0.618 |
1.2662 |
|
HIGH |
1.2656 |
|
0.618 |
1.2652 |
|
0.500 |
1.2651 |
|
0.382 |
1.2650 |
|
LOW |
1.2646 |
|
0.618 |
1.2640 |
|
1.000 |
1.2636 |
|
1.618 |
1.2630 |
|
2.618 |
1.2620 |
|
4.250 |
1.2604 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2651 |
1.2640 |
| PP |
1.2649 |
1.2634 |
| S1 |
1.2648 |
1.2628 |
|