CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2692 |
1.2710 |
0.0018 |
0.1% |
1.2663 |
| High |
1.2692 |
1.2840 |
0.0148 |
1.2% |
1.2840 |
| Low |
1.2692 |
1.2709 |
0.0017 |
0.1% |
1.2619 |
| Close |
1.2692 |
1.2840 |
0.0148 |
1.2% |
1.2840 |
| Range |
0.0000 |
0.0131 |
0.0131 |
|
0.0221 |
| ATR |
0.0057 |
0.0063 |
0.0007 |
11.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3189 |
1.3146 |
1.2912 |
|
| R3 |
1.3058 |
1.3015 |
1.2876 |
|
| R2 |
1.2927 |
1.2927 |
1.2864 |
|
| R1 |
1.2884 |
1.2884 |
1.2852 |
1.2906 |
| PP |
1.2796 |
1.2796 |
1.2796 |
1.2807 |
| S1 |
1.2753 |
1.2753 |
1.2828 |
1.2775 |
| S2 |
1.2665 |
1.2665 |
1.2816 |
|
| S3 |
1.2534 |
1.2622 |
1.2804 |
|
| S4 |
1.2403 |
1.2491 |
1.2768 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3429 |
1.3356 |
1.2962 |
|
| R3 |
1.3208 |
1.3135 |
1.2901 |
|
| R2 |
1.2987 |
1.2987 |
1.2881 |
|
| R1 |
1.2914 |
1.2914 |
1.2860 |
1.2951 |
| PP |
1.2766 |
1.2766 |
1.2766 |
1.2785 |
| S1 |
1.2693 |
1.2693 |
1.2820 |
1.2730 |
| S2 |
1.2545 |
1.2545 |
1.2799 |
|
| S3 |
1.2324 |
1.2472 |
1.2779 |
|
| S4 |
1.2103 |
1.2251 |
1.2718 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3397 |
|
2.618 |
1.3183 |
|
1.618 |
1.3052 |
|
1.000 |
1.2971 |
|
0.618 |
1.2921 |
|
HIGH |
1.2840 |
|
0.618 |
1.2790 |
|
0.500 |
1.2775 |
|
0.382 |
1.2759 |
|
LOW |
1.2709 |
|
0.618 |
1.2628 |
|
1.000 |
1.2578 |
|
1.618 |
1.2497 |
|
2.618 |
1.2366 |
|
4.250 |
1.2152 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2818 |
1.2808 |
| PP |
1.2796 |
1.2775 |
| S1 |
1.2775 |
1.2743 |
|