CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2812 |
1.2901 |
0.0089 |
0.7% |
1.2663 |
| High |
1.2812 |
1.2907 |
0.0095 |
0.7% |
1.2840 |
| Low |
1.2812 |
1.2897 |
0.0085 |
0.7% |
1.2619 |
| Close |
1.2812 |
1.2903 |
0.0091 |
0.7% |
1.2840 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0221 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
4.1% |
0.0000 |
| Volume |
45 |
45 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2928 |
1.2909 |
|
| R3 |
1.2922 |
1.2918 |
1.2906 |
|
| R2 |
1.2912 |
1.2912 |
1.2905 |
|
| R1 |
1.2908 |
1.2908 |
1.2904 |
1.2910 |
| PP |
1.2902 |
1.2902 |
1.2902 |
1.2904 |
| S1 |
1.2898 |
1.2898 |
1.2902 |
1.2900 |
| S2 |
1.2892 |
1.2892 |
1.2901 |
|
| S3 |
1.2882 |
1.2888 |
1.2900 |
|
| S4 |
1.2872 |
1.2878 |
1.2898 |
|
|
| 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 |
1.2950 |
|
2.618 |
1.2933 |
|
1.618 |
1.2923 |
|
1.000 |
1.2917 |
|
0.618 |
1.2913 |
|
HIGH |
1.2907 |
|
0.618 |
1.2903 |
|
0.500 |
1.2902 |
|
0.382 |
1.2901 |
|
LOW |
1.2897 |
|
0.618 |
1.2891 |
|
1.000 |
1.2887 |
|
1.618 |
1.2881 |
|
2.618 |
1.2871 |
|
4.250 |
1.2855 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2903 |
1.2871 |
| PP |
1.2902 |
1.2840 |
| S1 |
1.2902 |
1.2808 |
|