CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2967 |
1.2950 |
-0.0017 |
-0.1% |
1.2663 |
| High |
1.2974 |
1.3034 |
0.0060 |
0.5% |
1.2840 |
| Low |
1.2922 |
1.2871 |
-0.0051 |
-0.4% |
1.2619 |
| Close |
1.2932 |
1.3019 |
0.0087 |
0.7% |
1.2840 |
| Range |
0.0052 |
0.0163 |
0.0111 |
213.5% |
0.0221 |
| ATR |
0.0064 |
0.0071 |
0.0007 |
11.2% |
0.0000 |
| Volume |
24 |
25 |
1 |
4.2% |
32 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3464 |
1.3404 |
1.3109 |
|
| R3 |
1.3301 |
1.3241 |
1.3064 |
|
| R2 |
1.3138 |
1.3138 |
1.3049 |
|
| R1 |
1.3078 |
1.3078 |
1.3034 |
1.3108 |
| PP |
1.2975 |
1.2975 |
1.2975 |
1.2990 |
| S1 |
1.2915 |
1.2915 |
1.3004 |
1.2945 |
| S2 |
1.2812 |
1.2812 |
1.2989 |
|
| S3 |
1.2649 |
1.2752 |
1.2974 |
|
| S4 |
1.2486 |
1.2589 |
1.2929 |
|
|
| 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 |
1.3727 |
|
2.618 |
1.3461 |
|
1.618 |
1.3298 |
|
1.000 |
1.3197 |
|
0.618 |
1.3135 |
|
HIGH |
1.3034 |
|
0.618 |
1.2972 |
|
0.500 |
1.2953 |
|
0.382 |
1.2933 |
|
LOW |
1.2871 |
|
0.618 |
1.2770 |
|
1.000 |
1.2708 |
|
1.618 |
1.2607 |
|
2.618 |
1.2444 |
|
4.250 |
1.2178 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2997 |
1.2997 |
| PP |
1.2975 |
1.2975 |
| S1 |
1.2953 |
1.2953 |
|