CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2950 |
1.3075 |
0.0125 |
1.0% |
1.2812 |
| High |
1.3034 |
1.3200 |
0.0166 |
1.3% |
1.3200 |
| Low |
1.2871 |
1.3060 |
0.0189 |
1.5% |
1.2812 |
| Close |
1.3019 |
1.3150 |
0.0131 |
1.0% |
1.3150 |
| Range |
0.0163 |
0.0140 |
-0.0023 |
-14.1% |
0.0388 |
| ATR |
0.0071 |
0.0079 |
0.0008 |
11.1% |
0.0000 |
| Volume |
25 |
58 |
33 |
132.0% |
197 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3493 |
1.3227 |
|
| R3 |
1.3417 |
1.3353 |
1.3189 |
|
| R2 |
1.3277 |
1.3277 |
1.3176 |
|
| R1 |
1.3213 |
1.3213 |
1.3163 |
1.3245 |
| PP |
1.3137 |
1.3137 |
1.3137 |
1.3153 |
| S1 |
1.3073 |
1.3073 |
1.3137 |
1.3105 |
| S2 |
1.2997 |
1.2997 |
1.3124 |
|
| S3 |
1.2857 |
1.2933 |
1.3112 |
|
| S4 |
1.2717 |
1.2793 |
1.3073 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4218 |
1.4072 |
1.3363 |
|
| R3 |
1.3830 |
1.3684 |
1.3257 |
|
| R2 |
1.3442 |
1.3442 |
1.3221 |
|
| R1 |
1.3296 |
1.3296 |
1.3186 |
1.3369 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3091 |
| S1 |
1.2908 |
1.2908 |
1.3114 |
1.2981 |
| S2 |
1.2666 |
1.2666 |
1.3079 |
|
| S3 |
1.2278 |
1.2520 |
1.3043 |
|
| S4 |
1.1890 |
1.2132 |
1.2937 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3795 |
|
2.618 |
1.3567 |
|
1.618 |
1.3427 |
|
1.000 |
1.3340 |
|
0.618 |
1.3287 |
|
HIGH |
1.3200 |
|
0.618 |
1.3147 |
|
0.500 |
1.3130 |
|
0.382 |
1.3113 |
|
LOW |
1.3060 |
|
0.618 |
1.2973 |
|
1.000 |
1.2920 |
|
1.618 |
1.2833 |
|
2.618 |
1.2693 |
|
4.250 |
1.2465 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3143 |
1.3112 |
| PP |
1.3137 |
1.3074 |
| S1 |
1.3130 |
1.3036 |
|