CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3075 |
1.3110 |
0.0035 |
0.3% |
1.2812 |
| High |
1.3075 |
1.3110 |
0.0035 |
0.3% |
1.3200 |
| Low |
1.3075 |
1.3101 |
0.0026 |
0.2% |
1.2812 |
| Close |
1.3075 |
1.3101 |
0.0026 |
0.2% |
1.3150 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0388 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
37 |
5 |
-32 |
-86.5% |
197 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3131 |
1.3125 |
1.3106 |
|
| R3 |
1.3122 |
1.3116 |
1.3103 |
|
| R2 |
1.3113 |
1.3113 |
1.3103 |
|
| R1 |
1.3107 |
1.3107 |
1.3102 |
1.3106 |
| PP |
1.3104 |
1.3104 |
1.3104 |
1.3103 |
| S1 |
1.3098 |
1.3098 |
1.3100 |
1.3097 |
| S2 |
1.3095 |
1.3095 |
1.3099 |
|
| S3 |
1.3086 |
1.3089 |
1.3099 |
|
| S4 |
1.3077 |
1.3080 |
1.3096 |
|
|
| 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 |
1.3148 |
|
2.618 |
1.3134 |
|
1.618 |
1.3125 |
|
1.000 |
1.3119 |
|
0.618 |
1.3116 |
|
HIGH |
1.3110 |
|
0.618 |
1.3107 |
|
0.500 |
1.3106 |
|
0.382 |
1.3104 |
|
LOW |
1.3101 |
|
0.618 |
1.3095 |
|
1.000 |
1.3092 |
|
1.618 |
1.3086 |
|
2.618 |
1.3077 |
|
4.250 |
1.3063 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3106 |
1.3107 |
| PP |
1.3104 |
1.3105 |
| S1 |
1.3103 |
1.3103 |
|