CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2899 |
1.2900 |
0.0001 |
0.0% |
1.3138 |
| High |
1.2899 |
1.2955 |
0.0056 |
0.4% |
1.3138 |
| Low |
1.2899 |
1.2900 |
0.0001 |
0.0% |
1.3010 |
| Close |
1.2899 |
1.2955 |
0.0056 |
0.4% |
1.3028 |
| Range |
0.0000 |
0.0055 |
0.0055 |
|
0.0128 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
81 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3102 |
1.3083 |
1.2985 |
|
| R3 |
1.3047 |
1.3028 |
1.2970 |
|
| R2 |
1.2992 |
1.2992 |
1.2965 |
|
| R1 |
1.2973 |
1.2973 |
1.2960 |
1.2983 |
| PP |
1.2937 |
1.2937 |
1.2937 |
1.2941 |
| S1 |
1.2918 |
1.2918 |
1.2950 |
1.2928 |
| S2 |
1.2882 |
1.2882 |
1.2945 |
|
| S3 |
1.2827 |
1.2863 |
1.2940 |
|
| S4 |
1.2772 |
1.2808 |
1.2925 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3443 |
1.3363 |
1.3098 |
|
| R3 |
1.3315 |
1.3235 |
1.3063 |
|
| R2 |
1.3187 |
1.3187 |
1.3051 |
|
| R1 |
1.3107 |
1.3107 |
1.3040 |
1.3083 |
| PP |
1.3059 |
1.3059 |
1.3059 |
1.3047 |
| S1 |
1.2979 |
1.2979 |
1.3016 |
1.2955 |
| S2 |
1.2931 |
1.2931 |
1.3005 |
|
| S3 |
1.2803 |
1.2851 |
1.2993 |
|
| S4 |
1.2675 |
1.2723 |
1.2958 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3189 |
|
2.618 |
1.3099 |
|
1.618 |
1.3044 |
|
1.000 |
1.3010 |
|
0.618 |
1.2989 |
|
HIGH |
1.2955 |
|
0.618 |
1.2934 |
|
0.500 |
1.2928 |
|
0.382 |
1.2921 |
|
LOW |
1.2900 |
|
0.618 |
1.2866 |
|
1.000 |
1.2845 |
|
1.618 |
1.2811 |
|
2.618 |
1.2756 |
|
4.250 |
1.2666 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2946 |
1.2947 |
| PP |
1.2937 |
1.2940 |
| S1 |
1.2928 |
1.2932 |
|