CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2900 |
1.2970 |
0.0070 |
0.5% |
1.2974 |
| High |
1.2955 |
1.2970 |
0.0015 |
0.1% |
1.2974 |
| Low |
1.2900 |
1.2888 |
-0.0012 |
-0.1% |
1.2888 |
| Close |
1.2955 |
1.2888 |
-0.0067 |
-0.5% |
1.2888 |
| Range |
0.0055 |
0.0082 |
0.0027 |
49.1% |
0.0086 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.2% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
11 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3107 |
1.2933 |
|
| R3 |
1.3079 |
1.3025 |
1.2911 |
|
| R2 |
1.2997 |
1.2997 |
1.2903 |
|
| R1 |
1.2943 |
1.2943 |
1.2896 |
1.2929 |
| PP |
1.2915 |
1.2915 |
1.2915 |
1.2909 |
| S1 |
1.2861 |
1.2861 |
1.2880 |
1.2847 |
| S2 |
1.2833 |
1.2833 |
1.2873 |
|
| S3 |
1.2751 |
1.2779 |
1.2865 |
|
| S4 |
1.2669 |
1.2697 |
1.2843 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3175 |
1.3117 |
1.2935 |
|
| R3 |
1.3089 |
1.3031 |
1.2912 |
|
| R2 |
1.3003 |
1.3003 |
1.2904 |
|
| R1 |
1.2945 |
1.2945 |
1.2896 |
1.2931 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2910 |
| S1 |
1.2859 |
1.2859 |
1.2880 |
1.2845 |
| S2 |
1.2831 |
1.2831 |
1.2872 |
|
| S3 |
1.2745 |
1.2773 |
1.2864 |
|
| S4 |
1.2659 |
1.2687 |
1.2841 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3319 |
|
2.618 |
1.3185 |
|
1.618 |
1.3103 |
|
1.000 |
1.3052 |
|
0.618 |
1.3021 |
|
HIGH |
1.2970 |
|
0.618 |
1.2939 |
|
0.500 |
1.2929 |
|
0.382 |
1.2919 |
|
LOW |
1.2888 |
|
0.618 |
1.2837 |
|
1.000 |
1.2806 |
|
1.618 |
1.2755 |
|
2.618 |
1.2673 |
|
4.250 |
1.2540 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2929 |
1.2929 |
| PP |
1.2915 |
1.2915 |
| S1 |
1.2902 |
1.2902 |
|