CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3009 |
1.2890 |
-0.0119 |
-0.9% |
1.2921 |
| High |
1.3009 |
1.2917 |
-0.0092 |
-0.7% |
1.3067 |
| Low |
1.3009 |
1.2890 |
-0.0119 |
-0.9% |
1.2921 |
| Close |
1.3009 |
1.2917 |
-0.0092 |
-0.7% |
1.3067 |
| Range |
0.0000 |
0.0027 |
0.0027 |
|
0.0146 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
7.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2989 |
1.2980 |
1.2932 |
|
| R3 |
1.2962 |
1.2953 |
1.2924 |
|
| R2 |
1.2935 |
1.2935 |
1.2922 |
|
| R1 |
1.2926 |
1.2926 |
1.2919 |
1.2931 |
| PP |
1.2908 |
1.2908 |
1.2908 |
1.2910 |
| S1 |
1.2899 |
1.2899 |
1.2915 |
1.2904 |
| S2 |
1.2881 |
1.2881 |
1.2912 |
|
| S3 |
1.2854 |
1.2872 |
1.2910 |
|
| S4 |
1.2827 |
1.2845 |
1.2902 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3408 |
1.3147 |
|
| R3 |
1.3310 |
1.3262 |
1.3107 |
|
| R2 |
1.3164 |
1.3164 |
1.3094 |
|
| R1 |
1.3116 |
1.3116 |
1.3080 |
1.3140 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3031 |
| S1 |
1.2970 |
1.2970 |
1.3054 |
1.2994 |
| S2 |
1.2872 |
1.2872 |
1.3040 |
|
| S3 |
1.2726 |
1.2824 |
1.3027 |
|
| S4 |
1.2580 |
1.2678 |
1.2987 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3032 |
|
2.618 |
1.2988 |
|
1.618 |
1.2961 |
|
1.000 |
1.2944 |
|
0.618 |
1.2934 |
|
HIGH |
1.2917 |
|
0.618 |
1.2907 |
|
0.500 |
1.2904 |
|
0.382 |
1.2900 |
|
LOW |
1.2890 |
|
0.618 |
1.2873 |
|
1.000 |
1.2863 |
|
1.618 |
1.2846 |
|
2.618 |
1.2819 |
|
4.250 |
1.2775 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2913 |
1.2979 |
| PP |
1.2908 |
1.2958 |
| S1 |
1.2904 |
1.2938 |
|