CME Euro FX (E) Future June 2013
Trading Metrics calculated at close of trading on 11-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.2926 |
1.2964 |
0.0038 |
0.3% |
1.2921 |
High |
1.2930 |
1.2964 |
0.0034 |
0.3% |
1.3067 |
Low |
1.2926 |
1.2964 |
0.0038 |
0.3% |
1.2921 |
Close |
1.2930 |
1.2964 |
0.0034 |
0.3% |
1.3067 |
Range |
0.0004 |
0.0000 |
-0.0004 |
-100.0% |
0.0146 |
ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2964 |
1.2964 |
1.2964 |
|
R3 |
1.2964 |
1.2964 |
1.2964 |
|
R2 |
1.2964 |
1.2964 |
1.2964 |
|
R1 |
1.2964 |
1.2964 |
1.2964 |
1.2964 |
PP |
1.2964 |
1.2964 |
1.2964 |
1.2964 |
S1 |
1.2964 |
1.2964 |
1.2964 |
1.2964 |
S2 |
1.2964 |
1.2964 |
1.2964 |
|
S3 |
1.2964 |
1.2964 |
1.2964 |
|
S4 |
1.2964 |
1.2964 |
1.2964 |
|
|
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 |
1.2964 |
2.618 |
1.2964 |
1.618 |
1.2964 |
1.000 |
1.2964 |
0.618 |
1.2964 |
HIGH |
1.2964 |
0.618 |
1.2964 |
0.500 |
1.2964 |
0.382 |
1.2964 |
LOW |
1.2964 |
0.618 |
1.2964 |
1.000 |
1.2964 |
1.618 |
1.2964 |
2.618 |
1.2964 |
4.250 |
1.2964 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2964 |
1.2952 |
PP |
1.2964 |
1.2939 |
S1 |
1.2964 |
1.2927 |
|