CME Euro FX (E) Future June 2013
Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.3010 |
1.2962 |
-0.0048 |
-0.4% |
1.3009 |
High |
1.3020 |
1.2974 |
-0.0046 |
-0.4% |
1.3020 |
Low |
1.2990 |
1.2962 |
-0.0028 |
-0.2% |
1.2890 |
Close |
1.2990 |
1.2973 |
-0.0017 |
-0.1% |
1.2990 |
Range |
0.0030 |
0.0012 |
-0.0018 |
-60.0% |
0.0130 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
1 |
3 |
2 |
200.0% |
5 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3006 |
1.3001 |
1.2980 |
|
R3 |
1.2994 |
1.2989 |
1.2976 |
|
R2 |
1.2982 |
1.2982 |
1.2975 |
|
R1 |
1.2977 |
1.2977 |
1.2974 |
1.2980 |
PP |
1.2970 |
1.2970 |
1.2970 |
1.2971 |
S1 |
1.2965 |
1.2965 |
1.2972 |
1.2968 |
S2 |
1.2958 |
1.2958 |
1.2971 |
|
S3 |
1.2946 |
1.2953 |
1.2970 |
|
S4 |
1.2934 |
1.2941 |
1.2966 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3357 |
1.3303 |
1.3062 |
|
R3 |
1.3227 |
1.3173 |
1.3026 |
|
R2 |
1.3097 |
1.3097 |
1.3014 |
|
R1 |
1.3043 |
1.3043 |
1.3002 |
1.3005 |
PP |
1.2967 |
1.2967 |
1.2967 |
1.2948 |
S1 |
1.2913 |
1.2913 |
1.2978 |
1.2875 |
S2 |
1.2837 |
1.2837 |
1.2966 |
|
S3 |
1.2707 |
1.2783 |
1.2954 |
|
S4 |
1.2577 |
1.2653 |
1.2919 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3025 |
2.618 |
1.3005 |
1.618 |
1.2993 |
1.000 |
1.2986 |
0.618 |
1.2981 |
HIGH |
1.2974 |
0.618 |
1.2969 |
0.500 |
1.2968 |
0.382 |
1.2967 |
LOW |
1.2962 |
0.618 |
1.2955 |
1.000 |
1.2950 |
1.618 |
1.2943 |
2.618 |
1.2931 |
4.250 |
1.2911 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2971 |
1.2991 |
PP |
1.2970 |
1.2985 |
S1 |
1.2968 |
1.2979 |
|