CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2962 |
1.3086 |
0.0124 |
1.0% |
1.3009 |
| High |
1.2974 |
1.3086 |
0.0112 |
0.9% |
1.3020 |
| Low |
1.2962 |
1.3073 |
0.0111 |
0.9% |
1.2890 |
| Close |
1.2973 |
1.3073 |
0.0100 |
0.8% |
1.2990 |
| Range |
0.0012 |
0.0013 |
0.0001 |
8.3% |
0.0130 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.5% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
5 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3116 |
1.3108 |
1.3080 |
|
| R3 |
1.3103 |
1.3095 |
1.3077 |
|
| R2 |
1.3090 |
1.3090 |
1.3075 |
|
| R1 |
1.3082 |
1.3082 |
1.3074 |
1.3080 |
| PP |
1.3077 |
1.3077 |
1.3077 |
1.3076 |
| S1 |
1.3069 |
1.3069 |
1.3072 |
1.3067 |
| S2 |
1.3064 |
1.3064 |
1.3071 |
|
| S3 |
1.3051 |
1.3056 |
1.3069 |
|
| S4 |
1.3038 |
1.3043 |
1.3066 |
|
|
| 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 |
1.3141 |
|
2.618 |
1.3120 |
|
1.618 |
1.3107 |
|
1.000 |
1.3099 |
|
0.618 |
1.3094 |
|
HIGH |
1.3086 |
|
0.618 |
1.3081 |
|
0.500 |
1.3080 |
|
0.382 |
1.3078 |
|
LOW |
1.3073 |
|
0.618 |
1.3065 |
|
1.000 |
1.3060 |
|
1.618 |
1.3052 |
|
2.618 |
1.3039 |
|
4.250 |
1.3018 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3080 |
1.3057 |
| PP |
1.3077 |
1.3040 |
| S1 |
1.3075 |
1.3024 |
|