CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3086 |
1.3142 |
0.0056 |
0.4% |
1.3009 |
| High |
1.3086 |
1.3158 |
0.0072 |
0.6% |
1.3020 |
| Low |
1.3073 |
1.3142 |
0.0069 |
0.5% |
1.2890 |
| Close |
1.3073 |
1.3156 |
0.0083 |
0.6% |
1.2990 |
| Range |
0.0013 |
0.0016 |
0.0003 |
23.1% |
0.0130 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.1% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
5 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3200 |
1.3194 |
1.3165 |
|
| R3 |
1.3184 |
1.3178 |
1.3160 |
|
| R2 |
1.3168 |
1.3168 |
1.3159 |
|
| R1 |
1.3162 |
1.3162 |
1.3157 |
1.3165 |
| PP |
1.3152 |
1.3152 |
1.3152 |
1.3154 |
| S1 |
1.3146 |
1.3146 |
1.3155 |
1.3149 |
| S2 |
1.3136 |
1.3136 |
1.3153 |
|
| S3 |
1.3120 |
1.3130 |
1.3152 |
|
| S4 |
1.3104 |
1.3114 |
1.3147 |
|
|
| 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 |
1.3226 |
|
2.618 |
1.3200 |
|
1.618 |
1.3184 |
|
1.000 |
1.3174 |
|
0.618 |
1.3168 |
|
HIGH |
1.3158 |
|
0.618 |
1.3152 |
|
0.500 |
1.3150 |
|
0.382 |
1.3148 |
|
LOW |
1.3142 |
|
0.618 |
1.3132 |
|
1.000 |
1.3126 |
|
1.618 |
1.3116 |
|
2.618 |
1.3100 |
|
4.250 |
1.3074 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3154 |
1.3124 |
| PP |
1.3152 |
1.3092 |
| S1 |
1.3150 |
1.3060 |
|