CME Euro FX (E) Future June 2013
Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.3142 |
1.3098 |
-0.0044 |
-0.3% |
1.3009 |
High |
1.3158 |
1.3098 |
-0.0060 |
-0.5% |
1.3020 |
Low |
1.3142 |
1.3095 |
-0.0047 |
-0.4% |
1.2890 |
Close |
1.3156 |
1.3095 |
-0.0061 |
-0.5% |
1.2990 |
Range |
0.0016 |
0.0003 |
-0.0013 |
-81.3% |
0.0130 |
ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
Volume |
1 |
9 |
8 |
800.0% |
5 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3105 |
1.3103 |
1.3097 |
|
R3 |
1.3102 |
1.3100 |
1.3096 |
|
R2 |
1.3099 |
1.3099 |
1.3096 |
|
R1 |
1.3097 |
1.3097 |
1.3095 |
1.3097 |
PP |
1.3096 |
1.3096 |
1.3096 |
1.3096 |
S1 |
1.3094 |
1.3094 |
1.3095 |
1.3094 |
S2 |
1.3093 |
1.3093 |
1.3094 |
|
S3 |
1.3090 |
1.3091 |
1.3094 |
|
S4 |
1.3087 |
1.3088 |
1.3093 |
|
|
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 |
1.3111 |
2.618 |
1.3106 |
1.618 |
1.3103 |
1.000 |
1.3101 |
0.618 |
1.3100 |
HIGH |
1.3098 |
0.618 |
1.3097 |
0.500 |
1.3097 |
0.382 |
1.3096 |
LOW |
1.3095 |
0.618 |
1.3093 |
1.000 |
1.3092 |
1.618 |
1.3090 |
2.618 |
1.3087 |
4.250 |
1.3082 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3097 |
1.3116 |
PP |
1.3096 |
1.3109 |
S1 |
1.3096 |
1.3102 |
|