CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3098 |
1.3077 |
-0.0021 |
-0.2% |
1.2962 |
| High |
1.3098 |
1.3077 |
-0.0021 |
-0.2% |
1.3158 |
| Low |
1.3095 |
1.3054 |
-0.0041 |
-0.3% |
1.2962 |
| Close |
1.3095 |
1.3054 |
-0.0041 |
-0.3% |
1.3054 |
| Range |
0.0003 |
0.0023 |
0.0020 |
666.7% |
0.0196 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
9 |
2 |
-7 |
-77.8% |
17 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3131 |
1.3115 |
1.3067 |
|
| R3 |
1.3108 |
1.3092 |
1.3060 |
|
| R2 |
1.3085 |
1.3085 |
1.3058 |
|
| R1 |
1.3069 |
1.3069 |
1.3056 |
1.3066 |
| PP |
1.3062 |
1.3062 |
1.3062 |
1.3060 |
| S1 |
1.3046 |
1.3046 |
1.3052 |
1.3043 |
| S2 |
1.3039 |
1.3039 |
1.3050 |
|
| S3 |
1.3016 |
1.3023 |
1.3048 |
|
| S4 |
1.2993 |
1.3000 |
1.3041 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3646 |
1.3546 |
1.3162 |
|
| R3 |
1.3450 |
1.3350 |
1.3108 |
|
| R2 |
1.3254 |
1.3254 |
1.3090 |
|
| R1 |
1.3154 |
1.3154 |
1.3072 |
1.3204 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3083 |
| S1 |
1.2958 |
1.2958 |
1.3036 |
1.3008 |
| S2 |
1.2862 |
1.2862 |
1.3018 |
|
| S3 |
1.2666 |
1.2762 |
1.3000 |
|
| S4 |
1.2470 |
1.2566 |
1.2946 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3175 |
|
2.618 |
1.3137 |
|
1.618 |
1.3114 |
|
1.000 |
1.3100 |
|
0.618 |
1.3091 |
|
HIGH |
1.3077 |
|
0.618 |
1.3068 |
|
0.500 |
1.3066 |
|
0.382 |
1.3063 |
|
LOW |
1.3054 |
|
0.618 |
1.3040 |
|
1.000 |
1.3031 |
|
1.618 |
1.3017 |
|
2.618 |
1.2994 |
|
4.250 |
1.2956 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3066 |
1.3106 |
| PP |
1.3062 |
1.3089 |
| S1 |
1.3058 |
1.3071 |
|