CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3077 |
1.3108 |
0.0031 |
0.2% |
1.2962 |
| High |
1.3077 |
1.3108 |
0.0031 |
0.2% |
1.3158 |
| Low |
1.3054 |
1.3075 |
0.0021 |
0.2% |
1.2962 |
| Close |
1.3054 |
1.3075 |
0.0021 |
0.2% |
1.3054 |
| Range |
0.0023 |
0.0033 |
0.0010 |
43.5% |
0.0196 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
17 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3185 |
1.3163 |
1.3093 |
|
| R3 |
1.3152 |
1.3130 |
1.3084 |
|
| R2 |
1.3119 |
1.3119 |
1.3081 |
|
| R1 |
1.3097 |
1.3097 |
1.3078 |
1.3092 |
| PP |
1.3086 |
1.3086 |
1.3086 |
1.3083 |
| S1 |
1.3064 |
1.3064 |
1.3072 |
1.3059 |
| S2 |
1.3053 |
1.3053 |
1.3069 |
|
| S3 |
1.3020 |
1.3031 |
1.3066 |
|
| S4 |
1.2987 |
1.2998 |
1.3057 |
|
|
| 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 |
1.3248 |
|
2.618 |
1.3194 |
|
1.618 |
1.3161 |
|
1.000 |
1.3141 |
|
0.618 |
1.3128 |
|
HIGH |
1.3108 |
|
0.618 |
1.3095 |
|
0.500 |
1.3092 |
|
0.382 |
1.3088 |
|
LOW |
1.3075 |
|
0.618 |
1.3055 |
|
1.000 |
1.3042 |
|
1.618 |
1.3022 |
|
2.618 |
1.2989 |
|
4.250 |
1.2935 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3092 |
1.3081 |
| PP |
1.3086 |
1.3079 |
| S1 |
1.3081 |
1.3077 |
|