CME Euro FX (E) Future September 2013
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.2822 |
1.2776 |
-0.0046 |
-0.4% |
1.2757 |
High |
1.2822 |
1.2776 |
-0.0046 |
-0.4% |
1.2822 |
Low |
1.2822 |
1.2776 |
-0.0046 |
-0.4% |
1.2751 |
Close |
1.2822 |
1.2776 |
-0.0046 |
-0.4% |
1.2776 |
Range |
|
|
|
|
|
ATR |
0.0032 |
0.0033 |
0.0001 |
3.1% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2776 |
1.2776 |
1.2776 |
|
R3 |
1.2776 |
1.2776 |
1.2776 |
|
R2 |
1.2776 |
1.2776 |
1.2776 |
|
R1 |
1.2776 |
1.2776 |
1.2776 |
1.2776 |
PP |
1.2776 |
1.2776 |
1.2776 |
1.2776 |
S1 |
1.2776 |
1.2776 |
1.2776 |
1.2776 |
S2 |
1.2776 |
1.2776 |
1.2776 |
|
S3 |
1.2776 |
1.2776 |
1.2776 |
|
S4 |
1.2776 |
1.2776 |
1.2776 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2996 |
1.2957 |
1.2815 |
|
R3 |
1.2925 |
1.2886 |
1.2796 |
|
R2 |
1.2854 |
1.2854 |
1.2789 |
|
R1 |
1.2815 |
1.2815 |
1.2783 |
1.2835 |
PP |
1.2783 |
1.2783 |
1.2783 |
1.2793 |
S1 |
1.2744 |
1.2744 |
1.2769 |
1.2764 |
S2 |
1.2712 |
1.2712 |
1.2763 |
|
S3 |
1.2641 |
1.2673 |
1.2756 |
|
S4 |
1.2570 |
1.2602 |
1.2737 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2776 |
2.618 |
1.2776 |
1.618 |
1.2776 |
1.000 |
1.2776 |
0.618 |
1.2776 |
HIGH |
1.2776 |
0.618 |
1.2776 |
0.500 |
1.2776 |
0.382 |
1.2776 |
LOW |
1.2776 |
0.618 |
1.2776 |
1.000 |
1.2776 |
1.618 |
1.2776 |
2.618 |
1.2776 |
4.250 |
1.2776 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.2776 |
1.2799 |
PP |
1.2776 |
1.2791 |
S1 |
1.2776 |
1.2784 |
|