CME Euro FX (E) Future September 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.3015 |
1.3092 |
0.0077 |
0.6% |
1.3001 |
High |
1.3060 |
1.3097 |
0.0037 |
0.3% |
1.3060 |
Low |
1.3015 |
1.3092 |
0.0077 |
0.6% |
1.2932 |
Close |
1.3039 |
1.3097 |
0.0058 |
0.4% |
1.3039 |
Range |
0.0045 |
0.0005 |
-0.0040 |
-88.9% |
0.0128 |
ATR |
0.0044 |
0.0045 |
0.0001 |
2.2% |
0.0000 |
Volume |
4 |
3 |
-1 |
-25.0% |
10 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3110 |
1.3109 |
1.3100 |
|
R3 |
1.3105 |
1.3104 |
1.3098 |
|
R2 |
1.3100 |
1.3100 |
1.3098 |
|
R1 |
1.3099 |
1.3099 |
1.3097 |
1.3100 |
PP |
1.3095 |
1.3095 |
1.3095 |
1.3096 |
S1 |
1.3094 |
1.3094 |
1.3097 |
1.3095 |
S2 |
1.3090 |
1.3090 |
1.3096 |
|
S3 |
1.3085 |
1.3089 |
1.3096 |
|
S4 |
1.3080 |
1.3084 |
1.3094 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3394 |
1.3345 |
1.3109 |
|
R3 |
1.3266 |
1.3217 |
1.3074 |
|
R2 |
1.3138 |
1.3138 |
1.3062 |
|
R1 |
1.3089 |
1.3089 |
1.3051 |
1.3114 |
PP |
1.3010 |
1.3010 |
1.3010 |
1.3023 |
S1 |
1.2961 |
1.2961 |
1.3027 |
1.2986 |
S2 |
1.2882 |
1.2882 |
1.3016 |
|
S3 |
1.2754 |
1.2833 |
1.3004 |
|
S4 |
1.2626 |
1.2705 |
1.2969 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3118 |
2.618 |
1.3110 |
1.618 |
1.3105 |
1.000 |
1.3102 |
0.618 |
1.3100 |
HIGH |
1.3097 |
0.618 |
1.3095 |
0.500 |
1.3095 |
0.382 |
1.3094 |
LOW |
1.3092 |
0.618 |
1.3089 |
1.000 |
1.3087 |
1.618 |
1.3084 |
2.618 |
1.3079 |
4.250 |
1.3071 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3096 |
1.3083 |
PP |
1.3095 |
1.3070 |
S1 |
1.3095 |
1.3056 |
|