CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3092 |
1.3097 |
0.0005 |
0.0% |
1.3001 |
| High |
1.3097 |
1.3141 |
0.0044 |
0.3% |
1.3060 |
| Low |
1.3092 |
1.3097 |
0.0005 |
0.0% |
1.2932 |
| Close |
1.3097 |
1.3139 |
0.0042 |
0.3% |
1.3039 |
| Range |
0.0005 |
0.0044 |
0.0039 |
780.0% |
0.0128 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
3 |
15 |
12 |
400.0% |
10 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3258 |
1.3242 |
1.3163 |
|
| R3 |
1.3214 |
1.3198 |
1.3151 |
|
| R2 |
1.3170 |
1.3170 |
1.3147 |
|
| R1 |
1.3154 |
1.3154 |
1.3143 |
1.3162 |
| PP |
1.3126 |
1.3126 |
1.3126 |
1.3130 |
| S1 |
1.3110 |
1.3110 |
1.3135 |
1.3118 |
| S2 |
1.3082 |
1.3082 |
1.3131 |
|
| S3 |
1.3038 |
1.3066 |
1.3127 |
|
| S4 |
1.2994 |
1.3022 |
1.3115 |
|
|
| 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 |
1.3328 |
|
2.618 |
1.3256 |
|
1.618 |
1.3212 |
|
1.000 |
1.3185 |
|
0.618 |
1.3168 |
|
HIGH |
1.3141 |
|
0.618 |
1.3124 |
|
0.500 |
1.3119 |
|
0.382 |
1.3114 |
|
LOW |
1.3097 |
|
0.618 |
1.3070 |
|
1.000 |
1.3053 |
|
1.618 |
1.3026 |
|
2.618 |
1.2982 |
|
4.250 |
1.2910 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3132 |
1.3119 |
| PP |
1.3126 |
1.3098 |
| S1 |
1.3119 |
1.3078 |
|