CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3085 |
1.2939 |
-0.0146 |
-1.1% |
1.3092 |
| High |
1.3085 |
1.2968 |
-0.0117 |
-0.9% |
1.3141 |
| Low |
1.3003 |
1.2939 |
-0.0064 |
-0.5% |
1.2939 |
| Close |
1.3003 |
1.2968 |
-0.0035 |
-0.3% |
1.2968 |
| Range |
0.0082 |
0.0029 |
-0.0053 |
-64.6% |
0.0202 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.3% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
27 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3045 |
1.3036 |
1.2984 |
|
| R3 |
1.3016 |
1.3007 |
1.2976 |
|
| R2 |
1.2987 |
1.2987 |
1.2973 |
|
| R1 |
1.2978 |
1.2978 |
1.2971 |
1.2983 |
| PP |
1.2958 |
1.2958 |
1.2958 |
1.2961 |
| S1 |
1.2949 |
1.2949 |
1.2965 |
1.2954 |
| S2 |
1.2929 |
1.2929 |
1.2963 |
|
| S3 |
1.2900 |
1.2920 |
1.2960 |
|
| S4 |
1.2871 |
1.2891 |
1.2952 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3622 |
1.3497 |
1.3079 |
|
| R3 |
1.3420 |
1.3295 |
1.3024 |
|
| R2 |
1.3218 |
1.3218 |
1.3005 |
|
| R1 |
1.3093 |
1.3093 |
1.2987 |
1.3055 |
| PP |
1.3016 |
1.3016 |
1.3016 |
1.2997 |
| S1 |
1.2891 |
1.2891 |
1.2949 |
1.2853 |
| S2 |
1.2814 |
1.2814 |
1.2931 |
|
| S3 |
1.2612 |
1.2689 |
1.2912 |
|
| S4 |
1.2410 |
1.2487 |
1.2857 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3091 |
|
2.618 |
1.3044 |
|
1.618 |
1.3015 |
|
1.000 |
1.2997 |
|
0.618 |
1.2986 |
|
HIGH |
1.2968 |
|
0.618 |
1.2957 |
|
0.500 |
1.2954 |
|
0.382 |
1.2950 |
|
LOW |
1.2939 |
|
0.618 |
1.2921 |
|
1.000 |
1.2910 |
|
1.618 |
1.2892 |
|
2.618 |
1.2863 |
|
4.250 |
1.2816 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2963 |
1.3028 |
| PP |
1.2958 |
1.3008 |
| S1 |
1.2954 |
1.2988 |
|