CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.3039 |
0.0039 |
0.3% |
1.3092 |
| High |
1.3044 |
1.3120 |
0.0076 |
0.6% |
1.3141 |
| Low |
1.3000 |
1.3039 |
0.0039 |
0.3% |
1.2939 |
| Close |
1.3041 |
1.3120 |
0.0079 |
0.6% |
1.2968 |
| Range |
0.0044 |
0.0081 |
0.0037 |
84.1% |
0.0202 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.9% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
27 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3336 |
1.3309 |
1.3165 |
|
| R3 |
1.3255 |
1.3228 |
1.3142 |
|
| R2 |
1.3174 |
1.3174 |
1.3135 |
|
| R1 |
1.3147 |
1.3147 |
1.3127 |
1.3161 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3100 |
| S1 |
1.3066 |
1.3066 |
1.3113 |
1.3080 |
| S2 |
1.3012 |
1.3012 |
1.3105 |
|
| S3 |
1.2931 |
1.2985 |
1.3098 |
|
| S4 |
1.2850 |
1.2904 |
1.3075 |
|
|
| 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 |
1.3464 |
|
2.618 |
1.3332 |
|
1.618 |
1.3251 |
|
1.000 |
1.3201 |
|
0.618 |
1.3170 |
|
HIGH |
1.3120 |
|
0.618 |
1.3089 |
|
0.500 |
1.3080 |
|
0.382 |
1.3070 |
|
LOW |
1.3039 |
|
0.618 |
1.2989 |
|
1.000 |
1.2958 |
|
1.618 |
1.2908 |
|
2.618 |
1.2827 |
|
4.250 |
1.2695 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3107 |
1.3096 |
| PP |
1.3093 |
1.3073 |
| S1 |
1.3080 |
1.3049 |
|