CME Euro FX (E) Future September 2013
Trading Metrics calculated at close of trading on 13-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.3039 |
1.3115 |
0.0076 |
0.6% |
1.3092 |
High |
1.3120 |
1.3115 |
-0.0005 |
0.0% |
1.3141 |
Low |
1.3039 |
1.3115 |
0.0076 |
0.6% |
1.2939 |
Close |
1.3120 |
1.3115 |
-0.0005 |
0.0% |
1.2968 |
Range |
0.0081 |
0.0000 |
-0.0081 |
-100.0% |
0.0202 |
ATR |
0.0050 |
0.0047 |
-0.0003 |
-6.4% |
0.0000 |
Volume |
3 |
18 |
15 |
500.0% |
27 |
|
Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3115 |
1.3115 |
1.3115 |
|
R3 |
1.3115 |
1.3115 |
1.3115 |
|
R2 |
1.3115 |
1.3115 |
1.3115 |
|
R1 |
1.3115 |
1.3115 |
1.3115 |
1.3115 |
PP |
1.3115 |
1.3115 |
1.3115 |
1.3115 |
S1 |
1.3115 |
1.3115 |
1.3115 |
1.3115 |
S2 |
1.3115 |
1.3115 |
1.3115 |
|
S3 |
1.3115 |
1.3115 |
1.3115 |
|
S4 |
1.3115 |
1.3115 |
1.3115 |
|
|
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 |
1.3115 |
2.618 |
1.3115 |
1.618 |
1.3115 |
1.000 |
1.3115 |
0.618 |
1.3115 |
HIGH |
1.3115 |
0.618 |
1.3115 |
0.500 |
1.3115 |
0.382 |
1.3115 |
LOW |
1.3115 |
0.618 |
1.3115 |
1.000 |
1.3115 |
1.618 |
1.3115 |
2.618 |
1.3115 |
4.250 |
1.3115 |
|
|
Fisher Pivots for day following 13-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3115 |
1.3097 |
PP |
1.3115 |
1.3078 |
S1 |
1.3115 |
1.3060 |
|