CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3200 |
1.3143 |
-0.0057 |
-0.4% |
1.3226 |
| High |
1.3207 |
1.3143 |
-0.0064 |
-0.5% |
1.3275 |
| Low |
1.3200 |
1.3092 |
-0.0108 |
-0.8% |
1.3226 |
| Close |
1.3207 |
1.3092 |
-0.0115 |
-0.9% |
1.3257 |
| Range |
0.0007 |
0.0051 |
0.0044 |
628.6% |
0.0049 |
| ATR |
0.0041 |
0.0046 |
0.0005 |
13.0% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
8 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3228 |
1.3120 |
|
| R3 |
1.3211 |
1.3177 |
1.3106 |
|
| R2 |
1.3160 |
1.3160 |
1.3101 |
|
| R1 |
1.3126 |
1.3126 |
1.3097 |
1.3118 |
| PP |
1.3109 |
1.3109 |
1.3109 |
1.3105 |
| S1 |
1.3075 |
1.3075 |
1.3087 |
1.3067 |
| S2 |
1.3058 |
1.3058 |
1.3083 |
|
| S3 |
1.3007 |
1.3024 |
1.3078 |
|
| S4 |
1.2956 |
1.2973 |
1.3064 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3400 |
1.3377 |
1.3284 |
|
| R3 |
1.3351 |
1.3328 |
1.3270 |
|
| R2 |
1.3302 |
1.3302 |
1.3266 |
|
| R1 |
1.3279 |
1.3279 |
1.3261 |
1.3291 |
| PP |
1.3253 |
1.3253 |
1.3253 |
1.3258 |
| S1 |
1.3230 |
1.3230 |
1.3253 |
1.3242 |
| S2 |
1.3204 |
1.3204 |
1.3248 |
|
| S3 |
1.3155 |
1.3181 |
1.3244 |
|
| S4 |
1.3106 |
1.3132 |
1.3230 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3360 |
|
2.618 |
1.3277 |
|
1.618 |
1.3226 |
|
1.000 |
1.3194 |
|
0.618 |
1.3175 |
|
HIGH |
1.3143 |
|
0.618 |
1.3124 |
|
0.500 |
1.3118 |
|
0.382 |
1.3111 |
|
LOW |
1.3092 |
|
0.618 |
1.3060 |
|
1.000 |
1.3041 |
|
1.618 |
1.3009 |
|
2.618 |
1.2958 |
|
4.250 |
1.2875 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3163 |
| PP |
1.3109 |
1.3139 |
| S1 |
1.3101 |
1.3116 |
|