CME Euro FX (E) Future September 2013
Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.3042 |
1.3115 |
0.0073 |
0.6% |
1.3233 |
High |
1.3101 |
1.3142 |
0.0041 |
0.3% |
1.3233 |
Low |
1.3030 |
1.3115 |
0.0085 |
0.7% |
1.3030 |
Close |
1.3101 |
1.3142 |
0.0041 |
0.3% |
1.3101 |
Range |
0.0071 |
0.0027 |
-0.0044 |
-62.0% |
0.0203 |
ATR |
0.0048 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
Volume |
2 |
11 |
9 |
450.0% |
7 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3214 |
1.3205 |
1.3157 |
|
R3 |
1.3187 |
1.3178 |
1.3149 |
|
R2 |
1.3160 |
1.3160 |
1.3147 |
|
R1 |
1.3151 |
1.3151 |
1.3144 |
1.3156 |
PP |
1.3133 |
1.3133 |
1.3133 |
1.3135 |
S1 |
1.3124 |
1.3124 |
1.3140 |
1.3129 |
S2 |
1.3106 |
1.3106 |
1.3137 |
|
S3 |
1.3079 |
1.3097 |
1.3135 |
|
S4 |
1.3052 |
1.3070 |
1.3127 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3730 |
1.3619 |
1.3213 |
|
R3 |
1.3527 |
1.3416 |
1.3157 |
|
R2 |
1.3324 |
1.3324 |
1.3138 |
|
R1 |
1.3213 |
1.3213 |
1.3120 |
1.3167 |
PP |
1.3121 |
1.3121 |
1.3121 |
1.3099 |
S1 |
1.3010 |
1.3010 |
1.3082 |
1.2964 |
S2 |
1.2918 |
1.2918 |
1.3064 |
|
S3 |
1.2715 |
1.2807 |
1.3045 |
|
S4 |
1.2512 |
1.2604 |
1.2989 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3257 |
2.618 |
1.3213 |
1.618 |
1.3186 |
1.000 |
1.3169 |
0.618 |
1.3159 |
HIGH |
1.3142 |
0.618 |
1.3132 |
0.500 |
1.3129 |
0.382 |
1.3125 |
LOW |
1.3115 |
0.618 |
1.3098 |
1.000 |
1.3088 |
1.618 |
1.3071 |
2.618 |
1.3044 |
4.250 |
1.3000 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3138 |
1.3124 |
PP |
1.3133 |
1.3105 |
S1 |
1.3129 |
1.3087 |
|