CME Euro FX (E) Future September 2013
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.3115 |
1.3107 |
-0.0008 |
-0.1% |
1.3233 |
High |
1.3142 |
1.3114 |
-0.0028 |
-0.2% |
1.3233 |
Low |
1.3115 |
1.3107 |
-0.0008 |
-0.1% |
1.3030 |
Close |
1.3142 |
1.3114 |
-0.0028 |
-0.2% |
1.3101 |
Range |
0.0027 |
0.0007 |
-0.0020 |
-74.1% |
0.0203 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
11 |
1 |
-10 |
-90.9% |
7 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3133 |
1.3130 |
1.3118 |
|
R3 |
1.3126 |
1.3123 |
1.3116 |
|
R2 |
1.3119 |
1.3119 |
1.3115 |
|
R1 |
1.3116 |
1.3116 |
1.3115 |
1.3118 |
PP |
1.3112 |
1.3112 |
1.3112 |
1.3112 |
S1 |
1.3109 |
1.3109 |
1.3113 |
1.3111 |
S2 |
1.3105 |
1.3105 |
1.3113 |
|
S3 |
1.3098 |
1.3102 |
1.3112 |
|
S4 |
1.3091 |
1.3095 |
1.3110 |
|
|
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 |
1.3144 |
2.618 |
1.3132 |
1.618 |
1.3125 |
1.000 |
1.3121 |
0.618 |
1.3118 |
HIGH |
1.3114 |
0.618 |
1.3111 |
0.500 |
1.3111 |
0.382 |
1.3110 |
LOW |
1.3107 |
0.618 |
1.3103 |
1.000 |
1.3100 |
1.618 |
1.3096 |
2.618 |
1.3089 |
4.250 |
1.3077 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3113 |
1.3105 |
PP |
1.3112 |
1.3095 |
S1 |
1.3111 |
1.3086 |
|