CME Euro FX (E) Future June 2013
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2572 |
1.2663 |
0.0091 |
0.7% |
1.2558 |
| High |
1.2683 |
1.2670 |
-0.0013 |
-0.1% |
1.2683 |
| Low |
1.2572 |
1.2619 |
0.0047 |
0.4% |
1.2554 |
| Close |
1.2627 |
1.2619 |
-0.0008 |
-0.1% |
1.2627 |
| Range |
0.0111 |
0.0051 |
-0.0060 |
-54.1% |
0.0129 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2 |
23 |
21 |
1,050.0% |
8 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2789 |
1.2755 |
1.2647 |
|
| R3 |
1.2738 |
1.2704 |
1.2633 |
|
| R2 |
1.2687 |
1.2687 |
1.2628 |
|
| R1 |
1.2653 |
1.2653 |
1.2624 |
1.2645 |
| PP |
1.2636 |
1.2636 |
1.2636 |
1.2632 |
| S1 |
1.2602 |
1.2602 |
1.2614 |
1.2594 |
| S2 |
1.2585 |
1.2585 |
1.2610 |
|
| S3 |
1.2534 |
1.2551 |
1.2605 |
|
| S4 |
1.2483 |
1.2500 |
1.2591 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3008 |
1.2947 |
1.2698 |
|
| R3 |
1.2879 |
1.2818 |
1.2662 |
|
| R2 |
1.2750 |
1.2750 |
1.2651 |
|
| R1 |
1.2689 |
1.2689 |
1.2639 |
1.2720 |
| PP |
1.2621 |
1.2621 |
1.2621 |
1.2637 |
| S1 |
1.2560 |
1.2560 |
1.2615 |
1.2591 |
| S2 |
1.2492 |
1.2492 |
1.2603 |
|
| S3 |
1.2363 |
1.2431 |
1.2592 |
|
| S4 |
1.2234 |
1.2302 |
1.2556 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2887 |
|
2.618 |
1.2804 |
|
1.618 |
1.2753 |
|
1.000 |
1.2721 |
|
0.618 |
1.2702 |
|
HIGH |
1.2670 |
|
0.618 |
1.2651 |
|
0.500 |
1.2645 |
|
0.382 |
1.2638 |
|
LOW |
1.2619 |
|
0.618 |
1.2587 |
|
1.000 |
1.2568 |
|
1.618 |
1.2536 |
|
2.618 |
1.2485 |
|
4.250 |
1.2402 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2645 |
1.2620 |
| PP |
1.2636 |
1.2620 |
| S1 |
1.2628 |
1.2619 |
|