CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2789 |
1.2762 |
-0.0027 |
-0.2% |
1.2827 |
| High |
1.2789 |
1.2762 |
-0.0027 |
-0.2% |
1.2859 |
| Low |
1.2789 |
1.2755 |
-0.0034 |
-0.3% |
1.2755 |
| Close |
1.2789 |
1.2755 |
-0.0034 |
-0.3% |
1.2755 |
| Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0104 |
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2778 |
1.2774 |
1.2759 |
|
| R3 |
1.2771 |
1.2767 |
1.2757 |
|
| R2 |
1.2764 |
1.2764 |
1.2756 |
|
| R1 |
1.2760 |
1.2760 |
1.2756 |
1.2759 |
| PP |
1.2757 |
1.2757 |
1.2757 |
1.2757 |
| S1 |
1.2753 |
1.2753 |
1.2754 |
1.2752 |
| S2 |
1.2750 |
1.2750 |
1.2754 |
|
| S3 |
1.2743 |
1.2746 |
1.2753 |
|
| S4 |
1.2736 |
1.2739 |
1.2751 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3102 |
1.3032 |
1.2812 |
|
| R3 |
1.2998 |
1.2928 |
1.2784 |
|
| R2 |
1.2894 |
1.2894 |
1.2774 |
|
| R1 |
1.2824 |
1.2824 |
1.2765 |
1.2807 |
| PP |
1.2790 |
1.2790 |
1.2790 |
1.2781 |
| S1 |
1.2720 |
1.2720 |
1.2745 |
1.2703 |
| S2 |
1.2686 |
1.2686 |
1.2736 |
|
| S3 |
1.2582 |
1.2616 |
1.2726 |
|
| S4 |
1.2478 |
1.2512 |
1.2698 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2792 |
|
2.618 |
1.2780 |
|
1.618 |
1.2773 |
|
1.000 |
1.2769 |
|
0.618 |
1.2766 |
|
HIGH |
1.2762 |
|
0.618 |
1.2759 |
|
0.500 |
1.2759 |
|
0.382 |
1.2758 |
|
LOW |
1.2755 |
|
0.618 |
1.2751 |
|
1.000 |
1.2748 |
|
1.618 |
1.2744 |
|
2.618 |
1.2737 |
|
4.250 |
1.2725 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2759 |
1.2784 |
| PP |
1.2757 |
1.2774 |
| S1 |
1.2756 |
1.2765 |
|