CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2751 |
1.2792 |
0.0041 |
0.3% |
1.2827 |
| High |
1.2751 |
1.2792 |
0.0041 |
0.3% |
1.2859 |
| Low |
1.2751 |
1.2792 |
0.0041 |
0.3% |
1.2755 |
| Close |
1.2751 |
1.2792 |
0.0041 |
0.3% |
1.2755 |
| Range |
|
|
|
|
|
| ATR |
0.0032 |
0.0032 |
0.0001 |
2.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2792 |
1.2792 |
1.2792 |
|
| R3 |
1.2792 |
1.2792 |
1.2792 |
|
| R2 |
1.2792 |
1.2792 |
1.2792 |
|
| R1 |
1.2792 |
1.2792 |
1.2792 |
1.2792 |
| PP |
1.2792 |
1.2792 |
1.2792 |
1.2792 |
| S1 |
1.2792 |
1.2792 |
1.2792 |
1.2792 |
| S2 |
1.2792 |
1.2792 |
1.2792 |
|
| S3 |
1.2792 |
1.2792 |
1.2792 |
|
| S4 |
1.2792 |
1.2792 |
1.2792 |
|
|
| 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 |
1.2792 |
|
1.618 |
1.2792 |
|
1.000 |
1.2792 |
|
0.618 |
1.2792 |
|
HIGH |
1.2792 |
|
0.618 |
1.2792 |
|
0.500 |
1.2792 |
|
0.382 |
1.2792 |
|
LOW |
1.2792 |
|
0.618 |
1.2792 |
|
1.000 |
1.2792 |
|
1.618 |
1.2792 |
|
2.618 |
1.2792 |
|
4.250 |
1.2792 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2792 |
1.2785 |
| PP |
1.2792 |
1.2778 |
| S1 |
1.2792 |
1.2772 |
|