CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3117 |
1.3085 |
-0.0032 |
-0.2% |
1.3001 |
| High |
1.3117 |
1.3085 |
-0.0032 |
-0.2% |
1.3060 |
| Low |
1.3117 |
1.3003 |
-0.0114 |
-0.9% |
1.2932 |
| Close |
1.3117 |
1.3003 |
-0.0114 |
-0.9% |
1.3039 |
| Range |
0.0000 |
0.0082 |
0.0082 |
|
0.0128 |
| ATR |
0.0043 |
0.0049 |
0.0005 |
11.6% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3276 |
1.3222 |
1.3048 |
|
| R3 |
1.3194 |
1.3140 |
1.3026 |
|
| R2 |
1.3112 |
1.3112 |
1.3018 |
|
| R1 |
1.3058 |
1.3058 |
1.3011 |
1.3044 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3024 |
| S1 |
1.2976 |
1.2976 |
1.2995 |
1.2962 |
| S2 |
1.2948 |
1.2948 |
1.2988 |
|
| S3 |
1.2866 |
1.2894 |
1.2980 |
|
| S4 |
1.2784 |
1.2812 |
1.2958 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3394 |
1.3345 |
1.3109 |
|
| R3 |
1.3266 |
1.3217 |
1.3074 |
|
| R2 |
1.3138 |
1.3138 |
1.3062 |
|
| R1 |
1.3089 |
1.3089 |
1.3051 |
1.3114 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.3023 |
| S1 |
1.2961 |
1.2961 |
1.3027 |
1.2986 |
| S2 |
1.2882 |
1.2882 |
1.3016 |
|
| S3 |
1.2754 |
1.2833 |
1.3004 |
|
| S4 |
1.2626 |
1.2705 |
1.2969 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3434 |
|
2.618 |
1.3300 |
|
1.618 |
1.3218 |
|
1.000 |
1.3167 |
|
0.618 |
1.3136 |
|
HIGH |
1.3085 |
|
0.618 |
1.3054 |
|
0.500 |
1.3044 |
|
0.382 |
1.3034 |
|
LOW |
1.3003 |
|
0.618 |
1.2952 |
|
1.000 |
1.2921 |
|
1.618 |
1.2870 |
|
2.618 |
1.2788 |
|
4.250 |
1.2655 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3044 |
1.3072 |
| PP |
1.3030 |
1.3049 |
| S1 |
1.3017 |
1.3026 |
|