CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3115 |
1.3103 |
-0.0012 |
-0.1% |
1.2978 |
| High |
1.3115 |
1.3208 |
0.0093 |
0.7% |
1.3208 |
| Low |
1.3115 |
1.3103 |
-0.0012 |
-0.1% |
1.2978 |
| Close |
1.3115 |
1.3198 |
0.0083 |
0.6% |
1.3198 |
| Range |
0.0000 |
0.0105 |
0.0105 |
|
0.0230 |
| ATR |
0.0047 |
0.0051 |
0.0004 |
8.7% |
0.0000 |
| Volume |
18 |
1 |
-17 |
-94.4% |
26 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3485 |
1.3446 |
1.3256 |
|
| R3 |
1.3380 |
1.3341 |
1.3227 |
|
| R2 |
1.3275 |
1.3275 |
1.3217 |
|
| R1 |
1.3236 |
1.3236 |
1.3208 |
1.3256 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3179 |
| S1 |
1.3131 |
1.3131 |
1.3188 |
1.3151 |
| S2 |
1.3065 |
1.3065 |
1.3179 |
|
| S3 |
1.2960 |
1.3026 |
1.3169 |
|
| S4 |
1.2855 |
1.2921 |
1.3140 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3818 |
1.3738 |
1.3325 |
|
| R3 |
1.3588 |
1.3508 |
1.3261 |
|
| R2 |
1.3358 |
1.3358 |
1.3240 |
|
| R1 |
1.3278 |
1.3278 |
1.3219 |
1.3318 |
| PP |
1.3128 |
1.3128 |
1.3128 |
1.3148 |
| S1 |
1.3048 |
1.3048 |
1.3177 |
1.3088 |
| S2 |
1.2898 |
1.2898 |
1.3156 |
|
| S3 |
1.2668 |
1.2818 |
1.3135 |
|
| S4 |
1.2438 |
1.2588 |
1.3072 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3654 |
|
2.618 |
1.3483 |
|
1.618 |
1.3378 |
|
1.000 |
1.3313 |
|
0.618 |
1.3273 |
|
HIGH |
1.3208 |
|
0.618 |
1.3168 |
|
0.500 |
1.3156 |
|
0.382 |
1.3143 |
|
LOW |
1.3103 |
|
0.618 |
1.3038 |
|
1.000 |
1.2998 |
|
1.618 |
1.2933 |
|
2.618 |
1.2828 |
|
4.250 |
1.2657 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3184 |
1.3173 |
| PP |
1.3170 |
1.3148 |
| S1 |
1.3156 |
1.3124 |
|