CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3103 |
1.3196 |
0.0093 |
0.7% |
1.2978 |
| High |
1.3208 |
1.3198 |
-0.0010 |
-0.1% |
1.3208 |
| Low |
1.3103 |
1.3185 |
0.0082 |
0.6% |
1.2978 |
| Close |
1.3198 |
1.3198 |
0.0000 |
0.0% |
1.3198 |
| Range |
0.0105 |
0.0013 |
-0.0092 |
-87.6% |
0.0230 |
| ATR |
0.0051 |
0.0049 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
1 |
16 |
15 |
1,500.0% |
26 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3233 |
1.3228 |
1.3205 |
|
| R3 |
1.3220 |
1.3215 |
1.3202 |
|
| R2 |
1.3207 |
1.3207 |
1.3200 |
|
| R1 |
1.3202 |
1.3202 |
1.3199 |
1.3205 |
| PP |
1.3194 |
1.3194 |
1.3194 |
1.3195 |
| S1 |
1.3189 |
1.3189 |
1.3197 |
1.3192 |
| S2 |
1.3181 |
1.3181 |
1.3196 |
|
| S3 |
1.3168 |
1.3176 |
1.3194 |
|
| S4 |
1.3155 |
1.3163 |
1.3191 |
|
|
| 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 |
1.3253 |
|
2.618 |
1.3232 |
|
1.618 |
1.3219 |
|
1.000 |
1.3211 |
|
0.618 |
1.3206 |
|
HIGH |
1.3198 |
|
0.618 |
1.3193 |
|
0.500 |
1.3192 |
|
0.382 |
1.3190 |
|
LOW |
1.3185 |
|
0.618 |
1.3177 |
|
1.000 |
1.3172 |
|
1.618 |
1.3164 |
|
2.618 |
1.3151 |
|
4.250 |
1.3130 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3196 |
1.3184 |
| PP |
1.3194 |
1.3170 |
| S1 |
1.3192 |
1.3156 |
|