CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3196 |
1.3227 |
0.0031 |
0.2% |
1.2978 |
| High |
1.3198 |
1.3257 |
0.0059 |
0.4% |
1.3208 |
| Low |
1.3185 |
1.3227 |
0.0042 |
0.3% |
1.2978 |
| Close |
1.3198 |
1.3257 |
0.0059 |
0.4% |
1.3198 |
| Range |
0.0013 |
0.0030 |
0.0017 |
130.8% |
0.0230 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.5% |
0.0000 |
| Volume |
16 |
2 |
-14 |
-87.5% |
26 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3337 |
1.3327 |
1.3274 |
|
| R3 |
1.3307 |
1.3297 |
1.3265 |
|
| R2 |
1.3277 |
1.3277 |
1.3263 |
|
| R1 |
1.3267 |
1.3267 |
1.3260 |
1.3272 |
| PP |
1.3247 |
1.3247 |
1.3247 |
1.3250 |
| S1 |
1.3237 |
1.3237 |
1.3254 |
1.3242 |
| S2 |
1.3217 |
1.3217 |
1.3252 |
|
| S3 |
1.3187 |
1.3207 |
1.3249 |
|
| S4 |
1.3157 |
1.3177 |
1.3241 |
|
|
| 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 |
1.3385 |
|
2.618 |
1.3336 |
|
1.618 |
1.3306 |
|
1.000 |
1.3287 |
|
0.618 |
1.3276 |
|
HIGH |
1.3257 |
|
0.618 |
1.3246 |
|
0.500 |
1.3242 |
|
0.382 |
1.3238 |
|
LOW |
1.3227 |
|
0.618 |
1.3208 |
|
1.000 |
1.3197 |
|
1.618 |
1.3178 |
|
2.618 |
1.3148 |
|
4.250 |
1.3100 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3252 |
1.3231 |
| PP |
1.3247 |
1.3206 |
| S1 |
1.3242 |
1.3180 |
|