CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3338 |
0.0111 |
0.8% |
1.2978 |
| High |
1.3257 |
1.3338 |
0.0081 |
0.6% |
1.3208 |
| Low |
1.3227 |
1.3286 |
0.0059 |
0.4% |
1.2978 |
| Close |
1.3257 |
1.3286 |
0.0029 |
0.2% |
1.3198 |
| Range |
0.0030 |
0.0052 |
0.0022 |
73.3% |
0.0230 |
| ATR |
0.0049 |
0.0052 |
0.0002 |
4.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
26 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3459 |
1.3425 |
1.3315 |
|
| R3 |
1.3407 |
1.3373 |
1.3300 |
|
| R2 |
1.3355 |
1.3355 |
1.3296 |
|
| R1 |
1.3321 |
1.3321 |
1.3291 |
1.3312 |
| PP |
1.3303 |
1.3303 |
1.3303 |
1.3299 |
| S1 |
1.3269 |
1.3269 |
1.3281 |
1.3260 |
| S2 |
1.3251 |
1.3251 |
1.3276 |
|
| S3 |
1.3199 |
1.3217 |
1.3272 |
|
| S4 |
1.3147 |
1.3165 |
1.3257 |
|
|
| 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 |
1.3559 |
|
2.618 |
1.3474 |
|
1.618 |
1.3422 |
|
1.000 |
1.3390 |
|
0.618 |
1.3370 |
|
HIGH |
1.3338 |
|
0.618 |
1.3318 |
|
0.500 |
1.3312 |
|
0.382 |
1.3306 |
|
LOW |
1.3286 |
|
0.618 |
1.3254 |
|
1.000 |
1.3234 |
|
1.618 |
1.3202 |
|
2.618 |
1.3150 |
|
4.250 |
1.3065 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3312 |
1.3278 |
| PP |
1.3303 |
1.3270 |
| S1 |
1.3295 |
1.3262 |
|