CME Euro FX (E) Future September 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3240 |
1.3226 |
-0.0014 |
-0.1% |
1.3196 |
| High |
1.3240 |
1.3226 |
-0.0014 |
-0.1% |
1.3338 |
| Low |
1.3201 |
1.3226 |
0.0025 |
0.2% |
1.3185 |
| Close |
1.3214 |
1.3226 |
0.0012 |
0.1% |
1.3214 |
| Range |
0.0039 |
0.0000 |
-0.0039 |
-100.0% |
0.0153 |
| ATR |
0.0051 |
0.0048 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
22 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3226 |
1.3226 |
1.3226 |
|
| R3 |
1.3226 |
1.3226 |
1.3226 |
|
| R2 |
1.3226 |
1.3226 |
1.3226 |
|
| R1 |
1.3226 |
1.3226 |
1.3226 |
1.3226 |
| PP |
1.3226 |
1.3226 |
1.3226 |
1.3226 |
| S1 |
1.3226 |
1.3226 |
1.3226 |
1.3226 |
| S2 |
1.3226 |
1.3226 |
1.3226 |
|
| S3 |
1.3226 |
1.3226 |
1.3226 |
|
| S4 |
1.3226 |
1.3226 |
1.3226 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3705 |
1.3612 |
1.3298 |
|
| R3 |
1.3552 |
1.3459 |
1.3256 |
|
| R2 |
1.3399 |
1.3399 |
1.3242 |
|
| R1 |
1.3306 |
1.3306 |
1.3228 |
1.3353 |
| PP |
1.3246 |
1.3246 |
1.3246 |
1.3269 |
| S1 |
1.3153 |
1.3153 |
1.3200 |
1.3200 |
| S2 |
1.3093 |
1.3093 |
1.3186 |
|
| S3 |
1.2940 |
1.3000 |
1.3172 |
|
| S4 |
1.2787 |
1.2847 |
1.3130 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3226 |
|
2.618 |
1.3226 |
|
1.618 |
1.3226 |
|
1.000 |
1.3226 |
|
0.618 |
1.3226 |
|
HIGH |
1.3226 |
|
0.618 |
1.3226 |
|
0.500 |
1.3226 |
|
0.382 |
1.3226 |
|
LOW |
1.3226 |
|
0.618 |
1.3226 |
|
1.000 |
1.3226 |
|
1.618 |
1.3226 |
|
2.618 |
1.3226 |
|
4.250 |
1.3226 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3226 |
1.3240 |
| PP |
1.3226 |
1.3235 |
| S1 |
1.3226 |
1.3231 |
|