CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3363 |
1.3340 |
-0.0023 |
-0.2% |
1.3328 |
| High |
1.3363 |
1.3350 |
-0.0013 |
-0.1% |
1.3363 |
| Low |
1.3363 |
1.3340 |
-0.0023 |
-0.2% |
1.3275 |
| Close |
1.3363 |
1.3350 |
-0.0013 |
-0.1% |
1.3350 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0088 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3377 |
1.3373 |
1.3356 |
|
| R3 |
1.3367 |
1.3363 |
1.3353 |
|
| R2 |
1.3357 |
1.3357 |
1.3352 |
|
| R1 |
1.3353 |
1.3353 |
1.3351 |
1.3355 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3348 |
| S1 |
1.3343 |
1.3343 |
1.3349 |
1.3345 |
| S2 |
1.3337 |
1.3337 |
1.3348 |
|
| S3 |
1.3327 |
1.3333 |
1.3347 |
|
| S4 |
1.3317 |
1.3323 |
1.3345 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3593 |
1.3560 |
1.3398 |
|
| R3 |
1.3505 |
1.3472 |
1.3374 |
|
| R2 |
1.3417 |
1.3417 |
1.3366 |
|
| R1 |
1.3384 |
1.3384 |
1.3358 |
1.3401 |
| PP |
1.3329 |
1.3329 |
1.3329 |
1.3338 |
| S1 |
1.3296 |
1.3296 |
1.3342 |
1.3313 |
| S2 |
1.3241 |
1.3241 |
1.3334 |
|
| S3 |
1.3153 |
1.3208 |
1.3326 |
|
| S4 |
1.3065 |
1.3120 |
1.3302 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3393 |
|
2.618 |
1.3376 |
|
1.618 |
1.3366 |
|
1.000 |
1.3360 |
|
0.618 |
1.3356 |
|
HIGH |
1.3350 |
|
0.618 |
1.3346 |
|
0.500 |
1.3345 |
|
0.382 |
1.3344 |
|
LOW |
1.3340 |
|
0.618 |
1.3334 |
|
1.000 |
1.3330 |
|
1.618 |
1.3324 |
|
2.618 |
1.3314 |
|
4.250 |
1.3298 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3348 |
1.3340 |
| PP |
1.3347 |
1.3329 |
| S1 |
1.3345 |
1.3319 |
|