CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3131 |
1.3201 |
0.0070 |
0.5% |
1.3183 |
| High |
1.3197 |
1.3277 |
0.0080 |
0.6% |
1.3222 |
| Low |
1.3131 |
1.3201 |
0.0070 |
0.5% |
1.3131 |
| Close |
1.3197 |
1.3275 |
0.0078 |
0.6% |
1.3197 |
| Range |
0.0066 |
0.0076 |
0.0010 |
15.2% |
0.0091 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
5.1% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
8 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3479 |
1.3453 |
1.3317 |
|
| R3 |
1.3403 |
1.3377 |
1.3296 |
|
| R2 |
1.3327 |
1.3327 |
1.3289 |
|
| R1 |
1.3301 |
1.3301 |
1.3282 |
1.3314 |
| PP |
1.3251 |
1.3251 |
1.3251 |
1.3258 |
| S1 |
1.3225 |
1.3225 |
1.3268 |
1.3238 |
| S2 |
1.3175 |
1.3175 |
1.3261 |
|
| S3 |
1.3099 |
1.3149 |
1.3254 |
|
| S4 |
1.3023 |
1.3073 |
1.3233 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3418 |
1.3247 |
|
| R3 |
1.3365 |
1.3327 |
1.3222 |
|
| R2 |
1.3274 |
1.3274 |
1.3214 |
|
| R1 |
1.3236 |
1.3236 |
1.3205 |
1.3255 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3193 |
| S1 |
1.3145 |
1.3145 |
1.3189 |
1.3164 |
| S2 |
1.3092 |
1.3092 |
1.3180 |
|
| S3 |
1.3001 |
1.3054 |
1.3172 |
|
| S4 |
1.2910 |
1.2963 |
1.3147 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3600 |
|
2.618 |
1.3476 |
|
1.618 |
1.3400 |
|
1.000 |
1.3353 |
|
0.618 |
1.3324 |
|
HIGH |
1.3277 |
|
0.618 |
1.3248 |
|
0.500 |
1.3239 |
|
0.382 |
1.3230 |
|
LOW |
1.3201 |
|
0.618 |
1.3154 |
|
1.000 |
1.3125 |
|
1.618 |
1.3078 |
|
2.618 |
1.3002 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3263 |
1.3251 |
| PP |
1.3251 |
1.3228 |
| S1 |
1.3239 |
1.3204 |
|