CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3325 |
1.3270 |
-0.0055 |
-0.4% |
1.3183 |
| High |
1.3325 |
1.3318 |
-0.0007 |
-0.1% |
1.3222 |
| Low |
1.3324 |
1.3270 |
-0.0054 |
-0.4% |
1.3131 |
| Close |
1.3324 |
1.3318 |
-0.0006 |
0.0% |
1.3197 |
| Range |
0.0001 |
0.0048 |
0.0047 |
4,700.0% |
0.0091 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.2% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
8 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3446 |
1.3430 |
1.3344 |
|
| R3 |
1.3398 |
1.3382 |
1.3331 |
|
| R2 |
1.3350 |
1.3350 |
1.3327 |
|
| R1 |
1.3334 |
1.3334 |
1.3322 |
1.3342 |
| PP |
1.3302 |
1.3302 |
1.3302 |
1.3306 |
| S1 |
1.3286 |
1.3286 |
1.3314 |
1.3294 |
| S2 |
1.3254 |
1.3254 |
1.3309 |
|
| S3 |
1.3206 |
1.3238 |
1.3305 |
|
| S4 |
1.3158 |
1.3190 |
1.3292 |
|
|
| 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 |
1.3522 |
|
2.618 |
1.3444 |
|
1.618 |
1.3396 |
|
1.000 |
1.3366 |
|
0.618 |
1.3348 |
|
HIGH |
1.3318 |
|
0.618 |
1.3300 |
|
0.500 |
1.3294 |
|
0.382 |
1.3288 |
|
LOW |
1.3270 |
|
0.618 |
1.3240 |
|
1.000 |
1.3222 |
|
1.618 |
1.3192 |
|
2.618 |
1.3144 |
|
4.250 |
1.3066 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3310 |
1.3311 |
| PP |
1.3302 |
1.3304 |
| S1 |
1.3294 |
1.3298 |
|