CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3371 |
1.3368 |
-0.0003 |
0.0% |
1.3201 |
| High |
1.3371 |
1.3518 |
0.0147 |
1.1% |
1.3325 |
| Low |
1.3371 |
1.3368 |
-0.0003 |
0.0% |
1.3201 |
| Close |
1.3371 |
1.3518 |
0.0147 |
1.1% |
1.3320 |
| Range |
0.0000 |
0.0150 |
0.0150 |
|
0.0124 |
| ATR |
0.0041 |
0.0049 |
0.0008 |
19.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3918 |
1.3868 |
1.3601 |
|
| R3 |
1.3768 |
1.3718 |
1.3559 |
|
| R2 |
1.3618 |
1.3618 |
1.3546 |
|
| R1 |
1.3568 |
1.3568 |
1.3532 |
1.3593 |
| PP |
1.3468 |
1.3468 |
1.3468 |
1.3481 |
| S1 |
1.3418 |
1.3418 |
1.3504 |
1.3443 |
| S2 |
1.3318 |
1.3318 |
1.3491 |
|
| S3 |
1.3168 |
1.3268 |
1.3477 |
|
| S4 |
1.3018 |
1.3118 |
1.3436 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3654 |
1.3611 |
1.3388 |
|
| R3 |
1.3530 |
1.3487 |
1.3354 |
|
| R2 |
1.3406 |
1.3406 |
1.3343 |
|
| R1 |
1.3363 |
1.3363 |
1.3331 |
1.3385 |
| PP |
1.3282 |
1.3282 |
1.3282 |
1.3293 |
| S1 |
1.3239 |
1.3239 |
1.3309 |
1.3261 |
| S2 |
1.3158 |
1.3158 |
1.3297 |
|
| S3 |
1.3034 |
1.3115 |
1.3286 |
|
| S4 |
1.2910 |
1.2991 |
1.3252 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4156 |
|
2.618 |
1.3911 |
|
1.618 |
1.3761 |
|
1.000 |
1.3668 |
|
0.618 |
1.3611 |
|
HIGH |
1.3518 |
|
0.618 |
1.3461 |
|
0.500 |
1.3443 |
|
0.382 |
1.3425 |
|
LOW |
1.3368 |
|
0.618 |
1.3275 |
|
1.000 |
1.3218 |
|
1.618 |
1.3125 |
|
2.618 |
1.2975 |
|
4.250 |
1.2731 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3493 |
1.3490 |
| PP |
1.3468 |
1.3461 |
| S1 |
1.3443 |
1.3433 |
|