CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3368 |
1.3549 |
0.0181 |
1.4% |
1.3201 |
| High |
1.3518 |
1.3574 |
0.0056 |
0.4% |
1.3325 |
| Low |
1.3368 |
1.3537 |
0.0169 |
1.3% |
1.3201 |
| Close |
1.3518 |
1.3537 |
0.0019 |
0.1% |
1.3320 |
| Range |
0.0150 |
0.0037 |
-0.0113 |
-75.3% |
0.0124 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.1% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
15 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3660 |
1.3636 |
1.3557 |
|
| R3 |
1.3623 |
1.3599 |
1.3547 |
|
| R2 |
1.3586 |
1.3586 |
1.3544 |
|
| R1 |
1.3562 |
1.3562 |
1.3540 |
1.3556 |
| PP |
1.3549 |
1.3549 |
1.3549 |
1.3546 |
| S1 |
1.3525 |
1.3525 |
1.3534 |
1.3519 |
| S2 |
1.3512 |
1.3512 |
1.3530 |
|
| S3 |
1.3475 |
1.3488 |
1.3527 |
|
| S4 |
1.3438 |
1.3451 |
1.3517 |
|
|
| 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 |
1.3731 |
|
2.618 |
1.3671 |
|
1.618 |
1.3634 |
|
1.000 |
1.3611 |
|
0.618 |
1.3597 |
|
HIGH |
1.3574 |
|
0.618 |
1.3560 |
|
0.500 |
1.3556 |
|
0.382 |
1.3551 |
|
LOW |
1.3537 |
|
0.618 |
1.3514 |
|
1.000 |
1.3500 |
|
1.618 |
1.3477 |
|
2.618 |
1.3440 |
|
4.250 |
1.3380 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3556 |
1.3515 |
| PP |
1.3549 |
1.3493 |
| S1 |
1.3543 |
1.3471 |
|