CME Euro FX (E) Future June 2014
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.3549 |
1.3530 |
-0.0019 |
-0.1% |
1.3347 |
High |
1.3574 |
1.3530 |
-0.0044 |
-0.3% |
1.3574 |
Low |
1.3537 |
1.3530 |
-0.0007 |
-0.1% |
1.3347 |
Close |
1.3537 |
1.3530 |
-0.0007 |
-0.1% |
1.3530 |
Range |
0.0037 |
0.0000 |
-0.0037 |
-100.0% |
0.0227 |
ATR |
0.0049 |
0.0046 |
-0.0003 |
-6.1% |
0.0000 |
Volume |
4 |
11 |
7 |
175.0% |
21 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3530 |
1.3530 |
1.3530 |
|
R3 |
1.3530 |
1.3530 |
1.3530 |
|
R2 |
1.3530 |
1.3530 |
1.3530 |
|
R1 |
1.3530 |
1.3530 |
1.3530 |
1.3530 |
PP |
1.3530 |
1.3530 |
1.3530 |
1.3530 |
S1 |
1.3530 |
1.3530 |
1.3530 |
1.3530 |
S2 |
1.3530 |
1.3530 |
1.3530 |
|
S3 |
1.3530 |
1.3530 |
1.3530 |
|
S4 |
1.3530 |
1.3530 |
1.3530 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4165 |
1.4074 |
1.3655 |
|
R3 |
1.3938 |
1.3847 |
1.3592 |
|
R2 |
1.3711 |
1.3711 |
1.3572 |
|
R1 |
1.3620 |
1.3620 |
1.3551 |
1.3666 |
PP |
1.3484 |
1.3484 |
1.3484 |
1.3506 |
S1 |
1.3393 |
1.3393 |
1.3509 |
1.3439 |
S2 |
1.3257 |
1.3257 |
1.3488 |
|
S3 |
1.3030 |
1.3166 |
1.3468 |
|
S4 |
1.2803 |
1.2939 |
1.3405 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3530 |
2.618 |
1.3530 |
1.618 |
1.3530 |
1.000 |
1.3530 |
0.618 |
1.3530 |
HIGH |
1.3530 |
0.618 |
1.3530 |
0.500 |
1.3530 |
0.382 |
1.3530 |
LOW |
1.3530 |
0.618 |
1.3530 |
1.000 |
1.3530 |
1.618 |
1.3530 |
2.618 |
1.3530 |
4.250 |
1.3530 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3530 |
1.3510 |
PP |
1.3530 |
1.3491 |
S1 |
1.3530 |
1.3471 |
|