CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3540 |
1.3595 |
0.0055 |
0.4% |
1.3530 |
| High |
1.3540 |
1.3610 |
0.0070 |
0.5% |
1.3530 |
| Low |
1.3540 |
1.3592 |
0.0052 |
0.4% |
1.3485 |
| Close |
1.3540 |
1.3592 |
0.0052 |
0.4% |
1.3529 |
| Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0045 |
| ATR |
0.0037 |
0.0039 |
0.0002 |
6.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3652 |
1.3640 |
1.3602 |
|
| R3 |
1.3634 |
1.3622 |
1.3597 |
|
| R2 |
1.3616 |
1.3616 |
1.3595 |
|
| R1 |
1.3604 |
1.3604 |
1.3594 |
1.3601 |
| PP |
1.3598 |
1.3598 |
1.3598 |
1.3597 |
| S1 |
1.3586 |
1.3586 |
1.3590 |
1.3583 |
| S2 |
1.3580 |
1.3580 |
1.3589 |
|
| S3 |
1.3562 |
1.3568 |
1.3587 |
|
| S4 |
1.3544 |
1.3550 |
1.3582 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3650 |
1.3634 |
1.3554 |
|
| R3 |
1.3605 |
1.3589 |
1.3541 |
|
| R2 |
1.3560 |
1.3560 |
1.3537 |
|
| R1 |
1.3544 |
1.3544 |
1.3533 |
1.3530 |
| PP |
1.3515 |
1.3515 |
1.3515 |
1.3507 |
| S1 |
1.3499 |
1.3499 |
1.3525 |
1.3485 |
| S2 |
1.3470 |
1.3470 |
1.3521 |
|
| S3 |
1.3425 |
1.3454 |
1.3517 |
|
| S4 |
1.3380 |
1.3409 |
1.3504 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3687 |
|
2.618 |
1.3657 |
|
1.618 |
1.3639 |
|
1.000 |
1.3628 |
|
0.618 |
1.3621 |
|
HIGH |
1.3610 |
|
0.618 |
1.3603 |
|
0.500 |
1.3601 |
|
0.382 |
1.3599 |
|
LOW |
1.3592 |
|
0.618 |
1.3581 |
|
1.000 |
1.3574 |
|
1.618 |
1.3563 |
|
2.618 |
1.3545 |
|
4.250 |
1.3516 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3601 |
1.3586 |
| PP |
1.3598 |
1.3579 |
| S1 |
1.3595 |
1.3573 |
|