CME Euro FX (E) Future June 2014
Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.3595 |
1.3618 |
0.0023 |
0.2% |
1.3530 |
High |
1.3610 |
1.3631 |
0.0021 |
0.2% |
1.3530 |
Low |
1.3592 |
1.3618 |
0.0026 |
0.2% |
1.3485 |
Close |
1.3592 |
1.3631 |
0.0039 |
0.3% |
1.3529 |
Range |
0.0018 |
0.0013 |
-0.0005 |
-27.8% |
0.0045 |
ATR |
0.0039 |
0.0039 |
0.0000 |
0.0% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
15 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3666 |
1.3661 |
1.3638 |
|
R3 |
1.3653 |
1.3648 |
1.3635 |
|
R2 |
1.3640 |
1.3640 |
1.3633 |
|
R1 |
1.3635 |
1.3635 |
1.3632 |
1.3638 |
PP |
1.3627 |
1.3627 |
1.3627 |
1.3628 |
S1 |
1.3622 |
1.3622 |
1.3630 |
1.3625 |
S2 |
1.3614 |
1.3614 |
1.3629 |
|
S3 |
1.3601 |
1.3609 |
1.3627 |
|
S4 |
1.3588 |
1.3596 |
1.3624 |
|
|
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 |
1.3686 |
2.618 |
1.3665 |
1.618 |
1.3652 |
1.000 |
1.3644 |
0.618 |
1.3639 |
HIGH |
1.3631 |
0.618 |
1.3626 |
0.500 |
1.3625 |
0.382 |
1.3623 |
LOW |
1.3618 |
0.618 |
1.3610 |
1.000 |
1.3605 |
1.618 |
1.3597 |
2.618 |
1.3584 |
4.250 |
1.3563 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3629 |
1.3616 |
PP |
1.3627 |
1.3601 |
S1 |
1.3625 |
1.3586 |
|