CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3563 |
1.3600 |
0.0037 |
0.3% |
1.3587 |
| High |
1.3563 |
1.3600 |
0.0037 |
0.3% |
1.3609 |
| Low |
1.3563 |
1.3587 |
0.0024 |
0.2% |
1.3520 |
| Close |
1.3563 |
1.3587 |
0.0024 |
0.2% |
1.3563 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0089 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3630 |
1.3622 |
1.3594 |
|
| R3 |
1.3617 |
1.3609 |
1.3591 |
|
| R2 |
1.3604 |
1.3604 |
1.3589 |
|
| R1 |
1.3596 |
1.3596 |
1.3588 |
1.3594 |
| PP |
1.3591 |
1.3591 |
1.3591 |
1.3590 |
| S1 |
1.3583 |
1.3583 |
1.3586 |
1.3581 |
| S2 |
1.3578 |
1.3578 |
1.3585 |
|
| S3 |
1.3565 |
1.3570 |
1.3583 |
|
| S4 |
1.3552 |
1.3557 |
1.3580 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3831 |
1.3786 |
1.3612 |
|
| R3 |
1.3742 |
1.3697 |
1.3587 |
|
| R2 |
1.3653 |
1.3653 |
1.3579 |
|
| R1 |
1.3608 |
1.3608 |
1.3571 |
1.3586 |
| PP |
1.3564 |
1.3564 |
1.3564 |
1.3553 |
| S1 |
1.3519 |
1.3519 |
1.3555 |
1.3497 |
| S2 |
1.3475 |
1.3475 |
1.3547 |
|
| S3 |
1.3386 |
1.3430 |
1.3539 |
|
| S4 |
1.3297 |
1.3341 |
1.3514 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3655 |
|
2.618 |
1.3634 |
|
1.618 |
1.3621 |
|
1.000 |
1.3613 |
|
0.618 |
1.3608 |
|
HIGH |
1.3600 |
|
0.618 |
1.3595 |
|
0.500 |
1.3594 |
|
0.382 |
1.3592 |
|
LOW |
1.3587 |
|
0.618 |
1.3579 |
|
1.000 |
1.3574 |
|
1.618 |
1.3566 |
|
2.618 |
1.3553 |
|
4.250 |
1.3532 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3594 |
1.3582 |
| PP |
1.3591 |
1.3577 |
| S1 |
1.3589 |
1.3572 |
|