CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3555 |
1.3491 |
-0.0064 |
-0.5% |
1.3587 |
| High |
1.3559 |
1.3540 |
-0.0019 |
-0.1% |
1.3609 |
| Low |
1.3513 |
1.3491 |
-0.0022 |
-0.2% |
1.3520 |
| Close |
1.3529 |
1.3540 |
0.0011 |
0.1% |
1.3563 |
| Range |
0.0046 |
0.0049 |
0.0003 |
6.5% |
0.0089 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
1.4% |
0.0000 |
| Volume |
2 |
18 |
16 |
800.0% |
13 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3671 |
1.3654 |
1.3567 |
|
| R3 |
1.3622 |
1.3605 |
1.3553 |
|
| R2 |
1.3573 |
1.3573 |
1.3549 |
|
| R1 |
1.3556 |
1.3556 |
1.3544 |
1.3565 |
| PP |
1.3524 |
1.3524 |
1.3524 |
1.3528 |
| S1 |
1.3507 |
1.3507 |
1.3536 |
1.3516 |
| S2 |
1.3475 |
1.3475 |
1.3531 |
|
| S3 |
1.3426 |
1.3458 |
1.3527 |
|
| S4 |
1.3377 |
1.3409 |
1.3513 |
|
|
| 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 |
1.3748 |
|
2.618 |
1.3668 |
|
1.618 |
1.3619 |
|
1.000 |
1.3589 |
|
0.618 |
1.3570 |
|
HIGH |
1.3540 |
|
0.618 |
1.3521 |
|
0.500 |
1.3516 |
|
0.382 |
1.3510 |
|
LOW |
1.3491 |
|
0.618 |
1.3461 |
|
1.000 |
1.3442 |
|
1.618 |
1.3412 |
|
2.618 |
1.3363 |
|
4.250 |
1.3283 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3532 |
1.3546 |
| PP |
1.3524 |
1.3544 |
| S1 |
1.3516 |
1.3542 |
|