CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3530 |
1.3467 |
-0.0063 |
-0.5% |
1.3809 |
| High |
1.3530 |
1.3467 |
-0.0063 |
-0.5% |
1.3809 |
| Low |
1.3530 |
1.3318 |
-0.0212 |
-1.6% |
1.3502 |
| Close |
1.3530 |
1.3438 |
-0.0092 |
-0.7% |
1.3502 |
| Range |
0.0000 |
0.0149 |
0.0149 |
|
0.0307 |
| ATR |
|
|
|
|
|
| Volume |
4 |
4 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3855 |
1.3795 |
1.3520 |
|
| R3 |
1.3706 |
1.3646 |
1.3479 |
|
| R2 |
1.3557 |
1.3557 |
1.3465 |
|
| R1 |
1.3497 |
1.3497 |
1.3452 |
1.3453 |
| PP |
1.3408 |
1.3408 |
1.3408 |
1.3385 |
| S1 |
1.3348 |
1.3348 |
1.3424 |
1.3304 |
| S2 |
1.3259 |
1.3259 |
1.3411 |
|
| S3 |
1.3110 |
1.3199 |
1.3397 |
|
| S4 |
1.2961 |
1.3050 |
1.3356 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4525 |
1.4321 |
1.3671 |
|
| R3 |
1.4218 |
1.4014 |
1.3586 |
|
| R2 |
1.3911 |
1.3911 |
1.3558 |
|
| R1 |
1.3707 |
1.3707 |
1.3530 |
1.3656 |
| PP |
1.3604 |
1.3604 |
1.3604 |
1.3579 |
| S1 |
1.3400 |
1.3400 |
1.3474 |
1.3349 |
| S2 |
1.3297 |
1.3297 |
1.3446 |
|
| S3 |
1.2990 |
1.3093 |
1.3418 |
|
| S4 |
1.2683 |
1.2786 |
1.3333 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4100 |
|
2.618 |
1.3857 |
|
1.618 |
1.3708 |
|
1.000 |
1.3616 |
|
0.618 |
1.3559 |
|
HIGH |
1.3467 |
|
0.618 |
1.3410 |
|
0.500 |
1.3393 |
|
0.382 |
1.3375 |
|
LOW |
1.3318 |
|
0.618 |
1.3226 |
|
1.000 |
1.3169 |
|
1.618 |
1.3077 |
|
2.618 |
1.2928 |
|
4.250 |
1.2685 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3423 |
1.3433 |
| PP |
1.3408 |
1.3429 |
| S1 |
1.3393 |
1.3424 |
|