CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3438 |
1.3500 |
0.0062 |
0.5% |
1.3526 |
| High |
1.3438 |
1.3500 |
0.0062 |
0.5% |
1.3530 |
| Low |
1.3438 |
1.3474 |
0.0036 |
0.3% |
1.3318 |
| Close |
1.3438 |
1.3474 |
0.0036 |
0.3% |
1.3366 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0212 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.7% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
35 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3561 |
1.3543 |
1.3488 |
|
| R3 |
1.3535 |
1.3517 |
1.3481 |
|
| R2 |
1.3509 |
1.3509 |
1.3479 |
|
| R1 |
1.3491 |
1.3491 |
1.3476 |
1.3487 |
| PP |
1.3483 |
1.3483 |
1.3483 |
1.3481 |
| S1 |
1.3465 |
1.3465 |
1.3472 |
1.3461 |
| S2 |
1.3457 |
1.3457 |
1.3469 |
|
| S3 |
1.3431 |
1.3439 |
1.3467 |
|
| S4 |
1.3405 |
1.3413 |
1.3460 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4041 |
1.3915 |
1.3483 |
|
| R3 |
1.3829 |
1.3703 |
1.3424 |
|
| R2 |
1.3617 |
1.3617 |
1.3405 |
|
| R1 |
1.3491 |
1.3491 |
1.3385 |
1.3448 |
| PP |
1.3405 |
1.3405 |
1.3405 |
1.3383 |
| S1 |
1.3279 |
1.3279 |
1.3347 |
1.3236 |
| S2 |
1.3193 |
1.3193 |
1.3327 |
|
| S3 |
1.2981 |
1.3067 |
1.3308 |
|
| S4 |
1.2769 |
1.2855 |
1.3249 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3611 |
|
2.618 |
1.3568 |
|
1.618 |
1.3542 |
|
1.000 |
1.3526 |
|
0.618 |
1.3516 |
|
HIGH |
1.3500 |
|
0.618 |
1.3490 |
|
0.500 |
1.3487 |
|
0.382 |
1.3484 |
|
LOW |
1.3474 |
|
0.618 |
1.3458 |
|
1.000 |
1.3448 |
|
1.618 |
1.3432 |
|
2.618 |
1.3406 |
|
4.250 |
1.3364 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3487 |
1.3468 |
| PP |
1.3483 |
1.3463 |
| S1 |
1.3478 |
1.3457 |
|