CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.3498 |
1.3550 |
0.0052 |
0.4% |
1.3414 |
High |
1.3498 |
1.3550 |
0.0052 |
0.4% |
1.3500 |
Low |
1.3498 |
1.3508 |
0.0010 |
0.1% |
1.3414 |
Close |
1.3498 |
1.3508 |
0.0010 |
0.1% |
1.3498 |
Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0086 |
ATR |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
23 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3648 |
1.3620 |
1.3531 |
|
R3 |
1.3606 |
1.3578 |
1.3520 |
|
R2 |
1.3564 |
1.3564 |
1.3516 |
|
R1 |
1.3536 |
1.3536 |
1.3512 |
1.3529 |
PP |
1.3522 |
1.3522 |
1.3522 |
1.3519 |
S1 |
1.3494 |
1.3494 |
1.3504 |
1.3487 |
S2 |
1.3480 |
1.3480 |
1.3500 |
|
S3 |
1.3438 |
1.3452 |
1.3496 |
|
S4 |
1.3396 |
1.3410 |
1.3485 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3729 |
1.3699 |
1.3545 |
|
R3 |
1.3643 |
1.3613 |
1.3522 |
|
R2 |
1.3557 |
1.3557 |
1.3514 |
|
R1 |
1.3527 |
1.3527 |
1.3506 |
1.3542 |
PP |
1.3471 |
1.3471 |
1.3471 |
1.3478 |
S1 |
1.3441 |
1.3441 |
1.3490 |
1.3456 |
S2 |
1.3385 |
1.3385 |
1.3482 |
|
S3 |
1.3299 |
1.3355 |
1.3474 |
|
S4 |
1.3213 |
1.3269 |
1.3451 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3729 |
2.618 |
1.3660 |
1.618 |
1.3618 |
1.000 |
1.3592 |
0.618 |
1.3576 |
HIGH |
1.3550 |
0.618 |
1.3534 |
0.500 |
1.3529 |
0.382 |
1.3524 |
LOW |
1.3508 |
0.618 |
1.3482 |
1.000 |
1.3466 |
1.618 |
1.3440 |
2.618 |
1.3398 |
4.250 |
1.3330 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3529 |
1.3508 |
PP |
1.3522 |
1.3507 |
S1 |
1.3515 |
1.3507 |
|