CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3469 |
1.3529 |
0.0060 |
0.4% |
1.3550 |
| High |
1.3469 |
1.3557 |
0.0088 |
0.7% |
1.3557 |
| Low |
1.3469 |
1.3529 |
0.0060 |
0.4% |
1.3429 |
| Close |
1.3469 |
1.3557 |
0.0088 |
0.7% |
1.3557 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0128 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
4.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3632 |
1.3622 |
1.3572 |
|
| R3 |
1.3604 |
1.3594 |
1.3565 |
|
| R2 |
1.3576 |
1.3576 |
1.3562 |
|
| R1 |
1.3566 |
1.3566 |
1.3560 |
1.3571 |
| PP |
1.3548 |
1.3548 |
1.3548 |
1.3550 |
| S1 |
1.3538 |
1.3538 |
1.3554 |
1.3543 |
| S2 |
1.3520 |
1.3520 |
1.3552 |
|
| S3 |
1.3492 |
1.3510 |
1.3549 |
|
| S4 |
1.3464 |
1.3482 |
1.3542 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3898 |
1.3856 |
1.3627 |
|
| R3 |
1.3770 |
1.3728 |
1.3592 |
|
| R2 |
1.3642 |
1.3642 |
1.3580 |
|
| R1 |
1.3600 |
1.3600 |
1.3569 |
1.3621 |
| PP |
1.3514 |
1.3514 |
1.3514 |
1.3525 |
| S1 |
1.3472 |
1.3472 |
1.3545 |
1.3493 |
| S2 |
1.3386 |
1.3386 |
1.3534 |
|
| S3 |
1.3258 |
1.3344 |
1.3522 |
|
| S4 |
1.3130 |
1.3216 |
1.3487 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3676 |
|
2.618 |
1.3630 |
|
1.618 |
1.3602 |
|
1.000 |
1.3585 |
|
0.618 |
1.3574 |
|
HIGH |
1.3557 |
|
0.618 |
1.3546 |
|
0.500 |
1.3543 |
|
0.382 |
1.3540 |
|
LOW |
1.3529 |
|
0.618 |
1.3512 |
|
1.000 |
1.3501 |
|
1.618 |
1.3484 |
|
2.618 |
1.3456 |
|
4.250 |
1.3410 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3552 |
1.3536 |
| PP |
1.3548 |
1.3514 |
| S1 |
1.3543 |
1.3493 |
|