CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3522 |
1.3553 |
0.0031 |
0.2% |
1.3550 |
| High |
1.3522 |
1.3582 |
0.0060 |
0.4% |
1.3557 |
| Low |
1.3522 |
1.3553 |
0.0031 |
0.2% |
1.3429 |
| Close |
1.3522 |
1.3582 |
0.0060 |
0.4% |
1.3557 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0128 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3659 |
1.3650 |
1.3598 |
|
| R3 |
1.3630 |
1.3621 |
1.3590 |
|
| R2 |
1.3601 |
1.3601 |
1.3587 |
|
| R1 |
1.3592 |
1.3592 |
1.3585 |
1.3597 |
| PP |
1.3572 |
1.3572 |
1.3572 |
1.3575 |
| S1 |
1.3563 |
1.3563 |
1.3579 |
1.3568 |
| S2 |
1.3543 |
1.3543 |
1.3577 |
|
| S3 |
1.3514 |
1.3534 |
1.3574 |
|
| S4 |
1.3485 |
1.3505 |
1.3566 |
|
|
| 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 |
1.3705 |
|
2.618 |
1.3658 |
|
1.618 |
1.3629 |
|
1.000 |
1.3611 |
|
0.618 |
1.3600 |
|
HIGH |
1.3582 |
|
0.618 |
1.3571 |
|
0.500 |
1.3568 |
|
0.382 |
1.3564 |
|
LOW |
1.3553 |
|
0.618 |
1.3535 |
|
1.000 |
1.3524 |
|
1.618 |
1.3506 |
|
2.618 |
1.3477 |
|
4.250 |
1.3430 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3577 |
1.3572 |
| PP |
1.3572 |
1.3562 |
| S1 |
1.3568 |
1.3552 |
|