CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3553 |
1.3600 |
0.0047 |
0.3% |
1.3550 |
| High |
1.3582 |
1.3611 |
0.0029 |
0.2% |
1.3557 |
| Low |
1.3553 |
1.3581 |
0.0028 |
0.2% |
1.3429 |
| Close |
1.3582 |
1.3581 |
-0.0001 |
0.0% |
1.3557 |
| Range |
0.0029 |
0.0030 |
0.0001 |
3.4% |
0.0128 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
5 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3681 |
1.3661 |
1.3598 |
|
| R3 |
1.3651 |
1.3631 |
1.3589 |
|
| R2 |
1.3621 |
1.3621 |
1.3587 |
|
| R1 |
1.3601 |
1.3601 |
1.3584 |
1.3596 |
| PP |
1.3591 |
1.3591 |
1.3591 |
1.3589 |
| S1 |
1.3571 |
1.3571 |
1.3578 |
1.3566 |
| S2 |
1.3561 |
1.3561 |
1.3576 |
|
| S3 |
1.3531 |
1.3541 |
1.3573 |
|
| S4 |
1.3501 |
1.3511 |
1.3565 |
|
|
| 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 |
1.3739 |
|
2.618 |
1.3690 |
|
1.618 |
1.3660 |
|
1.000 |
1.3641 |
|
0.618 |
1.3630 |
|
HIGH |
1.3611 |
|
0.618 |
1.3600 |
|
0.500 |
1.3596 |
|
0.382 |
1.3592 |
|
LOW |
1.3581 |
|
0.618 |
1.3562 |
|
1.000 |
1.3551 |
|
1.618 |
1.3532 |
|
2.618 |
1.3502 |
|
4.250 |
1.3454 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3596 |
1.3576 |
| PP |
1.3591 |
1.3571 |
| S1 |
1.3586 |
1.3567 |
|