CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3606 |
0.0006 |
0.0% |
1.3522 |
| High |
1.3611 |
1.3609 |
-0.0002 |
0.0% |
1.3611 |
| Low |
1.3581 |
1.3595 |
0.0014 |
0.1% |
1.3522 |
| Close |
1.3581 |
1.3595 |
0.0014 |
0.1% |
1.3595 |
| Range |
0.0030 |
0.0014 |
-0.0016 |
-53.3% |
0.0089 |
| ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
7 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3632 |
1.3603 |
|
| R3 |
1.3628 |
1.3618 |
1.3599 |
|
| R2 |
1.3614 |
1.3614 |
1.3598 |
|
| R1 |
1.3604 |
1.3604 |
1.3596 |
1.3602 |
| PP |
1.3600 |
1.3600 |
1.3600 |
1.3599 |
| S1 |
1.3590 |
1.3590 |
1.3594 |
1.3588 |
| S2 |
1.3586 |
1.3586 |
1.3592 |
|
| S3 |
1.3572 |
1.3576 |
1.3591 |
|
| S4 |
1.3558 |
1.3562 |
1.3587 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3843 |
1.3808 |
1.3644 |
|
| R3 |
1.3754 |
1.3719 |
1.3619 |
|
| R2 |
1.3665 |
1.3665 |
1.3611 |
|
| R1 |
1.3630 |
1.3630 |
1.3603 |
1.3648 |
| PP |
1.3576 |
1.3576 |
1.3576 |
1.3585 |
| S1 |
1.3541 |
1.3541 |
1.3587 |
1.3559 |
| S2 |
1.3487 |
1.3487 |
1.3579 |
|
| S3 |
1.3398 |
1.3452 |
1.3571 |
|
| S4 |
1.3309 |
1.3363 |
1.3546 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3669 |
|
2.618 |
1.3646 |
|
1.618 |
1.3632 |
|
1.000 |
1.3623 |
|
0.618 |
1.3618 |
|
HIGH |
1.3609 |
|
0.618 |
1.3604 |
|
0.500 |
1.3602 |
|
0.382 |
1.3600 |
|
LOW |
1.3595 |
|
0.618 |
1.3586 |
|
1.000 |
1.3581 |
|
1.618 |
1.3572 |
|
2.618 |
1.3558 |
|
4.250 |
1.3536 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3602 |
1.3591 |
| PP |
1.3600 |
1.3586 |
| S1 |
1.3597 |
1.3582 |
|