CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.3606 |
1.3553 |
-0.0053 |
-0.4% |
1.3522 |
High |
1.3609 |
1.3553 |
-0.0056 |
-0.4% |
1.3611 |
Low |
1.3595 |
1.3547 |
-0.0048 |
-0.4% |
1.3522 |
Close |
1.3595 |
1.3547 |
-0.0048 |
-0.4% |
1.3595 |
Range |
0.0014 |
0.0006 |
-0.0008 |
-57.1% |
0.0089 |
ATR |
0.0052 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
Volume |
3 |
8 |
5 |
166.7% |
7 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3567 |
1.3563 |
1.3550 |
|
R3 |
1.3561 |
1.3557 |
1.3549 |
|
R2 |
1.3555 |
1.3555 |
1.3548 |
|
R1 |
1.3551 |
1.3551 |
1.3548 |
1.3550 |
PP |
1.3549 |
1.3549 |
1.3549 |
1.3549 |
S1 |
1.3545 |
1.3545 |
1.3546 |
1.3544 |
S2 |
1.3543 |
1.3543 |
1.3546 |
|
S3 |
1.3537 |
1.3539 |
1.3545 |
|
S4 |
1.3531 |
1.3533 |
1.3544 |
|
|
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 |
1.3579 |
2.618 |
1.3569 |
1.618 |
1.3563 |
1.000 |
1.3559 |
0.618 |
1.3557 |
HIGH |
1.3553 |
0.618 |
1.3551 |
0.500 |
1.3550 |
0.382 |
1.3549 |
LOW |
1.3547 |
0.618 |
1.3543 |
1.000 |
1.3541 |
1.618 |
1.3537 |
2.618 |
1.3531 |
4.250 |
1.3522 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3550 |
1.3579 |
PP |
1.3549 |
1.3568 |
S1 |
1.3548 |
1.3558 |
|