CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3553 |
1.3546 |
-0.0007 |
-0.1% |
1.3522 |
| High |
1.3553 |
1.3598 |
0.0045 |
0.3% |
1.3611 |
| Low |
1.3547 |
1.3546 |
-0.0001 |
0.0% |
1.3522 |
| Close |
1.3547 |
1.3598 |
0.0051 |
0.4% |
1.3595 |
| Range |
0.0006 |
0.0052 |
0.0046 |
766.7% |
0.0089 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.1% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
7 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3737 |
1.3719 |
1.3627 |
|
| R3 |
1.3685 |
1.3667 |
1.3612 |
|
| R2 |
1.3633 |
1.3633 |
1.3608 |
|
| R1 |
1.3615 |
1.3615 |
1.3603 |
1.3624 |
| PP |
1.3581 |
1.3581 |
1.3581 |
1.3585 |
| S1 |
1.3563 |
1.3563 |
1.3593 |
1.3572 |
| S2 |
1.3529 |
1.3529 |
1.3588 |
|
| S3 |
1.3477 |
1.3511 |
1.3584 |
|
| S4 |
1.3425 |
1.3459 |
1.3569 |
|
|
| 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 |
1.3819 |
|
2.618 |
1.3734 |
|
1.618 |
1.3682 |
|
1.000 |
1.3650 |
|
0.618 |
1.3630 |
|
HIGH |
1.3598 |
|
0.618 |
1.3578 |
|
0.500 |
1.3572 |
|
0.382 |
1.3566 |
|
LOW |
1.3546 |
|
0.618 |
1.3514 |
|
1.000 |
1.3494 |
|
1.618 |
1.3462 |
|
2.618 |
1.3410 |
|
4.250 |
1.3325 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3589 |
1.3591 |
| PP |
1.3581 |
1.3584 |
| S1 |
1.3572 |
1.3578 |
|