CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3596 |
1.3576 |
-0.0020 |
-0.1% |
1.3522 |
| High |
1.3612 |
1.3679 |
0.0067 |
0.5% |
1.3611 |
| Low |
1.3594 |
1.3576 |
-0.0018 |
-0.1% |
1.3522 |
| Close |
1.3594 |
1.3679 |
0.0085 |
0.6% |
1.3595 |
| Range |
0.0018 |
0.0103 |
0.0085 |
472.2% |
0.0089 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
7.9% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
7 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3954 |
1.3919 |
1.3736 |
|
| R3 |
1.3851 |
1.3816 |
1.3707 |
|
| R2 |
1.3748 |
1.3748 |
1.3698 |
|
| R1 |
1.3713 |
1.3713 |
1.3688 |
1.3731 |
| PP |
1.3645 |
1.3645 |
1.3645 |
1.3653 |
| S1 |
1.3610 |
1.3610 |
1.3670 |
1.3628 |
| S2 |
1.3542 |
1.3542 |
1.3660 |
|
| S3 |
1.3439 |
1.3507 |
1.3651 |
|
| S4 |
1.3336 |
1.3404 |
1.3622 |
|
|
| 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 |
1.4117 |
|
2.618 |
1.3949 |
|
1.618 |
1.3846 |
|
1.000 |
1.3782 |
|
0.618 |
1.3743 |
|
HIGH |
1.3679 |
|
0.618 |
1.3640 |
|
0.500 |
1.3628 |
|
0.382 |
1.3615 |
|
LOW |
1.3576 |
|
0.618 |
1.3512 |
|
1.000 |
1.3473 |
|
1.618 |
1.3409 |
|
2.618 |
1.3306 |
|
4.250 |
1.3138 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3662 |
1.3657 |
| PP |
1.3645 |
1.3635 |
| S1 |
1.3628 |
1.3613 |
|