CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3711 |
1.3741 |
0.0030 |
0.2% |
1.3553 |
| High |
1.3742 |
1.3764 |
0.0022 |
0.2% |
1.3698 |
| Low |
1.3711 |
1.3723 |
0.0012 |
0.1% |
1.3546 |
| Close |
1.3742 |
1.3763 |
0.0021 |
0.2% |
1.3698 |
| Range |
0.0031 |
0.0041 |
0.0010 |
32.3% |
0.0152 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
22 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3873 |
1.3859 |
1.3786 |
|
| R3 |
1.3832 |
1.3818 |
1.3774 |
|
| R2 |
1.3791 |
1.3791 |
1.3771 |
|
| R1 |
1.3777 |
1.3777 |
1.3767 |
1.3784 |
| PP |
1.3750 |
1.3750 |
1.3750 |
1.3754 |
| S1 |
1.3736 |
1.3736 |
1.3759 |
1.3743 |
| S2 |
1.3709 |
1.3709 |
1.3755 |
|
| S3 |
1.3668 |
1.3695 |
1.3752 |
|
| S4 |
1.3627 |
1.3654 |
1.3740 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4103 |
1.4053 |
1.3782 |
|
| R3 |
1.3951 |
1.3901 |
1.3740 |
|
| R2 |
1.3799 |
1.3799 |
1.3726 |
|
| R1 |
1.3749 |
1.3749 |
1.3712 |
1.3774 |
| PP |
1.3647 |
1.3647 |
1.3647 |
1.3660 |
| S1 |
1.3597 |
1.3597 |
1.3684 |
1.3622 |
| S2 |
1.3495 |
1.3495 |
1.3670 |
|
| S3 |
1.3343 |
1.3445 |
1.3656 |
|
| S4 |
1.3191 |
1.3293 |
1.3614 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3938 |
|
2.618 |
1.3871 |
|
1.618 |
1.3830 |
|
1.000 |
1.3805 |
|
0.618 |
1.3789 |
|
HIGH |
1.3764 |
|
0.618 |
1.3748 |
|
0.500 |
1.3744 |
|
0.382 |
1.3739 |
|
LOW |
1.3723 |
|
0.618 |
1.3698 |
|
1.000 |
1.3682 |
|
1.618 |
1.3657 |
|
2.618 |
1.3616 |
|
4.250 |
1.3549 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3757 |
1.3746 |
| PP |
1.3750 |
1.3729 |
| S1 |
1.3744 |
1.3713 |
|