CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3741 |
1.3754 |
0.0013 |
0.1% |
1.3553 |
| High |
1.3764 |
1.3792 |
0.0028 |
0.2% |
1.3698 |
| Low |
1.3723 |
1.3754 |
0.0031 |
0.2% |
1.3546 |
| Close |
1.3763 |
1.3788 |
0.0025 |
0.2% |
1.3698 |
| Range |
0.0041 |
0.0038 |
-0.0003 |
-7.3% |
0.0152 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1 |
21 |
20 |
2,000.0% |
22 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3892 |
1.3878 |
1.3809 |
|
| R3 |
1.3854 |
1.3840 |
1.3798 |
|
| R2 |
1.3816 |
1.3816 |
1.3795 |
|
| R1 |
1.3802 |
1.3802 |
1.3791 |
1.3809 |
| PP |
1.3778 |
1.3778 |
1.3778 |
1.3782 |
| S1 |
1.3764 |
1.3764 |
1.3785 |
1.3771 |
| S2 |
1.3740 |
1.3740 |
1.3781 |
|
| S3 |
1.3702 |
1.3726 |
1.3778 |
|
| S4 |
1.3664 |
1.3688 |
1.3767 |
|
|
| 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 |
1.3954 |
|
2.618 |
1.3891 |
|
1.618 |
1.3853 |
|
1.000 |
1.3830 |
|
0.618 |
1.3815 |
|
HIGH |
1.3792 |
|
0.618 |
1.3777 |
|
0.500 |
1.3773 |
|
0.382 |
1.3769 |
|
LOW |
1.3754 |
|
0.618 |
1.3731 |
|
1.000 |
1.3716 |
|
1.618 |
1.3693 |
|
2.618 |
1.3655 |
|
4.250 |
1.3593 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3783 |
1.3776 |
| PP |
1.3778 |
1.3764 |
| S1 |
1.3773 |
1.3752 |
|