CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3754 |
1.3762 |
0.0008 |
0.1% |
1.3553 |
| High |
1.3792 |
1.3766 |
-0.0026 |
-0.2% |
1.3698 |
| Low |
1.3754 |
1.3744 |
-0.0010 |
-0.1% |
1.3546 |
| Close |
1.3788 |
1.3744 |
-0.0044 |
-0.3% |
1.3698 |
| Range |
0.0038 |
0.0022 |
-0.0016 |
-42.1% |
0.0152 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
21 |
20 |
-1 |
-4.8% |
22 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3817 |
1.3803 |
1.3756 |
|
| R3 |
1.3795 |
1.3781 |
1.3750 |
|
| R2 |
1.3773 |
1.3773 |
1.3748 |
|
| R1 |
1.3759 |
1.3759 |
1.3746 |
1.3755 |
| PP |
1.3751 |
1.3751 |
1.3751 |
1.3750 |
| S1 |
1.3737 |
1.3737 |
1.3742 |
1.3733 |
| S2 |
1.3729 |
1.3729 |
1.3740 |
|
| S3 |
1.3707 |
1.3715 |
1.3738 |
|
| S4 |
1.3685 |
1.3693 |
1.3732 |
|
|
| 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 |
1.3860 |
|
2.618 |
1.3824 |
|
1.618 |
1.3802 |
|
1.000 |
1.3788 |
|
0.618 |
1.3780 |
|
HIGH |
1.3766 |
|
0.618 |
1.3758 |
|
0.500 |
1.3755 |
|
0.382 |
1.3752 |
|
LOW |
1.3744 |
|
0.618 |
1.3730 |
|
1.000 |
1.3722 |
|
1.618 |
1.3708 |
|
2.618 |
1.3686 |
|
4.250 |
1.3651 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3755 |
1.3758 |
| PP |
1.3751 |
1.3753 |
| S1 |
1.3748 |
1.3749 |
|