CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3734 |
1.3759 |
0.0025 |
0.2% |
1.3711 |
| High |
1.3734 |
1.3774 |
0.0040 |
0.3% |
1.3792 |
| Low |
1.3734 |
1.3758 |
0.0024 |
0.2% |
1.3711 |
| Close |
1.3734 |
1.3762 |
0.0028 |
0.2% |
1.3734 |
| Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0081 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
53 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3813 |
1.3803 |
1.3771 |
|
| R3 |
1.3797 |
1.3787 |
1.3766 |
|
| R2 |
1.3781 |
1.3781 |
1.3765 |
|
| R1 |
1.3771 |
1.3771 |
1.3763 |
1.3776 |
| PP |
1.3765 |
1.3765 |
1.3765 |
1.3767 |
| S1 |
1.3755 |
1.3755 |
1.3761 |
1.3760 |
| S2 |
1.3749 |
1.3749 |
1.3759 |
|
| S3 |
1.3733 |
1.3739 |
1.3758 |
|
| S4 |
1.3717 |
1.3723 |
1.3753 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3989 |
1.3942 |
1.3779 |
|
| R3 |
1.3908 |
1.3861 |
1.3756 |
|
| R2 |
1.3827 |
1.3827 |
1.3749 |
|
| R1 |
1.3780 |
1.3780 |
1.3741 |
1.3804 |
| PP |
1.3746 |
1.3746 |
1.3746 |
1.3757 |
| S1 |
1.3699 |
1.3699 |
1.3727 |
1.3723 |
| S2 |
1.3665 |
1.3665 |
1.3719 |
|
| S3 |
1.3584 |
1.3618 |
1.3712 |
|
| S4 |
1.3503 |
1.3537 |
1.3689 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3842 |
|
2.618 |
1.3816 |
|
1.618 |
1.3800 |
|
1.000 |
1.3790 |
|
0.618 |
1.3784 |
|
HIGH |
1.3774 |
|
0.618 |
1.3768 |
|
0.500 |
1.3766 |
|
0.382 |
1.3764 |
|
LOW |
1.3758 |
|
0.618 |
1.3748 |
|
1.000 |
1.3742 |
|
1.618 |
1.3732 |
|
2.618 |
1.3716 |
|
4.250 |
1.3690 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3766 |
1.3759 |
| PP |
1.3765 |
1.3757 |
| S1 |
1.3763 |
1.3754 |
|