CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.3759 |
1.3767 |
0.0008 |
0.1% |
1.3711 |
High |
1.3774 |
1.3767 |
-0.0007 |
-0.1% |
1.3792 |
Low |
1.3758 |
1.3767 |
0.0009 |
0.1% |
1.3711 |
Close |
1.3762 |
1.3767 |
0.0005 |
0.0% |
1.3734 |
Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0081 |
ATR |
0.0046 |
0.0043 |
-0.0003 |
-6.4% |
0.0000 |
Volume |
8 |
17 |
9 |
112.5% |
53 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3767 |
1.3767 |
1.3767 |
|
R3 |
1.3767 |
1.3767 |
1.3767 |
|
R2 |
1.3767 |
1.3767 |
1.3767 |
|
R1 |
1.3767 |
1.3767 |
1.3767 |
1.3767 |
PP |
1.3767 |
1.3767 |
1.3767 |
1.3767 |
S1 |
1.3767 |
1.3767 |
1.3767 |
1.3767 |
S2 |
1.3767 |
1.3767 |
1.3767 |
|
S3 |
1.3767 |
1.3767 |
1.3767 |
|
S4 |
1.3767 |
1.3767 |
1.3767 |
|
|
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 |
1.3767 |
2.618 |
1.3767 |
1.618 |
1.3767 |
1.000 |
1.3767 |
0.618 |
1.3767 |
HIGH |
1.3767 |
0.618 |
1.3767 |
0.500 |
1.3767 |
0.382 |
1.3767 |
LOW |
1.3767 |
0.618 |
1.3767 |
1.000 |
1.3767 |
1.618 |
1.3767 |
2.618 |
1.3767 |
4.250 |
1.3767 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3767 |
1.3763 |
PP |
1.3767 |
1.3758 |
S1 |
1.3767 |
1.3754 |
|