CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3767 |
1.3733 |
-0.0034 |
-0.2% |
1.3711 |
| High |
1.3767 |
1.3775 |
0.0008 |
0.1% |
1.3792 |
| Low |
1.3767 |
1.3680 |
-0.0087 |
-0.6% |
1.3711 |
| Close |
1.3767 |
1.3760 |
-0.0007 |
-0.1% |
1.3734 |
| Range |
0.0000 |
0.0095 |
0.0095 |
|
0.0081 |
| ATR |
0.0043 |
0.0047 |
0.0004 |
8.6% |
0.0000 |
| Volume |
17 |
17 |
0 |
0.0% |
53 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4023 |
1.3987 |
1.3812 |
|
| R3 |
1.3928 |
1.3892 |
1.3786 |
|
| R2 |
1.3833 |
1.3833 |
1.3777 |
|
| R1 |
1.3797 |
1.3797 |
1.3769 |
1.3815 |
| PP |
1.3738 |
1.3738 |
1.3738 |
1.3748 |
| S1 |
1.3702 |
1.3702 |
1.3751 |
1.3720 |
| S2 |
1.3643 |
1.3643 |
1.3743 |
|
| S3 |
1.3548 |
1.3607 |
1.3734 |
|
| S4 |
1.3453 |
1.3512 |
1.3708 |
|
|
| 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 |
1.4179 |
|
2.618 |
1.4024 |
|
1.618 |
1.3929 |
|
1.000 |
1.3870 |
|
0.618 |
1.3834 |
|
HIGH |
1.3775 |
|
0.618 |
1.3739 |
|
0.500 |
1.3728 |
|
0.382 |
1.3716 |
|
LOW |
1.3680 |
|
0.618 |
1.3621 |
|
1.000 |
1.3585 |
|
1.618 |
1.3526 |
|
2.618 |
1.3431 |
|
4.250 |
1.3276 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3749 |
1.3749 |
| PP |
1.3738 |
1.3738 |
| S1 |
1.3728 |
1.3728 |
|