CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3733 |
1.3680 |
-0.0053 |
-0.4% |
1.3711 |
| High |
1.3775 |
1.3680 |
-0.0095 |
-0.7% |
1.3792 |
| Low |
1.3680 |
1.3660 |
-0.0020 |
-0.1% |
1.3711 |
| Close |
1.3760 |
1.3660 |
-0.0100 |
-0.7% |
1.3734 |
| Range |
0.0095 |
0.0020 |
-0.0075 |
-78.9% |
0.0081 |
| ATR |
0.0047 |
0.0051 |
0.0004 |
8.1% |
0.0000 |
| Volume |
17 |
7 |
-10 |
-58.8% |
53 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3713 |
1.3671 |
|
| R3 |
1.3707 |
1.3693 |
1.3666 |
|
| R2 |
1.3687 |
1.3687 |
1.3664 |
|
| R1 |
1.3673 |
1.3673 |
1.3662 |
1.3670 |
| PP |
1.3667 |
1.3667 |
1.3667 |
1.3665 |
| S1 |
1.3653 |
1.3653 |
1.3658 |
1.3650 |
| S2 |
1.3647 |
1.3647 |
1.3656 |
|
| S3 |
1.3627 |
1.3633 |
1.3655 |
|
| S4 |
1.3607 |
1.3613 |
1.3649 |
|
|
| 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 |
1.3765 |
|
2.618 |
1.3732 |
|
1.618 |
1.3712 |
|
1.000 |
1.3700 |
|
0.618 |
1.3692 |
|
HIGH |
1.3680 |
|
0.618 |
1.3672 |
|
0.500 |
1.3670 |
|
0.382 |
1.3668 |
|
LOW |
1.3660 |
|
0.618 |
1.3648 |
|
1.000 |
1.3640 |
|
1.618 |
1.3628 |
|
2.618 |
1.3608 |
|
4.250 |
1.3575 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3670 |
1.3718 |
| PP |
1.3667 |
1.3698 |
| S1 |
1.3663 |
1.3679 |
|