CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.3680 |
1.3667 |
-0.0013 |
-0.1% |
1.3759 |
High |
1.3680 |
1.3676 |
-0.0004 |
0.0% |
1.3775 |
Low |
1.3660 |
1.3667 |
0.0007 |
0.1% |
1.3660 |
Close |
1.3660 |
1.3676 |
0.0016 |
0.1% |
1.3676 |
Range |
0.0020 |
0.0009 |
-0.0011 |
-55.0% |
0.0115 |
ATR |
0.0051 |
0.0048 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
7 |
10 |
3 |
42.9% |
59 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3700 |
1.3697 |
1.3681 |
|
R3 |
1.3691 |
1.3688 |
1.3678 |
|
R2 |
1.3682 |
1.3682 |
1.3678 |
|
R1 |
1.3679 |
1.3679 |
1.3677 |
1.3681 |
PP |
1.3673 |
1.3673 |
1.3673 |
1.3674 |
S1 |
1.3670 |
1.3670 |
1.3675 |
1.3672 |
S2 |
1.3664 |
1.3664 |
1.3674 |
|
S3 |
1.3655 |
1.3661 |
1.3674 |
|
S4 |
1.3646 |
1.3652 |
1.3671 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4049 |
1.3977 |
1.3739 |
|
R3 |
1.3934 |
1.3862 |
1.3708 |
|
R2 |
1.3819 |
1.3819 |
1.3697 |
|
R1 |
1.3747 |
1.3747 |
1.3687 |
1.3726 |
PP |
1.3704 |
1.3704 |
1.3704 |
1.3693 |
S1 |
1.3632 |
1.3632 |
1.3665 |
1.3611 |
S2 |
1.3589 |
1.3589 |
1.3655 |
|
S3 |
1.3474 |
1.3517 |
1.3644 |
|
S4 |
1.3359 |
1.3402 |
1.3613 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3714 |
2.618 |
1.3700 |
1.618 |
1.3691 |
1.000 |
1.3685 |
0.618 |
1.3682 |
HIGH |
1.3676 |
0.618 |
1.3673 |
0.500 |
1.3672 |
0.382 |
1.3670 |
LOW |
1.3667 |
0.618 |
1.3661 |
1.000 |
1.3658 |
1.618 |
1.3652 |
2.618 |
1.3643 |
4.250 |
1.3629 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3675 |
1.3718 |
PP |
1.3673 |
1.3704 |
S1 |
1.3672 |
1.3690 |
|