CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3696 |
1.3805 |
0.0109 |
0.8% |
1.3693 |
| High |
1.3696 |
1.3805 |
0.0109 |
0.8% |
1.3805 |
| Low |
1.3696 |
1.3738 |
0.0042 |
0.3% |
1.3662 |
| Close |
1.3696 |
1.3738 |
0.0042 |
0.3% |
1.3738 |
| Range |
0.0000 |
0.0067 |
0.0067 |
|
0.0143 |
| ATR |
0.0043 |
0.0047 |
0.0005 |
11.2% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
12 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3917 |
1.3775 |
|
| R3 |
1.3894 |
1.3850 |
1.3756 |
|
| R2 |
1.3827 |
1.3827 |
1.3750 |
|
| R1 |
1.3783 |
1.3783 |
1.3744 |
1.3772 |
| PP |
1.3760 |
1.3760 |
1.3760 |
1.3755 |
| S1 |
1.3716 |
1.3716 |
1.3732 |
1.3705 |
| S2 |
1.3693 |
1.3693 |
1.3726 |
|
| S3 |
1.3626 |
1.3649 |
1.3720 |
|
| S4 |
1.3559 |
1.3582 |
1.3701 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4164 |
1.4094 |
1.3817 |
|
| R3 |
1.4021 |
1.3951 |
1.3777 |
|
| R2 |
1.3878 |
1.3878 |
1.3764 |
|
| R1 |
1.3808 |
1.3808 |
1.3751 |
1.3843 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3753 |
| S1 |
1.3665 |
1.3665 |
1.3725 |
1.3700 |
| S2 |
1.3592 |
1.3592 |
1.3712 |
|
| S3 |
1.3449 |
1.3522 |
1.3699 |
|
| S4 |
1.3306 |
1.3379 |
1.3659 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4090 |
|
2.618 |
1.3980 |
|
1.618 |
1.3913 |
|
1.000 |
1.3872 |
|
0.618 |
1.3846 |
|
HIGH |
1.3805 |
|
0.618 |
1.3779 |
|
0.500 |
1.3772 |
|
0.382 |
1.3764 |
|
LOW |
1.3738 |
|
0.618 |
1.3697 |
|
1.000 |
1.3671 |
|
1.618 |
1.3630 |
|
2.618 |
1.3563 |
|
4.250 |
1.3453 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3772 |
1.3737 |
| PP |
1.3760 |
1.3735 |
| S1 |
1.3749 |
1.3734 |
|