CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.3805 |
1.3820 |
0.0015 |
0.1% |
1.3693 |
High |
1.3805 |
1.3820 |
0.0015 |
0.1% |
1.3805 |
Low |
1.3738 |
1.3807 |
0.0069 |
0.5% |
1.3662 |
Close |
1.3738 |
1.3807 |
0.0069 |
0.5% |
1.3738 |
Range |
0.0067 |
0.0013 |
-0.0054 |
-80.6% |
0.0143 |
ATR |
0.0047 |
0.0050 |
0.0002 |
5.2% |
0.0000 |
Volume |
3 |
4 |
1 |
33.3% |
12 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3850 |
1.3842 |
1.3814 |
|
R3 |
1.3837 |
1.3829 |
1.3811 |
|
R2 |
1.3824 |
1.3824 |
1.3809 |
|
R1 |
1.3816 |
1.3816 |
1.3808 |
1.3814 |
PP |
1.3811 |
1.3811 |
1.3811 |
1.3810 |
S1 |
1.3803 |
1.3803 |
1.3806 |
1.3801 |
S2 |
1.3798 |
1.3798 |
1.3805 |
|
S3 |
1.3785 |
1.3790 |
1.3803 |
|
S4 |
1.3772 |
1.3777 |
1.3800 |
|
|
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 |
1.3875 |
2.618 |
1.3854 |
1.618 |
1.3841 |
1.000 |
1.3833 |
0.618 |
1.3828 |
HIGH |
1.3820 |
0.618 |
1.3815 |
0.500 |
1.3814 |
0.382 |
1.3812 |
LOW |
1.3807 |
0.618 |
1.3799 |
1.000 |
1.3794 |
1.618 |
1.3786 |
2.618 |
1.3773 |
4.250 |
1.3752 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3814 |
1.3791 |
PP |
1.3811 |
1.3774 |
S1 |
1.3809 |
1.3758 |
|