CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3638 |
1.3639 |
0.0001 |
0.0% |
1.3820 |
| High |
1.3638 |
1.3639 |
0.0001 |
0.0% |
1.3820 |
| Low |
1.3638 |
1.3619 |
-0.0019 |
-0.1% |
1.3602 |
| Close |
1.3638 |
1.3619 |
-0.0019 |
-0.1% |
1.3602 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0218 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3686 |
1.3672 |
1.3630 |
|
| R3 |
1.3666 |
1.3652 |
1.3625 |
|
| R2 |
1.3646 |
1.3646 |
1.3623 |
|
| R1 |
1.3632 |
1.3632 |
1.3621 |
1.3629 |
| PP |
1.3626 |
1.3626 |
1.3626 |
1.3624 |
| S1 |
1.3612 |
1.3612 |
1.3617 |
1.3609 |
| S2 |
1.3606 |
1.3606 |
1.3615 |
|
| S3 |
1.3586 |
1.3592 |
1.3614 |
|
| S4 |
1.3566 |
1.3572 |
1.3608 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4329 |
1.4183 |
1.3722 |
|
| R3 |
1.4111 |
1.3965 |
1.3662 |
|
| R2 |
1.3893 |
1.3893 |
1.3642 |
|
| R1 |
1.3747 |
1.3747 |
1.3622 |
1.3711 |
| PP |
1.3675 |
1.3675 |
1.3675 |
1.3657 |
| S1 |
1.3529 |
1.3529 |
1.3582 |
1.3493 |
| S2 |
1.3457 |
1.3457 |
1.3562 |
|
| S3 |
1.3239 |
1.3311 |
1.3542 |
|
| S4 |
1.3021 |
1.3093 |
1.3482 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3724 |
|
2.618 |
1.3691 |
|
1.618 |
1.3671 |
|
1.000 |
1.3659 |
|
0.618 |
1.3651 |
|
HIGH |
1.3639 |
|
0.618 |
1.3631 |
|
0.500 |
1.3629 |
|
0.382 |
1.3627 |
|
LOW |
1.3619 |
|
0.618 |
1.3607 |
|
1.000 |
1.3599 |
|
1.618 |
1.3587 |
|
2.618 |
1.3567 |
|
4.250 |
1.3534 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3629 |
1.3621 |
| PP |
1.3626 |
1.3620 |
| S1 |
1.3622 |
1.3620 |
|