CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3639 |
1.3615 |
-0.0024 |
-0.2% |
1.3820 |
| High |
1.3639 |
1.3628 |
-0.0011 |
-0.1% |
1.3820 |
| Low |
1.3619 |
1.3571 |
-0.0048 |
-0.4% |
1.3602 |
| Close |
1.3619 |
1.3582 |
-0.0037 |
-0.3% |
1.3602 |
| Range |
0.0020 |
0.0057 |
0.0037 |
185.0% |
0.0218 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3765 |
1.3730 |
1.3613 |
|
| R3 |
1.3708 |
1.3673 |
1.3598 |
|
| R2 |
1.3651 |
1.3651 |
1.3592 |
|
| R1 |
1.3616 |
1.3616 |
1.3587 |
1.3605 |
| PP |
1.3594 |
1.3594 |
1.3594 |
1.3588 |
| S1 |
1.3559 |
1.3559 |
1.3577 |
1.3548 |
| S2 |
1.3537 |
1.3537 |
1.3572 |
|
| S3 |
1.3480 |
1.3502 |
1.3566 |
|
| S4 |
1.3423 |
1.3445 |
1.3551 |
|
|
| 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 |
1.3870 |
|
2.618 |
1.3777 |
|
1.618 |
1.3720 |
|
1.000 |
1.3685 |
|
0.618 |
1.3663 |
|
HIGH |
1.3628 |
|
0.618 |
1.3606 |
|
0.500 |
1.3600 |
|
0.382 |
1.3593 |
|
LOW |
1.3571 |
|
0.618 |
1.3536 |
|
1.000 |
1.3514 |
|
1.618 |
1.3479 |
|
2.618 |
1.3422 |
|
4.250 |
1.3329 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3600 |
1.3605 |
| PP |
1.3594 |
1.3597 |
| S1 |
1.3588 |
1.3590 |
|