CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.3615 |
1.3554 |
-0.0061 |
-0.4% |
1.3820 |
High |
1.3628 |
1.3591 |
-0.0037 |
-0.3% |
1.3820 |
Low |
1.3571 |
1.3554 |
-0.0017 |
-0.1% |
1.3602 |
Close |
1.3582 |
1.3591 |
0.0009 |
0.1% |
1.3602 |
Range |
0.0057 |
0.0037 |
-0.0020 |
-35.1% |
0.0218 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
1 |
18 |
17 |
1,700.0% |
9 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3690 |
1.3677 |
1.3611 |
|
R3 |
1.3653 |
1.3640 |
1.3601 |
|
R2 |
1.3616 |
1.3616 |
1.3598 |
|
R1 |
1.3603 |
1.3603 |
1.3594 |
1.3610 |
PP |
1.3579 |
1.3579 |
1.3579 |
1.3582 |
S1 |
1.3566 |
1.3566 |
1.3588 |
1.3573 |
S2 |
1.3542 |
1.3542 |
1.3584 |
|
S3 |
1.3505 |
1.3529 |
1.3581 |
|
S4 |
1.3468 |
1.3492 |
1.3571 |
|
|
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 |
1.3748 |
2.618 |
1.3688 |
1.618 |
1.3651 |
1.000 |
1.3628 |
0.618 |
1.3614 |
HIGH |
1.3591 |
0.618 |
1.3577 |
0.500 |
1.3573 |
0.382 |
1.3568 |
LOW |
1.3554 |
0.618 |
1.3531 |
1.000 |
1.3517 |
1.618 |
1.3494 |
2.618 |
1.3457 |
4.250 |
1.3397 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3585 |
1.3597 |
PP |
1.3579 |
1.3595 |
S1 |
1.3573 |
1.3593 |
|