CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3554 |
1.3586 |
0.0032 |
0.2% |
1.3638 |
| High |
1.3591 |
1.3660 |
0.0069 |
0.5% |
1.3660 |
| Low |
1.3554 |
1.3586 |
0.0032 |
0.2% |
1.3554 |
| Close |
1.3591 |
1.3660 |
0.0069 |
0.5% |
1.3660 |
| Range |
0.0037 |
0.0074 |
0.0037 |
100.0% |
0.0106 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
3.4% |
0.0000 |
| Volume |
18 |
2 |
-16 |
-88.9% |
23 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3857 |
1.3833 |
1.3701 |
|
| R3 |
1.3783 |
1.3759 |
1.3680 |
|
| R2 |
1.3709 |
1.3709 |
1.3674 |
|
| R1 |
1.3685 |
1.3685 |
1.3667 |
1.3697 |
| PP |
1.3635 |
1.3635 |
1.3635 |
1.3642 |
| S1 |
1.3611 |
1.3611 |
1.3653 |
1.3623 |
| S2 |
1.3561 |
1.3561 |
1.3646 |
|
| S3 |
1.3487 |
1.3537 |
1.3640 |
|
| S4 |
1.3413 |
1.3463 |
1.3619 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3943 |
1.3907 |
1.3718 |
|
| R3 |
1.3837 |
1.3801 |
1.3689 |
|
| R2 |
1.3731 |
1.3731 |
1.3679 |
|
| R1 |
1.3695 |
1.3695 |
1.3670 |
1.3713 |
| PP |
1.3625 |
1.3625 |
1.3625 |
1.3634 |
| S1 |
1.3589 |
1.3589 |
1.3650 |
1.3607 |
| S2 |
1.3519 |
1.3519 |
1.3641 |
|
| S3 |
1.3413 |
1.3483 |
1.3631 |
|
| S4 |
1.3307 |
1.3377 |
1.3602 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3975 |
|
2.618 |
1.3854 |
|
1.618 |
1.3780 |
|
1.000 |
1.3734 |
|
0.618 |
1.3706 |
|
HIGH |
1.3660 |
|
0.618 |
1.3632 |
|
0.500 |
1.3623 |
|
0.382 |
1.3614 |
|
LOW |
1.3586 |
|
0.618 |
1.3540 |
|
1.000 |
1.3512 |
|
1.618 |
1.3466 |
|
2.618 |
1.3392 |
|
4.250 |
1.3272 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3648 |
1.3642 |
| PP |
1.3635 |
1.3625 |
| S1 |
1.3623 |
1.3607 |
|