CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.3586 |
1.3673 |
0.0087 |
0.6% |
1.3638 |
High |
1.3660 |
1.3673 |
0.0013 |
0.1% |
1.3660 |
Low |
1.3586 |
1.3673 |
0.0087 |
0.6% |
1.3554 |
Close |
1.3660 |
1.3673 |
0.0013 |
0.1% |
1.3660 |
Range |
0.0074 |
0.0000 |
-0.0074 |
-100.0% |
0.0106 |
ATR |
0.0052 |
0.0049 |
-0.0003 |
-5.4% |
0.0000 |
Volume |
2 |
20 |
18 |
900.0% |
23 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3673 |
1.3673 |
1.3673 |
|
R3 |
1.3673 |
1.3673 |
1.3673 |
|
R2 |
1.3673 |
1.3673 |
1.3673 |
|
R1 |
1.3673 |
1.3673 |
1.3673 |
1.3673 |
PP |
1.3673 |
1.3673 |
1.3673 |
1.3673 |
S1 |
1.3673 |
1.3673 |
1.3673 |
1.3673 |
S2 |
1.3673 |
1.3673 |
1.3673 |
|
S3 |
1.3673 |
1.3673 |
1.3673 |
|
S4 |
1.3673 |
1.3673 |
1.3673 |
|
|
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 |
1.3673 |
2.618 |
1.3673 |
1.618 |
1.3673 |
1.000 |
1.3673 |
0.618 |
1.3673 |
HIGH |
1.3673 |
0.618 |
1.3673 |
0.500 |
1.3673 |
0.382 |
1.3673 |
LOW |
1.3673 |
0.618 |
1.3673 |
1.000 |
1.3673 |
1.618 |
1.3673 |
2.618 |
1.3673 |
4.250 |
1.3673 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3673 |
1.3653 |
PP |
1.3673 |
1.3633 |
S1 |
1.3673 |
1.3614 |
|