CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3672 |
1.3643 |
-0.0029 |
-0.2% |
1.3638 |
| High |
1.3672 |
1.3643 |
-0.0029 |
-0.2% |
1.3660 |
| Low |
1.3672 |
1.3597 |
-0.0075 |
-0.5% |
1.3554 |
| Close |
1.3672 |
1.3597 |
-0.0075 |
-0.5% |
1.3660 |
| Range |
0.0000 |
0.0046 |
0.0046 |
|
0.0106 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.6% |
0.0000 |
| Volume |
20 |
20 |
0 |
0.0% |
23 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3750 |
1.3720 |
1.3622 |
|
| R3 |
1.3704 |
1.3674 |
1.3610 |
|
| R2 |
1.3658 |
1.3658 |
1.3605 |
|
| R1 |
1.3628 |
1.3628 |
1.3601 |
1.3620 |
| PP |
1.3612 |
1.3612 |
1.3612 |
1.3609 |
| S1 |
1.3582 |
1.3582 |
1.3593 |
1.3574 |
| S2 |
1.3566 |
1.3566 |
1.3589 |
|
| S3 |
1.3520 |
1.3536 |
1.3584 |
|
| S4 |
1.3474 |
1.3490 |
1.3572 |
|
|
| 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 |
1.3839 |
|
2.618 |
1.3763 |
|
1.618 |
1.3717 |
|
1.000 |
1.3689 |
|
0.618 |
1.3671 |
|
HIGH |
1.3643 |
|
0.618 |
1.3625 |
|
0.500 |
1.3620 |
|
0.382 |
1.3615 |
|
LOW |
1.3597 |
|
0.618 |
1.3569 |
|
1.000 |
1.3551 |
|
1.618 |
1.3523 |
|
2.618 |
1.3477 |
|
4.250 |
1.3402 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3620 |
1.3635 |
| PP |
1.3612 |
1.3622 |
| S1 |
1.3605 |
1.3610 |
|