CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.3643 |
1.3599 |
-0.0044 |
-0.3% |
1.3638 |
High |
1.3643 |
1.3613 |
-0.0030 |
-0.2% |
1.3660 |
Low |
1.3597 |
1.3599 |
0.0002 |
0.0% |
1.3554 |
Close |
1.3597 |
1.3613 |
0.0016 |
0.1% |
1.3660 |
Range |
0.0046 |
0.0014 |
-0.0032 |
-69.6% |
0.0106 |
ATR |
0.0048 |
0.0045 |
-0.0002 |
-4.7% |
0.0000 |
Volume |
20 |
8 |
-12 |
-60.0% |
23 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3650 |
1.3646 |
1.3621 |
|
R3 |
1.3636 |
1.3632 |
1.3617 |
|
R2 |
1.3622 |
1.3622 |
1.3616 |
|
R1 |
1.3618 |
1.3618 |
1.3614 |
1.3620 |
PP |
1.3608 |
1.3608 |
1.3608 |
1.3610 |
S1 |
1.3604 |
1.3604 |
1.3612 |
1.3606 |
S2 |
1.3594 |
1.3594 |
1.3610 |
|
S3 |
1.3580 |
1.3590 |
1.3609 |
|
S4 |
1.3566 |
1.3576 |
1.3605 |
|
|
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 |
1.3650 |
1.618 |
1.3636 |
1.000 |
1.3627 |
0.618 |
1.3622 |
HIGH |
1.3613 |
0.618 |
1.3608 |
0.500 |
1.3606 |
0.382 |
1.3604 |
LOW |
1.3599 |
0.618 |
1.3590 |
1.000 |
1.3585 |
1.618 |
1.3576 |
2.618 |
1.3562 |
4.250 |
1.3540 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3611 |
1.3635 |
PP |
1.3608 |
1.3627 |
S1 |
1.3606 |
1.3620 |
|