CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3599 |
1.3563 |
-0.0036 |
-0.3% |
1.3673 |
| High |
1.3613 |
1.3563 |
-0.0050 |
-0.4% |
1.3673 |
| Low |
1.3599 |
1.3520 |
-0.0079 |
-0.6% |
1.3520 |
| Close |
1.3613 |
1.3529 |
-0.0084 |
-0.6% |
1.3529 |
| Range |
0.0014 |
0.0043 |
0.0029 |
207.1% |
0.0153 |
| ATR |
0.0045 |
0.0049 |
0.0003 |
7.5% |
0.0000 |
| Volume |
8 |
1 |
-7 |
-87.5% |
69 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3666 |
1.3641 |
1.3553 |
|
| R3 |
1.3623 |
1.3598 |
1.3541 |
|
| R2 |
1.3580 |
1.3580 |
1.3537 |
|
| R1 |
1.3555 |
1.3555 |
1.3533 |
1.3546 |
| PP |
1.3537 |
1.3537 |
1.3537 |
1.3533 |
| S1 |
1.3512 |
1.3512 |
1.3525 |
1.3503 |
| S2 |
1.3494 |
1.3494 |
1.3521 |
|
| S3 |
1.3451 |
1.3469 |
1.3517 |
|
| S4 |
1.3408 |
1.3426 |
1.3505 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4033 |
1.3934 |
1.3613 |
|
| R3 |
1.3880 |
1.3781 |
1.3571 |
|
| R2 |
1.3727 |
1.3727 |
1.3557 |
|
| R1 |
1.3628 |
1.3628 |
1.3543 |
1.3601 |
| PP |
1.3574 |
1.3574 |
1.3574 |
1.3561 |
| S1 |
1.3475 |
1.3475 |
1.3515 |
1.3448 |
| S2 |
1.3421 |
1.3421 |
1.3501 |
|
| S3 |
1.3268 |
1.3322 |
1.3487 |
|
| S4 |
1.3115 |
1.3169 |
1.3445 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3746 |
|
2.618 |
1.3676 |
|
1.618 |
1.3633 |
|
1.000 |
1.3606 |
|
0.618 |
1.3590 |
|
HIGH |
1.3563 |
|
0.618 |
1.3547 |
|
0.500 |
1.3542 |
|
0.382 |
1.3536 |
|
LOW |
1.3520 |
|
0.618 |
1.3493 |
|
1.000 |
1.3477 |
|
1.618 |
1.3450 |
|
2.618 |
1.3407 |
|
4.250 |
1.3337 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3542 |
1.3582 |
| PP |
1.3537 |
1.3564 |
| S1 |
1.3533 |
1.3547 |
|