CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
1.3563 |
1.3518 |
-0.0045 |
-0.3% |
1.3673 |
High |
1.3563 |
1.3560 |
-0.0003 |
0.0% |
1.3673 |
Low |
1.3520 |
1.3518 |
-0.0002 |
0.0% |
1.3520 |
Close |
1.3529 |
1.3559 |
0.0030 |
0.2% |
1.3529 |
Range |
0.0043 |
0.0042 |
-0.0001 |
-2.3% |
0.0153 |
ATR |
0.0049 |
0.0048 |
0.0000 |
-1.0% |
0.0000 |
Volume |
1 |
39 |
38 |
3,800.0% |
69 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3672 |
1.3657 |
1.3582 |
|
R3 |
1.3630 |
1.3615 |
1.3571 |
|
R2 |
1.3588 |
1.3588 |
1.3567 |
|
R1 |
1.3573 |
1.3573 |
1.3563 |
1.3581 |
PP |
1.3546 |
1.3546 |
1.3546 |
1.3549 |
S1 |
1.3531 |
1.3531 |
1.3555 |
1.3539 |
S2 |
1.3504 |
1.3504 |
1.3551 |
|
S3 |
1.3462 |
1.3489 |
1.3547 |
|
S4 |
1.3420 |
1.3447 |
1.3536 |
|
|
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 |
1.3739 |
2.618 |
1.3670 |
1.618 |
1.3628 |
1.000 |
1.3602 |
0.618 |
1.3586 |
HIGH |
1.3560 |
0.618 |
1.3544 |
0.500 |
1.3539 |
0.382 |
1.3534 |
LOW |
1.3518 |
0.618 |
1.3492 |
1.000 |
1.3476 |
1.618 |
1.3450 |
2.618 |
1.3408 |
4.250 |
1.3340 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3552 |
1.3566 |
PP |
1.3546 |
1.3563 |
S1 |
1.3539 |
1.3561 |
|