CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3645 |
1.3664 |
0.0019 |
0.1% |
1.3499 |
| High |
1.3645 |
1.3664 |
0.0019 |
0.1% |
1.3633 |
| Low |
1.3645 |
1.3642 |
-0.0003 |
0.0% |
1.3496 |
| Close |
1.3645 |
1.3642 |
-0.0003 |
0.0% |
1.3633 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0137 |
| ATR |
|
|
|
|
|
| Volume |
7 |
7 |
0 |
0.0% |
106 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3701 |
1.3654 |
|
| R3 |
1.3693 |
1.3679 |
1.3648 |
|
| R2 |
1.3671 |
1.3671 |
1.3646 |
|
| R1 |
1.3657 |
1.3657 |
1.3644 |
1.3653 |
| PP |
1.3649 |
1.3649 |
1.3649 |
1.3648 |
| S1 |
1.3635 |
1.3635 |
1.3640 |
1.3631 |
| S2 |
1.3627 |
1.3627 |
1.3638 |
|
| S3 |
1.3605 |
1.3613 |
1.3636 |
|
| S4 |
1.3583 |
1.3591 |
1.3630 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3998 |
1.3953 |
1.3708 |
|
| R3 |
1.3861 |
1.3816 |
1.3671 |
|
| R2 |
1.3724 |
1.3724 |
1.3658 |
|
| R1 |
1.3679 |
1.3679 |
1.3646 |
1.3702 |
| PP |
1.3587 |
1.3587 |
1.3587 |
1.3599 |
| S1 |
1.3542 |
1.3542 |
1.3620 |
1.3565 |
| S2 |
1.3450 |
1.3450 |
1.3608 |
|
| S3 |
1.3313 |
1.3405 |
1.3595 |
|
| S4 |
1.3176 |
1.3268 |
1.3558 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3758 |
|
2.618 |
1.3722 |
|
1.618 |
1.3700 |
|
1.000 |
1.3686 |
|
0.618 |
1.3678 |
|
HIGH |
1.3664 |
|
0.618 |
1.3656 |
|
0.500 |
1.3653 |
|
0.382 |
1.3650 |
|
LOW |
1.3642 |
|
0.618 |
1.3628 |
|
1.000 |
1.3620 |
|
1.618 |
1.3606 |
|
2.618 |
1.3584 |
|
4.250 |
1.3549 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3653 |
1.3634 |
| PP |
1.3649 |
1.3627 |
| S1 |
1.3646 |
1.3619 |
|