CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
1.3664 |
1.3638 |
-0.0026 |
-0.2% |
1.3499 |
High |
1.3664 |
1.3638 |
-0.0026 |
-0.2% |
1.3633 |
Low |
1.3642 |
1.3567 |
-0.0075 |
-0.5% |
1.3496 |
Close |
1.3642 |
1.3599 |
-0.0043 |
-0.3% |
1.3633 |
Range |
0.0022 |
0.0071 |
0.0049 |
222.7% |
0.0137 |
ATR |
|
|
|
|
|
Volume |
7 |
1 |
-6 |
-85.7% |
106 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3814 |
1.3778 |
1.3638 |
|
R3 |
1.3743 |
1.3707 |
1.3619 |
|
R2 |
1.3672 |
1.3672 |
1.3612 |
|
R1 |
1.3636 |
1.3636 |
1.3606 |
1.3619 |
PP |
1.3601 |
1.3601 |
1.3601 |
1.3593 |
S1 |
1.3565 |
1.3565 |
1.3592 |
1.3548 |
S2 |
1.3530 |
1.3530 |
1.3586 |
|
S3 |
1.3459 |
1.3494 |
1.3579 |
|
S4 |
1.3388 |
1.3423 |
1.3560 |
|
|
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 |
1.3940 |
2.618 |
1.3824 |
1.618 |
1.3753 |
1.000 |
1.3709 |
0.618 |
1.3682 |
HIGH |
1.3638 |
0.618 |
1.3611 |
0.500 |
1.3603 |
0.382 |
1.3594 |
LOW |
1.3567 |
0.618 |
1.3523 |
1.000 |
1.3496 |
1.618 |
1.3452 |
2.618 |
1.3381 |
4.250 |
1.3265 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3603 |
1.3616 |
PP |
1.3601 |
1.3610 |
S1 |
1.3600 |
1.3605 |
|