CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3222 |
1.3134 |
-0.0088 |
-0.7% |
1.3388 |
| High |
1.3222 |
1.3134 |
-0.0088 |
-0.7% |
1.3401 |
| Low |
1.3222 |
1.3134 |
-0.0088 |
-0.7% |
1.3222 |
| Close |
1.3222 |
1.3134 |
-0.0088 |
-0.7% |
1.3222 |
| Range |
|
|
|
|
|
| ATR |
0.0042 |
0.0045 |
0.0003 |
7.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3134 |
1.3134 |
1.3134 |
|
| R3 |
1.3134 |
1.3134 |
1.3134 |
|
| R2 |
1.3134 |
1.3134 |
1.3134 |
|
| R1 |
1.3134 |
1.3134 |
1.3134 |
1.3134 |
| PP |
1.3134 |
1.3134 |
1.3134 |
1.3134 |
| S1 |
1.3134 |
1.3134 |
1.3134 |
1.3134 |
| S2 |
1.3134 |
1.3134 |
1.3134 |
|
| S3 |
1.3134 |
1.3134 |
1.3134 |
|
| S4 |
1.3134 |
1.3134 |
1.3134 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3819 |
1.3699 |
1.3320 |
|
| R3 |
1.3640 |
1.3520 |
1.3271 |
|
| R2 |
1.3461 |
1.3461 |
1.3255 |
|
| R1 |
1.3341 |
1.3341 |
1.3238 |
1.3312 |
| PP |
1.3282 |
1.3282 |
1.3282 |
1.3267 |
| S1 |
1.3162 |
1.3162 |
1.3206 |
1.3133 |
| S2 |
1.3103 |
1.3103 |
1.3189 |
|
| S3 |
1.2924 |
1.2983 |
1.3173 |
|
| S4 |
1.2745 |
1.2804 |
1.3124 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3134 |
|
2.618 |
1.3134 |
|
1.618 |
1.3134 |
|
1.000 |
1.3134 |
|
0.618 |
1.3134 |
|
HIGH |
1.3134 |
|
0.618 |
1.3134 |
|
0.500 |
1.3134 |
|
0.382 |
1.3134 |
|
LOW |
1.3134 |
|
0.618 |
1.3134 |
|
1.000 |
1.3134 |
|
1.618 |
1.3134 |
|
2.618 |
1.3134 |
|
4.250 |
1.3134 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3134 |
1.3178 |
| PP |
1.3134 |
1.3163 |
| S1 |
1.3134 |
1.3149 |
|