CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3564 |
1.3587 |
0.0023 |
0.2% |
1.3535 |
| High |
1.3564 |
1.3587 |
0.0023 |
0.2% |
1.3631 |
| Low |
1.3564 |
1.3587 |
0.0023 |
0.2% |
1.3535 |
| Close |
1.3564 |
1.3587 |
0.0023 |
0.2% |
1.3564 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3587 |
1.3587 |
1.3587 |
|
| R3 |
1.3587 |
1.3587 |
1.3587 |
|
| R2 |
1.3587 |
1.3587 |
1.3587 |
|
| R1 |
1.3587 |
1.3587 |
1.3587 |
1.3587 |
| PP |
1.3587 |
1.3587 |
1.3587 |
1.3587 |
| S1 |
1.3587 |
1.3587 |
1.3587 |
1.3587 |
| S2 |
1.3587 |
1.3587 |
1.3587 |
|
| S3 |
1.3587 |
1.3587 |
1.3587 |
|
| S4 |
1.3587 |
1.3587 |
1.3587 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3865 |
1.3810 |
1.3617 |
|
| R3 |
1.3769 |
1.3714 |
1.3590 |
|
| R2 |
1.3673 |
1.3673 |
1.3582 |
|
| R1 |
1.3618 |
1.3618 |
1.3573 |
1.3646 |
| PP |
1.3577 |
1.3577 |
1.3577 |
1.3590 |
| S1 |
1.3522 |
1.3522 |
1.3555 |
1.3550 |
| S2 |
1.3481 |
1.3481 |
1.3546 |
|
| S3 |
1.3385 |
1.3426 |
1.3538 |
|
| S4 |
1.3289 |
1.3330 |
1.3511 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3587 |
|
2.618 |
1.3587 |
|
1.618 |
1.3587 |
|
1.000 |
1.3587 |
|
0.618 |
1.3587 |
|
HIGH |
1.3587 |
|
0.618 |
1.3587 |
|
0.500 |
1.3587 |
|
0.382 |
1.3587 |
|
LOW |
1.3587 |
|
0.618 |
1.3587 |
|
1.000 |
1.3587 |
|
1.618 |
1.3587 |
|
2.618 |
1.3587 |
|
4.250 |
1.3587 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3587 |
1.3598 |
| PP |
1.3587 |
1.3594 |
| S1 |
1.3587 |
1.3591 |
|