CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3555 |
-0.0045 |
-0.3% |
1.3587 |
| High |
1.3600 |
1.3559 |
-0.0041 |
-0.3% |
1.3609 |
| Low |
1.3587 |
1.3513 |
-0.0074 |
-0.5% |
1.3520 |
| Close |
1.3587 |
1.3529 |
-0.0058 |
-0.4% |
1.3563 |
| Range |
0.0013 |
0.0046 |
0.0033 |
253.8% |
0.0089 |
| ATR |
0.0038 |
0.0041 |
0.0003 |
6.6% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
13 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3672 |
1.3646 |
1.3554 |
|
| R3 |
1.3626 |
1.3600 |
1.3542 |
|
| R2 |
1.3580 |
1.3580 |
1.3537 |
|
| R1 |
1.3554 |
1.3554 |
1.3533 |
1.3544 |
| PP |
1.3534 |
1.3534 |
1.3534 |
1.3529 |
| S1 |
1.3508 |
1.3508 |
1.3525 |
1.3498 |
| S2 |
1.3488 |
1.3488 |
1.3521 |
|
| S3 |
1.3442 |
1.3462 |
1.3516 |
|
| S4 |
1.3396 |
1.3416 |
1.3504 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3831 |
1.3786 |
1.3612 |
|
| R3 |
1.3742 |
1.3697 |
1.3587 |
|
| R2 |
1.3653 |
1.3653 |
1.3579 |
|
| R1 |
1.3608 |
1.3608 |
1.3571 |
1.3586 |
| PP |
1.3564 |
1.3564 |
1.3564 |
1.3553 |
| S1 |
1.3519 |
1.3519 |
1.3555 |
1.3497 |
| S2 |
1.3475 |
1.3475 |
1.3547 |
|
| S3 |
1.3386 |
1.3430 |
1.3539 |
|
| S4 |
1.3297 |
1.3341 |
1.3514 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3755 |
|
2.618 |
1.3679 |
|
1.618 |
1.3633 |
|
1.000 |
1.3605 |
|
0.618 |
1.3587 |
|
HIGH |
1.3559 |
|
0.618 |
1.3541 |
|
0.500 |
1.3536 |
|
0.382 |
1.3531 |
|
LOW |
1.3513 |
|
0.618 |
1.3485 |
|
1.000 |
1.3467 |
|
1.618 |
1.3439 |
|
2.618 |
1.3393 |
|
4.250 |
1.3318 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3536 |
1.3557 |
| PP |
1.3534 |
1.3547 |
| S1 |
1.3531 |
1.3538 |
|