CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3491 |
1.3601 |
0.0110 |
0.8% |
1.3587 |
| High |
1.3540 |
1.3684 |
0.0144 |
1.1% |
1.3609 |
| Low |
1.3491 |
1.3601 |
0.0110 |
0.8% |
1.3520 |
| Close |
1.3540 |
1.3684 |
0.0144 |
1.1% |
1.3563 |
| Range |
0.0049 |
0.0083 |
0.0034 |
69.4% |
0.0089 |
| ATR |
0.0042 |
0.0049 |
0.0007 |
17.6% |
0.0000 |
| Volume |
18 |
2 |
-16 |
-88.9% |
13 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3905 |
1.3878 |
1.3730 |
|
| R3 |
1.3822 |
1.3795 |
1.3707 |
|
| R2 |
1.3739 |
1.3739 |
1.3699 |
|
| R1 |
1.3712 |
1.3712 |
1.3692 |
1.3726 |
| PP |
1.3656 |
1.3656 |
1.3656 |
1.3663 |
| S1 |
1.3629 |
1.3629 |
1.3676 |
1.3643 |
| S2 |
1.3573 |
1.3573 |
1.3669 |
|
| S3 |
1.3490 |
1.3546 |
1.3661 |
|
| S4 |
1.3407 |
1.3463 |
1.3638 |
|
|
| 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 |
1.4037 |
|
2.618 |
1.3901 |
|
1.618 |
1.3818 |
|
1.000 |
1.3767 |
|
0.618 |
1.3735 |
|
HIGH |
1.3684 |
|
0.618 |
1.3652 |
|
0.500 |
1.3643 |
|
0.382 |
1.3633 |
|
LOW |
1.3601 |
|
0.618 |
1.3550 |
|
1.000 |
1.3518 |
|
1.618 |
1.3467 |
|
2.618 |
1.3384 |
|
4.250 |
1.3248 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3670 |
1.3652 |
| PP |
1.3656 |
1.3620 |
| S1 |
1.3643 |
1.3588 |
|