CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3467 |
1.3440 |
-0.0027 |
-0.2% |
1.3526 |
| High |
1.3467 |
1.3450 |
-0.0017 |
-0.1% |
1.3530 |
| Low |
1.3318 |
1.3366 |
0.0048 |
0.4% |
1.3318 |
| Close |
1.3438 |
1.3366 |
-0.0072 |
-0.5% |
1.3366 |
| Range |
0.0149 |
0.0084 |
-0.0065 |
-43.6% |
0.0212 |
| ATR |
|
|
|
|
|
| Volume |
4 |
19 |
15 |
375.0% |
35 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3646 |
1.3590 |
1.3412 |
|
| R3 |
1.3562 |
1.3506 |
1.3389 |
|
| R2 |
1.3478 |
1.3478 |
1.3381 |
|
| R1 |
1.3422 |
1.3422 |
1.3374 |
1.3408 |
| PP |
1.3394 |
1.3394 |
1.3394 |
1.3387 |
| S1 |
1.3338 |
1.3338 |
1.3358 |
1.3324 |
| S2 |
1.3310 |
1.3310 |
1.3351 |
|
| S3 |
1.3226 |
1.3254 |
1.3343 |
|
| S4 |
1.3142 |
1.3170 |
1.3320 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4041 |
1.3915 |
1.3483 |
|
| R3 |
1.3829 |
1.3703 |
1.3424 |
|
| R2 |
1.3617 |
1.3617 |
1.3405 |
|
| R1 |
1.3491 |
1.3491 |
1.3385 |
1.3448 |
| PP |
1.3405 |
1.3405 |
1.3405 |
1.3383 |
| S1 |
1.3279 |
1.3279 |
1.3347 |
1.3236 |
| S2 |
1.3193 |
1.3193 |
1.3327 |
|
| S3 |
1.2981 |
1.3067 |
1.3308 |
|
| S4 |
1.2769 |
1.2855 |
1.3249 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3807 |
|
2.618 |
1.3670 |
|
1.618 |
1.3586 |
|
1.000 |
1.3534 |
|
0.618 |
1.3502 |
|
HIGH |
1.3450 |
|
0.618 |
1.3418 |
|
0.500 |
1.3408 |
|
0.382 |
1.3398 |
|
LOW |
1.3366 |
|
0.618 |
1.3314 |
|
1.000 |
1.3282 |
|
1.618 |
1.3230 |
|
2.618 |
1.3146 |
|
4.250 |
1.3009 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3408 |
1.3424 |
| PP |
1.3394 |
1.3405 |
| S1 |
1.3380 |
1.3385 |
|