CME Euro FX (E) Future September 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3780 |
1.3671 |
-0.0109 |
-0.8% |
1.3693 |
| High |
1.3792 |
1.3671 |
-0.0121 |
-0.9% |
1.3805 |
| Low |
1.3780 |
1.3656 |
-0.0124 |
-0.9% |
1.3662 |
| Close |
1.3792 |
1.3656 |
-0.0136 |
-1.0% |
1.3738 |
| Range |
0.0012 |
0.0015 |
0.0003 |
25.0% |
0.0143 |
| ATR |
0.0048 |
0.0054 |
0.0006 |
13.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
12 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3706 |
1.3696 |
1.3664 |
|
| R3 |
1.3691 |
1.3681 |
1.3660 |
|
| R2 |
1.3676 |
1.3676 |
1.3659 |
|
| R1 |
1.3666 |
1.3666 |
1.3657 |
1.3664 |
| PP |
1.3661 |
1.3661 |
1.3661 |
1.3660 |
| S1 |
1.3651 |
1.3651 |
1.3655 |
1.3649 |
| S2 |
1.3646 |
1.3646 |
1.3653 |
|
| S3 |
1.3631 |
1.3636 |
1.3652 |
|
| S4 |
1.3616 |
1.3621 |
1.3648 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4164 |
1.4094 |
1.3817 |
|
| R3 |
1.4021 |
1.3951 |
1.3777 |
|
| R2 |
1.3878 |
1.3878 |
1.3764 |
|
| R1 |
1.3808 |
1.3808 |
1.3751 |
1.3843 |
| PP |
1.3735 |
1.3735 |
1.3735 |
1.3753 |
| S1 |
1.3665 |
1.3665 |
1.3725 |
1.3700 |
| S2 |
1.3592 |
1.3592 |
1.3712 |
|
| S3 |
1.3449 |
1.3522 |
1.3699 |
|
| S4 |
1.3306 |
1.3379 |
1.3659 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3735 |
|
2.618 |
1.3710 |
|
1.618 |
1.3695 |
|
1.000 |
1.3686 |
|
0.618 |
1.3680 |
|
HIGH |
1.3671 |
|
0.618 |
1.3665 |
|
0.500 |
1.3664 |
|
0.382 |
1.3662 |
|
LOW |
1.3656 |
|
0.618 |
1.3647 |
|
1.000 |
1.3641 |
|
1.618 |
1.3632 |
|
2.618 |
1.3617 |
|
4.250 |
1.3592 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3664 |
1.3738 |
| PP |
1.3661 |
1.3711 |
| S1 |
1.3659 |
1.3683 |
|