CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3070 |
1.3000 |
-0.0070 |
-0.5% |
1.2905 |
| High |
1.3074 |
1.3012 |
-0.0062 |
-0.5% |
1.3074 |
| Low |
1.3070 |
1.3000 |
-0.0070 |
-0.5% |
1.2905 |
| Close |
1.3074 |
1.3012 |
-0.0062 |
-0.5% |
1.3012 |
| Range |
0.0004 |
0.0012 |
0.0008 |
200.0% |
0.0169 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3044 |
1.3040 |
1.3019 |
|
| R3 |
1.3032 |
1.3028 |
1.3015 |
|
| R2 |
1.3020 |
1.3020 |
1.3014 |
|
| R1 |
1.3016 |
1.3016 |
1.3013 |
1.3018 |
| PP |
1.3008 |
1.3008 |
1.3008 |
1.3009 |
| S1 |
1.3004 |
1.3004 |
1.3011 |
1.3006 |
| S2 |
1.2996 |
1.2996 |
1.3010 |
|
| S3 |
1.2984 |
1.2992 |
1.3009 |
|
| S4 |
1.2972 |
1.2980 |
1.3005 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3504 |
1.3427 |
1.3105 |
|
| R3 |
1.3335 |
1.3258 |
1.3058 |
|
| R2 |
1.3166 |
1.3166 |
1.3043 |
|
| R1 |
1.3089 |
1.3089 |
1.3027 |
1.3128 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.3016 |
| S1 |
1.2920 |
1.2920 |
1.2997 |
1.2959 |
| S2 |
1.2828 |
1.2828 |
1.2981 |
|
| S3 |
1.2659 |
1.2751 |
1.2966 |
|
| S4 |
1.2490 |
1.2582 |
1.2919 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3063 |
|
2.618 |
1.3043 |
|
1.618 |
1.3031 |
|
1.000 |
1.3024 |
|
0.618 |
1.3019 |
|
HIGH |
1.3012 |
|
0.618 |
1.3007 |
|
0.500 |
1.3006 |
|
0.382 |
1.3005 |
|
LOW |
1.3000 |
|
0.618 |
1.2993 |
|
1.000 |
1.2988 |
|
1.618 |
1.2981 |
|
2.618 |
1.2969 |
|
4.250 |
1.2949 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3010 |
1.3020 |
| PP |
1.3008 |
1.3017 |
| S1 |
1.3006 |
1.3015 |
|