CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.3096 |
0.0096 |
0.7% |
1.2905 |
| High |
1.3012 |
1.3120 |
0.0108 |
0.8% |
1.3074 |
| Low |
1.3000 |
1.3096 |
0.0096 |
0.7% |
1.2905 |
| Close |
1.3012 |
1.3099 |
0.0087 |
0.7% |
1.3012 |
| Range |
0.0012 |
0.0024 |
0.0012 |
100.0% |
0.0169 |
| ATR |
0.0059 |
0.0062 |
0.0004 |
6.0% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
4 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3177 |
1.3162 |
1.3112 |
|
| R3 |
1.3153 |
1.3138 |
1.3106 |
|
| R2 |
1.3129 |
1.3129 |
1.3103 |
|
| R1 |
1.3114 |
1.3114 |
1.3101 |
1.3122 |
| PP |
1.3105 |
1.3105 |
1.3105 |
1.3109 |
| S1 |
1.3090 |
1.3090 |
1.3097 |
1.3098 |
| S2 |
1.3081 |
1.3081 |
1.3095 |
|
| S3 |
1.3057 |
1.3066 |
1.3092 |
|
| S4 |
1.3033 |
1.3042 |
1.3086 |
|
|
| 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 |
1.3222 |
|
2.618 |
1.3183 |
|
1.618 |
1.3159 |
|
1.000 |
1.3144 |
|
0.618 |
1.3135 |
|
HIGH |
1.3120 |
|
0.618 |
1.3111 |
|
0.500 |
1.3108 |
|
0.382 |
1.3105 |
|
LOW |
1.3096 |
|
0.618 |
1.3081 |
|
1.000 |
1.3072 |
|
1.618 |
1.3057 |
|
2.618 |
1.3033 |
|
4.250 |
1.2994 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3108 |
1.3086 |
| PP |
1.3105 |
1.3073 |
| S1 |
1.3102 |
1.3060 |
|