CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3108 |
1.3126 |
0.0018 |
0.1% |
1.2905 |
| High |
1.3108 |
1.3126 |
0.0018 |
0.1% |
1.3074 |
| Low |
1.3108 |
1.3088 |
-0.0020 |
-0.2% |
1.2905 |
| Close |
1.3108 |
1.3113 |
0.0005 |
0.0% |
1.3012 |
| Range |
0.0000 |
0.0038 |
0.0038 |
|
0.0169 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3223 |
1.3206 |
1.3134 |
|
| R3 |
1.3185 |
1.3168 |
1.3123 |
|
| R2 |
1.3147 |
1.3147 |
1.3120 |
|
| R1 |
1.3130 |
1.3130 |
1.3116 |
1.3120 |
| PP |
1.3109 |
1.3109 |
1.3109 |
1.3104 |
| S1 |
1.3092 |
1.3092 |
1.3110 |
1.3082 |
| S2 |
1.3071 |
1.3071 |
1.3106 |
|
| S3 |
1.3033 |
1.3054 |
1.3103 |
|
| S4 |
1.2995 |
1.3016 |
1.3092 |
|
|
| 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 |
1.3288 |
|
2.618 |
1.3225 |
|
1.618 |
1.3187 |
|
1.000 |
1.3164 |
|
0.618 |
1.3149 |
|
HIGH |
1.3126 |
|
0.618 |
1.3111 |
|
0.500 |
1.3107 |
|
0.382 |
1.3103 |
|
LOW |
1.3088 |
|
0.618 |
1.3065 |
|
1.000 |
1.3050 |
|
1.618 |
1.3027 |
|
2.618 |
1.2989 |
|
4.250 |
1.2927 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3111 |
1.3111 |
| PP |
1.3109 |
1.3109 |
| S1 |
1.3107 |
1.3107 |
|