CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3138 |
1.3275 |
0.0137 |
1.0% |
1.3096 |
| High |
1.3273 |
1.3275 |
0.0002 |
0.0% |
1.3275 |
| Low |
1.3138 |
1.3246 |
0.0108 |
0.8% |
1.3088 |
| Close |
1.3273 |
1.3246 |
-0.0027 |
-0.2% |
1.3246 |
| Range |
0.0135 |
0.0029 |
-0.0106 |
-78.5% |
0.0187 |
| ATR |
0.0064 |
0.0062 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
6 |
5 |
-1 |
-16.7% |
23 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3343 |
1.3323 |
1.3262 |
|
| R3 |
1.3314 |
1.3294 |
1.3254 |
|
| R2 |
1.3285 |
1.3285 |
1.3251 |
|
| R1 |
1.3265 |
1.3265 |
1.3249 |
1.3261 |
| PP |
1.3256 |
1.3256 |
1.3256 |
1.3253 |
| S1 |
1.3236 |
1.3236 |
1.3243 |
1.3232 |
| S2 |
1.3227 |
1.3227 |
1.3241 |
|
| S3 |
1.3198 |
1.3207 |
1.3238 |
|
| S4 |
1.3169 |
1.3178 |
1.3230 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3764 |
1.3692 |
1.3349 |
|
| R3 |
1.3577 |
1.3505 |
1.3297 |
|
| R2 |
1.3390 |
1.3390 |
1.3280 |
|
| R1 |
1.3318 |
1.3318 |
1.3263 |
1.3354 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3221 |
| S1 |
1.3131 |
1.3131 |
1.3229 |
1.3167 |
| S2 |
1.3016 |
1.3016 |
1.3212 |
|
| S3 |
1.2829 |
1.2944 |
1.3195 |
|
| S4 |
1.2642 |
1.2757 |
1.3143 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3351 |
|
1.618 |
1.3322 |
|
1.000 |
1.3304 |
|
0.618 |
1.3293 |
|
HIGH |
1.3275 |
|
0.618 |
1.3264 |
|
0.500 |
1.3261 |
|
0.382 |
1.3257 |
|
LOW |
1.3246 |
|
0.618 |
1.3228 |
|
1.000 |
1.3217 |
|
1.618 |
1.3199 |
|
2.618 |
1.3170 |
|
4.250 |
1.3123 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3261 |
1.3225 |
| PP |
1.3256 |
1.3203 |
| S1 |
1.3251 |
1.3182 |
|