CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3329 |
1.3372 |
0.0043 |
0.3% |
1.3096 |
| High |
1.3329 |
1.3372 |
0.0043 |
0.3% |
1.3275 |
| Low |
1.3329 |
1.3351 |
0.0022 |
0.2% |
1.3088 |
| Close |
1.3329 |
1.3351 |
0.0022 |
0.2% |
1.3246 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0187 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
23 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3421 |
1.3407 |
1.3363 |
|
| R3 |
1.3400 |
1.3386 |
1.3357 |
|
| R2 |
1.3379 |
1.3379 |
1.3355 |
|
| R1 |
1.3365 |
1.3365 |
1.3353 |
1.3362 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3356 |
| S1 |
1.3344 |
1.3344 |
1.3349 |
1.3341 |
| S2 |
1.3337 |
1.3337 |
1.3347 |
|
| S3 |
1.3316 |
1.3323 |
1.3345 |
|
| S4 |
1.3295 |
1.3302 |
1.3339 |
|
|
| 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 |
1.3461 |
|
2.618 |
1.3427 |
|
1.618 |
1.3406 |
|
1.000 |
1.3393 |
|
0.618 |
1.3385 |
|
HIGH |
1.3372 |
|
0.618 |
1.3364 |
|
0.500 |
1.3362 |
|
0.382 |
1.3359 |
|
LOW |
1.3351 |
|
0.618 |
1.3338 |
|
1.000 |
1.3330 |
|
1.618 |
1.3317 |
|
2.618 |
1.3296 |
|
4.250 |
1.3262 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3362 |
1.3343 |
| PP |
1.3358 |
1.3335 |
| S1 |
1.3355 |
1.3328 |
|