CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3370 |
1.3410 |
0.0040 |
0.3% |
1.3283 |
| High |
1.3425 |
1.3415 |
-0.0010 |
-0.1% |
1.3372 |
| Low |
1.3370 |
1.3289 |
-0.0081 |
-0.6% |
1.3283 |
| Close |
1.3425 |
1.3289 |
-0.0136 |
-1.0% |
1.3362 |
| Range |
0.0055 |
0.0126 |
0.0071 |
129.1% |
0.0089 |
| ATR |
0.0050 |
0.0056 |
0.0006 |
12.4% |
0.0000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
19 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3709 |
1.3625 |
1.3358 |
|
| R3 |
1.3583 |
1.3499 |
1.3324 |
|
| R2 |
1.3457 |
1.3457 |
1.3312 |
|
| R1 |
1.3373 |
1.3373 |
1.3301 |
1.3352 |
| PP |
1.3331 |
1.3331 |
1.3331 |
1.3321 |
| S1 |
1.3247 |
1.3247 |
1.3277 |
1.3226 |
| S2 |
1.3205 |
1.3205 |
1.3266 |
|
| S3 |
1.3079 |
1.3121 |
1.3254 |
|
| S4 |
1.2953 |
1.2995 |
1.3220 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3606 |
1.3573 |
1.3411 |
|
| R3 |
1.3517 |
1.3484 |
1.3386 |
|
| R2 |
1.3428 |
1.3428 |
1.3378 |
|
| R1 |
1.3395 |
1.3395 |
1.3370 |
1.3412 |
| PP |
1.3339 |
1.3339 |
1.3339 |
1.3347 |
| S1 |
1.3306 |
1.3306 |
1.3354 |
1.3323 |
| S2 |
1.3250 |
1.3250 |
1.3346 |
|
| S3 |
1.3161 |
1.3217 |
1.3338 |
|
| S4 |
1.3072 |
1.3128 |
1.3313 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3951 |
|
2.618 |
1.3745 |
|
1.618 |
1.3619 |
|
1.000 |
1.3541 |
|
0.618 |
1.3493 |
|
HIGH |
1.3415 |
|
0.618 |
1.3367 |
|
0.500 |
1.3352 |
|
0.382 |
1.3337 |
|
LOW |
1.3289 |
|
0.618 |
1.3211 |
|
1.000 |
1.3163 |
|
1.618 |
1.3085 |
|
2.618 |
1.2959 |
|
4.250 |
1.2754 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3357 |
| PP |
1.3331 |
1.3334 |
| S1 |
1.3310 |
1.3312 |
|