CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3160 |
1.3108 |
-0.0052 |
-0.4% |
1.3358 |
| High |
1.3160 |
1.3160 |
0.0000 |
0.0% |
1.3425 |
| Low |
1.3160 |
1.3102 |
-0.0058 |
-0.4% |
1.3160 |
| Close |
1.3160 |
1.3144 |
-0.0016 |
-0.1% |
1.3160 |
| Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0265 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
22 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3309 |
1.3285 |
1.3176 |
|
| R3 |
1.3251 |
1.3227 |
1.3160 |
|
| R2 |
1.3193 |
1.3193 |
1.3155 |
|
| R1 |
1.3169 |
1.3169 |
1.3149 |
1.3181 |
| PP |
1.3135 |
1.3135 |
1.3135 |
1.3142 |
| S1 |
1.3111 |
1.3111 |
1.3139 |
1.3123 |
| S2 |
1.3077 |
1.3077 |
1.3133 |
|
| S3 |
1.3019 |
1.3053 |
1.3128 |
|
| S4 |
1.2961 |
1.2995 |
1.3112 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4043 |
1.3867 |
1.3306 |
|
| R3 |
1.3778 |
1.3602 |
1.3233 |
|
| R2 |
1.3513 |
1.3513 |
1.3209 |
|
| R1 |
1.3337 |
1.3337 |
1.3184 |
1.3293 |
| PP |
1.3248 |
1.3248 |
1.3248 |
1.3226 |
| S1 |
1.3072 |
1.3072 |
1.3136 |
1.3028 |
| S2 |
1.2983 |
1.2983 |
1.3111 |
|
| S3 |
1.2718 |
1.2807 |
1.3087 |
|
| S4 |
1.2453 |
1.2542 |
1.3014 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3407 |
|
2.618 |
1.3312 |
|
1.618 |
1.3254 |
|
1.000 |
1.3218 |
|
0.618 |
1.3196 |
|
HIGH |
1.3160 |
|
0.618 |
1.3138 |
|
0.500 |
1.3131 |
|
0.382 |
1.3124 |
|
LOW |
1.3102 |
|
0.618 |
1.3066 |
|
1.000 |
1.3044 |
|
1.618 |
1.3008 |
|
2.618 |
1.2950 |
|
4.250 |
1.2856 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3140 |
1.3182 |
| PP |
1.3135 |
1.3169 |
| S1 |
1.3131 |
1.3157 |
|