CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3108 |
1.3160 |
0.0052 |
0.4% |
1.3358 |
| High |
1.3160 |
1.3160 |
0.0000 |
0.0% |
1.3425 |
| Low |
1.3102 |
1.3110 |
0.0008 |
0.1% |
1.3160 |
| Close |
1.3144 |
1.3110 |
-0.0034 |
-0.3% |
1.3160 |
| Range |
0.0058 |
0.0050 |
-0.0008 |
-13.8% |
0.0265 |
| ATR |
0.0058 |
0.0058 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
22 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3277 |
1.3243 |
1.3138 |
|
| R3 |
1.3227 |
1.3193 |
1.3124 |
|
| R2 |
1.3177 |
1.3177 |
1.3119 |
|
| R1 |
1.3143 |
1.3143 |
1.3115 |
1.3135 |
| PP |
1.3127 |
1.3127 |
1.3127 |
1.3123 |
| S1 |
1.3093 |
1.3093 |
1.3105 |
1.3085 |
| S2 |
1.3077 |
1.3077 |
1.3101 |
|
| S3 |
1.3027 |
1.3043 |
1.3096 |
|
| S4 |
1.2977 |
1.2993 |
1.3083 |
|
|
| 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 |
1.3373 |
|
2.618 |
1.3291 |
|
1.618 |
1.3241 |
|
1.000 |
1.3210 |
|
0.618 |
1.3191 |
|
HIGH |
1.3160 |
|
0.618 |
1.3141 |
|
0.500 |
1.3135 |
|
0.382 |
1.3129 |
|
LOW |
1.3110 |
|
0.618 |
1.3079 |
|
1.000 |
1.3060 |
|
1.618 |
1.3029 |
|
2.618 |
1.2979 |
|
4.250 |
1.2898 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3135 |
1.3131 |
| PP |
1.3127 |
1.3124 |
| S1 |
1.3118 |
1.3117 |
|