CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3160 |
1.3082 |
-0.0078 |
-0.6% |
1.3358 |
| High |
1.3160 |
1.3082 |
-0.0078 |
-0.6% |
1.3425 |
| Low |
1.3110 |
1.3022 |
-0.0088 |
-0.7% |
1.3160 |
| Close |
1.3110 |
1.3022 |
-0.0088 |
-0.7% |
1.3160 |
| Range |
0.0050 |
0.0060 |
0.0010 |
20.0% |
0.0265 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.8% |
0.0000 |
| Volume |
7 |
6 |
-1 |
-14.3% |
22 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3222 |
1.3182 |
1.3055 |
|
| R3 |
1.3162 |
1.3122 |
1.3039 |
|
| R2 |
1.3102 |
1.3102 |
1.3033 |
|
| R1 |
1.3062 |
1.3062 |
1.3028 |
1.3052 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3037 |
| S1 |
1.3002 |
1.3002 |
1.3017 |
1.2992 |
| S2 |
1.2982 |
1.2982 |
1.3011 |
|
| S3 |
1.2922 |
1.2942 |
1.3006 |
|
| S4 |
1.2862 |
1.2882 |
1.2989 |
|
|
| 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 |
1.3337 |
|
2.618 |
1.3239 |
|
1.618 |
1.3179 |
|
1.000 |
1.3142 |
|
0.618 |
1.3119 |
|
HIGH |
1.3082 |
|
0.618 |
1.3059 |
|
0.500 |
1.3052 |
|
0.382 |
1.3045 |
|
LOW |
1.3022 |
|
0.618 |
1.2985 |
|
1.000 |
1.2962 |
|
1.618 |
1.2925 |
|
2.618 |
1.2865 |
|
4.250 |
1.2767 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3052 |
1.3091 |
| PP |
1.3042 |
1.3068 |
| S1 |
1.3032 |
1.3045 |
|