CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3082 |
1.3050 |
-0.0032 |
-0.2% |
1.3358 |
| High |
1.3082 |
1.3066 |
-0.0016 |
-0.1% |
1.3425 |
| Low |
1.3022 |
1.3032 |
0.0010 |
0.1% |
1.3160 |
| Close |
1.3022 |
1.3066 |
0.0044 |
0.3% |
1.3160 |
| Range |
0.0060 |
0.0034 |
-0.0026 |
-43.3% |
0.0265 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
6 |
11 |
5 |
83.3% |
22 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3157 |
1.3145 |
1.3085 |
|
| R3 |
1.3123 |
1.3111 |
1.3075 |
|
| R2 |
1.3089 |
1.3089 |
1.3072 |
|
| R1 |
1.3077 |
1.3077 |
1.3069 |
1.3083 |
| PP |
1.3055 |
1.3055 |
1.3055 |
1.3058 |
| S1 |
1.3043 |
1.3043 |
1.3063 |
1.3049 |
| S2 |
1.3021 |
1.3021 |
1.3060 |
|
| S3 |
1.2987 |
1.3009 |
1.3057 |
|
| S4 |
1.2953 |
1.2975 |
1.3047 |
|
|
| 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 |
1.3211 |
|
2.618 |
1.3155 |
|
1.618 |
1.3121 |
|
1.000 |
1.3100 |
|
0.618 |
1.3087 |
|
HIGH |
1.3066 |
|
0.618 |
1.3053 |
|
0.500 |
1.3049 |
|
0.382 |
1.3045 |
|
LOW |
1.3032 |
|
0.618 |
1.3011 |
|
1.000 |
1.2998 |
|
1.618 |
1.2977 |
|
2.618 |
1.2943 |
|
4.250 |
1.2888 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3060 |
1.3091 |
| PP |
1.3055 |
1.3083 |
| S1 |
1.3049 |
1.3074 |
|