CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3050 |
1.3068 |
0.0018 |
0.1% |
1.3108 |
| High |
1.3066 |
1.3108 |
0.0042 |
0.3% |
1.3160 |
| Low |
1.3032 |
1.3020 |
-0.0012 |
-0.1% |
1.3020 |
| Close |
1.3066 |
1.3036 |
-0.0030 |
-0.2% |
1.3036 |
| Range |
0.0034 |
0.0088 |
0.0054 |
158.8% |
0.0140 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.6% |
0.0000 |
| Volume |
11 |
10 |
-1 |
-9.1% |
35 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3319 |
1.3265 |
1.3084 |
|
| R3 |
1.3231 |
1.3177 |
1.3060 |
|
| R2 |
1.3143 |
1.3143 |
1.3052 |
|
| R1 |
1.3089 |
1.3089 |
1.3044 |
1.3072 |
| PP |
1.3055 |
1.3055 |
1.3055 |
1.3046 |
| S1 |
1.3001 |
1.3001 |
1.3028 |
1.2984 |
| S2 |
1.2967 |
1.2967 |
1.3020 |
|
| S3 |
1.2879 |
1.2913 |
1.3012 |
|
| S4 |
1.2791 |
1.2825 |
1.2988 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3492 |
1.3404 |
1.3113 |
|
| R3 |
1.3352 |
1.3264 |
1.3075 |
|
| R2 |
1.3212 |
1.3212 |
1.3062 |
|
| R1 |
1.3124 |
1.3124 |
1.3049 |
1.3098 |
| PP |
1.3072 |
1.3072 |
1.3072 |
1.3059 |
| S1 |
1.2984 |
1.2984 |
1.3023 |
1.2958 |
| S2 |
1.2932 |
1.2932 |
1.3010 |
|
| S3 |
1.2792 |
1.2844 |
1.2998 |
|
| S4 |
1.2652 |
1.2704 |
1.2959 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3482 |
|
2.618 |
1.3338 |
|
1.618 |
1.3250 |
|
1.000 |
1.3196 |
|
0.618 |
1.3162 |
|
HIGH |
1.3108 |
|
0.618 |
1.3074 |
|
0.500 |
1.3064 |
|
0.382 |
1.3054 |
|
LOW |
1.3020 |
|
0.618 |
1.2966 |
|
1.000 |
1.2932 |
|
1.618 |
1.2878 |
|
2.618 |
1.2790 |
|
4.250 |
1.2646 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3064 |
1.3064 |
| PP |
1.3055 |
1.3055 |
| S1 |
1.3045 |
1.3045 |
|