CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.3068 |
1.3040 |
-0.0028 |
-0.2% |
1.3108 |
High |
1.3108 |
1.3080 |
-0.0028 |
-0.2% |
1.3160 |
Low |
1.3020 |
1.3040 |
0.0020 |
0.2% |
1.3020 |
Close |
1.3036 |
1.3076 |
0.0040 |
0.3% |
1.3036 |
Range |
0.0088 |
0.0040 |
-0.0048 |
-54.5% |
0.0140 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
10 |
29 |
19 |
190.0% |
35 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3185 |
1.3171 |
1.3098 |
|
R3 |
1.3145 |
1.3131 |
1.3087 |
|
R2 |
1.3105 |
1.3105 |
1.3083 |
|
R1 |
1.3091 |
1.3091 |
1.3080 |
1.3098 |
PP |
1.3065 |
1.3065 |
1.3065 |
1.3069 |
S1 |
1.3051 |
1.3051 |
1.3072 |
1.3058 |
S2 |
1.3025 |
1.3025 |
1.3069 |
|
S3 |
1.2985 |
1.3011 |
1.3065 |
|
S4 |
1.2945 |
1.2971 |
1.3054 |
|
|
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 |
1.3250 |
2.618 |
1.3185 |
1.618 |
1.3145 |
1.000 |
1.3120 |
0.618 |
1.3105 |
HIGH |
1.3080 |
0.618 |
1.3065 |
0.500 |
1.3060 |
0.382 |
1.3055 |
LOW |
1.3040 |
0.618 |
1.3015 |
1.000 |
1.3000 |
1.618 |
1.2975 |
2.618 |
1.2935 |
4.250 |
1.2870 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3071 |
1.3072 |
PP |
1.3065 |
1.3068 |
S1 |
1.3060 |
1.3064 |
|