CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3040 |
1.3084 |
0.0044 |
0.3% |
1.3108 |
| High |
1.3080 |
1.3086 |
0.0006 |
0.0% |
1.3160 |
| Low |
1.3040 |
1.2990 |
-0.0050 |
-0.4% |
1.3020 |
| Close |
1.3076 |
1.2994 |
-0.0082 |
-0.6% |
1.3036 |
| Range |
0.0040 |
0.0096 |
0.0056 |
140.0% |
0.0140 |
| ATR |
0.0060 |
0.0062 |
0.0003 |
4.4% |
0.0000 |
| Volume |
29 |
36 |
7 |
24.1% |
35 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3311 |
1.3249 |
1.3047 |
|
| R3 |
1.3215 |
1.3153 |
1.3020 |
|
| R2 |
1.3119 |
1.3119 |
1.3012 |
|
| R1 |
1.3057 |
1.3057 |
1.3003 |
1.3040 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3015 |
| S1 |
1.2961 |
1.2961 |
1.2985 |
1.2944 |
| S2 |
1.2927 |
1.2927 |
1.2976 |
|
| S3 |
1.2831 |
1.2865 |
1.2968 |
|
| S4 |
1.2735 |
1.2769 |
1.2941 |
|
|
| 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 |
1.3494 |
|
2.618 |
1.3337 |
|
1.618 |
1.3241 |
|
1.000 |
1.3182 |
|
0.618 |
1.3145 |
|
HIGH |
1.3086 |
|
0.618 |
1.3049 |
|
0.500 |
1.3038 |
|
0.382 |
1.3027 |
|
LOW |
1.2990 |
|
0.618 |
1.2931 |
|
1.000 |
1.2894 |
|
1.618 |
1.2835 |
|
2.618 |
1.2739 |
|
4.250 |
1.2582 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3038 |
1.3049 |
| PP |
1.3023 |
1.3031 |
| S1 |
1.3009 |
1.3012 |
|