CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 03-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.3084 |
1.2958 |
-0.0126 |
-1.0% |
1.3108 |
High |
1.3086 |
1.3038 |
-0.0048 |
-0.4% |
1.3160 |
Low |
1.2990 |
1.2958 |
-0.0032 |
-0.2% |
1.3020 |
Close |
1.2994 |
1.3030 |
0.0036 |
0.3% |
1.3036 |
Range |
0.0096 |
0.0080 |
-0.0016 |
-16.7% |
0.0140 |
ATR |
0.0062 |
0.0063 |
0.0001 |
2.1% |
0.0000 |
Volume |
36 |
9 |
-27 |
-75.0% |
35 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3249 |
1.3219 |
1.3074 |
|
R3 |
1.3169 |
1.3139 |
1.3052 |
|
R2 |
1.3089 |
1.3089 |
1.3045 |
|
R1 |
1.3059 |
1.3059 |
1.3037 |
1.3074 |
PP |
1.3009 |
1.3009 |
1.3009 |
1.3016 |
S1 |
1.2979 |
1.2979 |
1.3023 |
1.2994 |
S2 |
1.2929 |
1.2929 |
1.3015 |
|
S3 |
1.2849 |
1.2899 |
1.3008 |
|
S4 |
1.2769 |
1.2819 |
1.2986 |
|
|
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 |
1.3378 |
2.618 |
1.3247 |
1.618 |
1.3167 |
1.000 |
1.3118 |
0.618 |
1.3087 |
HIGH |
1.3038 |
0.618 |
1.3007 |
0.500 |
1.2998 |
0.382 |
1.2989 |
LOW |
1.2958 |
0.618 |
1.2909 |
1.000 |
1.2878 |
1.618 |
1.2829 |
2.618 |
1.2749 |
4.250 |
1.2618 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3019 |
1.3027 |
PP |
1.3009 |
1.3025 |
S1 |
1.2998 |
1.3022 |
|