CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2844 |
1.2876 |
0.0032 |
0.2% |
1.3040 |
| High |
1.2896 |
1.2876 |
-0.0020 |
-0.2% |
1.3086 |
| Low |
1.2844 |
1.2781 |
-0.0063 |
-0.5% |
1.2830 |
| Close |
1.2895 |
1.2806 |
-0.0089 |
-0.7% |
1.2850 |
| Range |
0.0052 |
0.0095 |
0.0043 |
82.7% |
0.0256 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
4.2% |
0.0000 |
| Volume |
47 |
6 |
-41 |
-87.2% |
83 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3106 |
1.3051 |
1.2858 |
|
| R3 |
1.3011 |
1.2956 |
1.2832 |
|
| R2 |
1.2916 |
1.2916 |
1.2823 |
|
| R1 |
1.2861 |
1.2861 |
1.2815 |
1.2841 |
| PP |
1.2821 |
1.2821 |
1.2821 |
1.2811 |
| S1 |
1.2766 |
1.2766 |
1.2797 |
1.2746 |
| S2 |
1.2726 |
1.2726 |
1.2789 |
|
| S3 |
1.2631 |
1.2671 |
1.2780 |
|
| S4 |
1.2536 |
1.2576 |
1.2754 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3690 |
1.3526 |
1.2991 |
|
| R3 |
1.3434 |
1.3270 |
1.2920 |
|
| R2 |
1.3178 |
1.3178 |
1.2897 |
|
| R1 |
1.3014 |
1.3014 |
1.2873 |
1.2968 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2899 |
| S1 |
1.2758 |
1.2758 |
1.2827 |
1.2712 |
| S2 |
1.2666 |
1.2666 |
1.2803 |
|
| S3 |
1.2410 |
1.2502 |
1.2780 |
|
| S4 |
1.2154 |
1.2246 |
1.2709 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3280 |
|
2.618 |
1.3125 |
|
1.618 |
1.3030 |
|
1.000 |
1.2971 |
|
0.618 |
1.2935 |
|
HIGH |
1.2876 |
|
0.618 |
1.2840 |
|
0.500 |
1.2829 |
|
0.382 |
1.2817 |
|
LOW |
1.2781 |
|
0.618 |
1.2722 |
|
1.000 |
1.2686 |
|
1.618 |
1.2627 |
|
2.618 |
1.2532 |
|
4.250 |
1.2377 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2829 |
1.2897 |
| PP |
1.2821 |
1.2866 |
| S1 |
1.2814 |
1.2836 |
|