CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.3097 |
1.3070 |
-0.0027 |
-0.2% |
1.2844 |
High |
1.3097 |
1.3083 |
-0.0014 |
-0.1% |
1.3115 |
Low |
1.3077 |
1.3070 |
-0.0007 |
-0.1% |
1.2781 |
Close |
1.3077 |
1.3083 |
0.0006 |
0.0% |
1.3077 |
Range |
0.0020 |
0.0013 |
-0.0007 |
-35.0% |
0.0334 |
ATR |
0.0083 |
0.0078 |
-0.0005 |
-6.0% |
0.0000 |
Volume |
11 |
2 |
-9 |
-81.8% |
86 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3118 |
1.3113 |
1.3090 |
|
R3 |
1.3105 |
1.3100 |
1.3087 |
|
R2 |
1.3092 |
1.3092 |
1.3085 |
|
R1 |
1.3087 |
1.3087 |
1.3084 |
1.3090 |
PP |
1.3079 |
1.3079 |
1.3079 |
1.3080 |
S1 |
1.3074 |
1.3074 |
1.3082 |
1.3077 |
S2 |
1.3066 |
1.3066 |
1.3081 |
|
S3 |
1.3053 |
1.3061 |
1.3079 |
|
S4 |
1.3040 |
1.3048 |
1.3076 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3993 |
1.3869 |
1.3261 |
|
R3 |
1.3659 |
1.3535 |
1.3169 |
|
R2 |
1.3325 |
1.3325 |
1.3138 |
|
R1 |
1.3201 |
1.3201 |
1.3108 |
1.3263 |
PP |
1.2991 |
1.2991 |
1.2991 |
1.3022 |
S1 |
1.2867 |
1.2867 |
1.3046 |
1.2929 |
S2 |
1.2657 |
1.2657 |
1.3016 |
|
S3 |
1.2323 |
1.2533 |
1.2985 |
|
S4 |
1.1989 |
1.2199 |
1.2893 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3138 |
2.618 |
1.3117 |
1.618 |
1.3104 |
1.000 |
1.3096 |
0.618 |
1.3091 |
HIGH |
1.3083 |
0.618 |
1.3078 |
0.500 |
1.3077 |
0.382 |
1.3075 |
LOW |
1.3070 |
0.618 |
1.3062 |
1.000 |
1.3057 |
1.618 |
1.3049 |
2.618 |
1.3036 |
4.250 |
1.3015 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3081 |
1.3093 |
PP |
1.3079 |
1.3089 |
S1 |
1.3077 |
1.3086 |
|