CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3070 |
1.3140 |
0.0070 |
0.5% |
1.2844 |
| High |
1.3083 |
1.3177 |
0.0094 |
0.7% |
1.3115 |
| Low |
1.3070 |
1.3140 |
0.0070 |
0.5% |
1.2781 |
| Close |
1.3083 |
1.3177 |
0.0094 |
0.7% |
1.3077 |
| Range |
0.0013 |
0.0037 |
0.0024 |
184.6% |
0.0334 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
86 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3276 |
1.3263 |
1.3197 |
|
| R3 |
1.3239 |
1.3226 |
1.3187 |
|
| R2 |
1.3202 |
1.3202 |
1.3184 |
|
| R1 |
1.3189 |
1.3189 |
1.3180 |
1.3196 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3168 |
| S1 |
1.3152 |
1.3152 |
1.3174 |
1.3159 |
| S2 |
1.3128 |
1.3128 |
1.3170 |
|
| S3 |
1.3091 |
1.3115 |
1.3167 |
|
| S4 |
1.3054 |
1.3078 |
1.3157 |
|
|
| 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 |
1.3334 |
|
2.618 |
1.3274 |
|
1.618 |
1.3237 |
|
1.000 |
1.3214 |
|
0.618 |
1.3200 |
|
HIGH |
1.3177 |
|
0.618 |
1.3163 |
|
0.500 |
1.3159 |
|
0.382 |
1.3154 |
|
LOW |
1.3140 |
|
0.618 |
1.3117 |
|
1.000 |
1.3103 |
|
1.618 |
1.3080 |
|
2.618 |
1.3043 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3171 |
1.3159 |
| PP |
1.3165 |
1.3141 |
| S1 |
1.3159 |
1.3124 |
|