CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3201 |
1.3193 |
-0.0008 |
-0.1% |
1.3070 |
| High |
1.3210 |
1.3249 |
0.0039 |
0.3% |
1.3177 |
| Low |
1.3201 |
1.3193 |
-0.0008 |
-0.1% |
1.3070 |
| Close |
1.3204 |
1.3249 |
0.0045 |
0.3% |
1.3151 |
| Range |
0.0009 |
0.0056 |
0.0047 |
522.2% |
0.0107 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1 |
12 |
11 |
1,100.0% |
61 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3398 |
1.3380 |
1.3280 |
|
| R3 |
1.3342 |
1.3324 |
1.3264 |
|
| R2 |
1.3286 |
1.3286 |
1.3259 |
|
| R1 |
1.3268 |
1.3268 |
1.3254 |
1.3277 |
| PP |
1.3230 |
1.3230 |
1.3230 |
1.3235 |
| S1 |
1.3212 |
1.3212 |
1.3244 |
1.3221 |
| S2 |
1.3174 |
1.3174 |
1.3239 |
|
| S3 |
1.3118 |
1.3156 |
1.3234 |
|
| S4 |
1.3062 |
1.3100 |
1.3218 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3454 |
1.3409 |
1.3210 |
|
| R3 |
1.3347 |
1.3302 |
1.3180 |
|
| R2 |
1.3240 |
1.3240 |
1.3171 |
|
| R1 |
1.3195 |
1.3195 |
1.3161 |
1.3218 |
| PP |
1.3133 |
1.3133 |
1.3133 |
1.3144 |
| S1 |
1.3088 |
1.3088 |
1.3141 |
1.3111 |
| S2 |
1.3026 |
1.3026 |
1.3131 |
|
| S3 |
1.2919 |
1.2981 |
1.3122 |
|
| S4 |
1.2812 |
1.2874 |
1.3092 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3487 |
|
2.618 |
1.3396 |
|
1.618 |
1.3340 |
|
1.000 |
1.3305 |
|
0.618 |
1.3284 |
|
HIGH |
1.3249 |
|
0.618 |
1.3228 |
|
0.500 |
1.3221 |
|
0.382 |
1.3214 |
|
LOW |
1.3193 |
|
0.618 |
1.3158 |
|
1.000 |
1.3137 |
|
1.618 |
1.3102 |
|
2.618 |
1.3046 |
|
4.250 |
1.2955 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3240 |
1.3226 |
| PP |
1.3230 |
1.3202 |
| S1 |
1.3221 |
1.3179 |
|