CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.3193 |
1.3259 |
0.0066 |
0.5% |
1.3070 |
High |
1.3249 |
1.3259 |
0.0010 |
0.1% |
1.3177 |
Low |
1.3193 |
1.3209 |
0.0016 |
0.1% |
1.3070 |
Close |
1.3249 |
1.3209 |
-0.0040 |
-0.3% |
1.3151 |
Range |
0.0056 |
0.0050 |
-0.0006 |
-10.7% |
0.0107 |
ATR |
0.0069 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
12 |
3 |
-9 |
-75.0% |
61 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3376 |
1.3342 |
1.3237 |
|
R3 |
1.3326 |
1.3292 |
1.3223 |
|
R2 |
1.3276 |
1.3276 |
1.3218 |
|
R1 |
1.3242 |
1.3242 |
1.3214 |
1.3234 |
PP |
1.3226 |
1.3226 |
1.3226 |
1.3222 |
S1 |
1.3192 |
1.3192 |
1.3204 |
1.3184 |
S2 |
1.3176 |
1.3176 |
1.3200 |
|
S3 |
1.3126 |
1.3142 |
1.3195 |
|
S4 |
1.3076 |
1.3092 |
1.3182 |
|
|
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 |
1.3472 |
2.618 |
1.3390 |
1.618 |
1.3340 |
1.000 |
1.3309 |
0.618 |
1.3290 |
HIGH |
1.3259 |
0.618 |
1.3240 |
0.500 |
1.3234 |
0.382 |
1.3228 |
LOW |
1.3209 |
0.618 |
1.3178 |
1.000 |
1.3159 |
1.618 |
1.3128 |
2.618 |
1.3078 |
4.250 |
1.2997 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3234 |
1.3226 |
PP |
1.3226 |
1.3220 |
S1 |
1.3217 |
1.3215 |
|