CME Euro FX (E) Future March 2014
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.3291 |
1.3260 |
-0.0031 |
-0.2% |
1.3201 |
High |
1.3291 |
1.3280 |
-0.0011 |
-0.1% |
1.3291 |
Low |
1.3291 |
1.3257 |
-0.0034 |
-0.3% |
1.3193 |
Close |
1.3291 |
1.3280 |
-0.0011 |
-0.1% |
1.3291 |
Range |
0.0000 |
0.0023 |
0.0023 |
|
0.0098 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
37 |
37 |
0 |
0.0% |
54 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3341 |
1.3334 |
1.3293 |
|
R3 |
1.3318 |
1.3311 |
1.3286 |
|
R2 |
1.3295 |
1.3295 |
1.3284 |
|
R1 |
1.3288 |
1.3288 |
1.3282 |
1.3292 |
PP |
1.3272 |
1.3272 |
1.3272 |
1.3274 |
S1 |
1.3265 |
1.3265 |
1.3278 |
1.3269 |
S2 |
1.3249 |
1.3249 |
1.3276 |
|
S3 |
1.3226 |
1.3242 |
1.3274 |
|
S4 |
1.3203 |
1.3219 |
1.3267 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3552 |
1.3520 |
1.3345 |
|
R3 |
1.3454 |
1.3422 |
1.3318 |
|
R2 |
1.3356 |
1.3356 |
1.3309 |
|
R1 |
1.3324 |
1.3324 |
1.3300 |
1.3340 |
PP |
1.3258 |
1.3258 |
1.3258 |
1.3267 |
S1 |
1.3226 |
1.3226 |
1.3282 |
1.3242 |
S2 |
1.3160 |
1.3160 |
1.3273 |
|
S3 |
1.3062 |
1.3128 |
1.3264 |
|
S4 |
1.2964 |
1.3030 |
1.3237 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3378 |
2.618 |
1.3340 |
1.618 |
1.3317 |
1.000 |
1.3303 |
0.618 |
1.3294 |
HIGH |
1.3280 |
0.618 |
1.3271 |
0.500 |
1.3269 |
0.382 |
1.3266 |
LOW |
1.3257 |
0.618 |
1.3243 |
1.000 |
1.3234 |
1.618 |
1.3220 |
2.618 |
1.3197 |
4.250 |
1.3159 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3276 |
1.3269 |
PP |
1.3272 |
1.3259 |
S1 |
1.3269 |
1.3248 |
|