CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3278 |
1.3295 |
0.0017 |
0.1% |
1.3201 |
| High |
1.3278 |
1.3360 |
0.0082 |
0.6% |
1.3291 |
| Low |
1.3278 |
1.3295 |
0.0017 |
0.1% |
1.3193 |
| Close |
1.3278 |
1.3351 |
0.0073 |
0.5% |
1.3291 |
| Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0098 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
3.0% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
54 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3530 |
1.3506 |
1.3387 |
|
| R3 |
1.3465 |
1.3441 |
1.3369 |
|
| R2 |
1.3400 |
1.3400 |
1.3363 |
|
| R1 |
1.3376 |
1.3376 |
1.3357 |
1.3388 |
| PP |
1.3335 |
1.3335 |
1.3335 |
1.3342 |
| S1 |
1.3311 |
1.3311 |
1.3345 |
1.3323 |
| S2 |
1.3270 |
1.3270 |
1.3339 |
|
| S3 |
1.3205 |
1.3246 |
1.3333 |
|
| S4 |
1.3140 |
1.3181 |
1.3315 |
|
|
| 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 |
1.3636 |
|
2.618 |
1.3530 |
|
1.618 |
1.3465 |
|
1.000 |
1.3425 |
|
0.618 |
1.3400 |
|
HIGH |
1.3360 |
|
0.618 |
1.3335 |
|
0.500 |
1.3328 |
|
0.382 |
1.3320 |
|
LOW |
1.3295 |
|
0.618 |
1.3255 |
|
1.000 |
1.3230 |
|
1.618 |
1.3190 |
|
2.618 |
1.3125 |
|
4.250 |
1.3019 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3343 |
1.3337 |
| PP |
1.3335 |
1.3323 |
| S1 |
1.3328 |
1.3309 |
|