CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3810 |
1.3748 |
-0.0062 |
-0.4% |
1.3770 |
| High |
1.3825 |
1.3748 |
-0.0077 |
-0.6% |
1.3825 |
| Low |
1.3810 |
1.3739 |
-0.0071 |
-0.5% |
1.3688 |
| Close |
1.3825 |
1.3739 |
-0.0086 |
-0.6% |
1.3825 |
| Range |
0.0015 |
0.0009 |
-0.0006 |
-40.0% |
0.0137 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.7% |
0.0000 |
| Volume |
6 |
32 |
26 |
433.3% |
107 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3769 |
1.3763 |
1.3744 |
|
| R3 |
1.3760 |
1.3754 |
1.3741 |
|
| R2 |
1.3751 |
1.3751 |
1.3741 |
|
| R1 |
1.3745 |
1.3745 |
1.3740 |
1.3744 |
| PP |
1.3742 |
1.3742 |
1.3742 |
1.3741 |
| S1 |
1.3736 |
1.3736 |
1.3738 |
1.3735 |
| S2 |
1.3733 |
1.3733 |
1.3737 |
|
| S3 |
1.3724 |
1.3727 |
1.3737 |
|
| S4 |
1.3715 |
1.3718 |
1.3734 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4190 |
1.4145 |
1.3900 |
|
| R3 |
1.4053 |
1.4008 |
1.3863 |
|
| R2 |
1.3916 |
1.3916 |
1.3850 |
|
| R1 |
1.3871 |
1.3871 |
1.3838 |
1.3894 |
| PP |
1.3779 |
1.3779 |
1.3779 |
1.3791 |
| S1 |
1.3734 |
1.3734 |
1.3812 |
1.3757 |
| S2 |
1.3642 |
1.3642 |
1.3800 |
|
| S3 |
1.3505 |
1.3597 |
1.3787 |
|
| S4 |
1.3368 |
1.3460 |
1.3750 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3786 |
|
2.618 |
1.3772 |
|
1.618 |
1.3763 |
|
1.000 |
1.3757 |
|
0.618 |
1.3754 |
|
HIGH |
1.3748 |
|
0.618 |
1.3745 |
|
0.500 |
1.3744 |
|
0.382 |
1.3742 |
|
LOW |
1.3739 |
|
0.618 |
1.3733 |
|
1.000 |
1.3730 |
|
1.618 |
1.3724 |
|
2.618 |
1.3715 |
|
4.250 |
1.3701 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3744 |
1.3757 |
| PP |
1.3742 |
1.3751 |
| S1 |
1.3741 |
1.3745 |
|