CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3862 |
1.3888 |
0.0026 |
0.2% |
1.3748 |
| High |
1.3862 |
1.3888 |
0.0026 |
0.2% |
1.3888 |
| Low |
1.3862 |
1.3869 |
0.0007 |
0.1% |
1.3736 |
| Close |
1.3862 |
1.3869 |
0.0007 |
0.1% |
1.3869 |
| Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0152 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
2 |
70 |
68 |
3,400.0% |
108 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3932 |
1.3920 |
1.3879 |
|
| R3 |
1.3913 |
1.3901 |
1.3874 |
|
| R2 |
1.3894 |
1.3894 |
1.3872 |
|
| R1 |
1.3882 |
1.3882 |
1.3871 |
1.3879 |
| PP |
1.3875 |
1.3875 |
1.3875 |
1.3874 |
| S1 |
1.3863 |
1.3863 |
1.3867 |
1.3860 |
| S2 |
1.3856 |
1.3856 |
1.3866 |
|
| S3 |
1.3837 |
1.3844 |
1.3864 |
|
| S4 |
1.3818 |
1.3825 |
1.3859 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4287 |
1.4230 |
1.3953 |
|
| R3 |
1.4135 |
1.4078 |
1.3911 |
|
| R2 |
1.3983 |
1.3983 |
1.3897 |
|
| R1 |
1.3926 |
1.3926 |
1.3883 |
1.3955 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3845 |
| S1 |
1.3774 |
1.3774 |
1.3855 |
1.3803 |
| S2 |
1.3679 |
1.3679 |
1.3841 |
|
| S3 |
1.3527 |
1.3622 |
1.3827 |
|
| S4 |
1.3375 |
1.3470 |
1.3785 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3969 |
|
2.618 |
1.3938 |
|
1.618 |
1.3919 |
|
1.000 |
1.3907 |
|
0.618 |
1.3900 |
|
HIGH |
1.3888 |
|
0.618 |
1.3881 |
|
0.500 |
1.3879 |
|
0.382 |
1.3876 |
|
LOW |
1.3869 |
|
0.618 |
1.3857 |
|
1.000 |
1.3850 |
|
1.618 |
1.3838 |
|
2.618 |
1.3819 |
|
4.250 |
1.3788 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3879 |
1.3850 |
| PP |
1.3875 |
1.3831 |
| S1 |
1.3872 |
1.3812 |
|