CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3888 |
1.3880 |
-0.0008 |
-0.1% |
1.3748 |
| High |
1.3888 |
1.3880 |
-0.0008 |
-0.1% |
1.3888 |
| Low |
1.3869 |
1.3869 |
0.0000 |
0.0% |
1.3736 |
| Close |
1.3869 |
1.3869 |
0.0000 |
0.0% |
1.3869 |
| Range |
0.0019 |
0.0011 |
-0.0008 |
-42.1% |
0.0152 |
| ATR |
0.0048 |
0.0045 |
-0.0003 |
-5.5% |
0.0000 |
| Volume |
70 |
12 |
-58 |
-82.9% |
108 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3906 |
1.3898 |
1.3875 |
|
| R3 |
1.3895 |
1.3887 |
1.3872 |
|
| R2 |
1.3884 |
1.3884 |
1.3871 |
|
| R1 |
1.3876 |
1.3876 |
1.3870 |
1.3875 |
| PP |
1.3873 |
1.3873 |
1.3873 |
1.3872 |
| S1 |
1.3865 |
1.3865 |
1.3868 |
1.3864 |
| S2 |
1.3862 |
1.3862 |
1.3867 |
|
| S3 |
1.3851 |
1.3854 |
1.3866 |
|
| S4 |
1.3840 |
1.3843 |
1.3863 |
|
|
| 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 |
1.3927 |
|
2.618 |
1.3909 |
|
1.618 |
1.3898 |
|
1.000 |
1.3891 |
|
0.618 |
1.3887 |
|
HIGH |
1.3880 |
|
0.618 |
1.3876 |
|
0.500 |
1.3875 |
|
0.382 |
1.3873 |
|
LOW |
1.3869 |
|
0.618 |
1.3862 |
|
1.000 |
1.3858 |
|
1.618 |
1.3851 |
|
2.618 |
1.3840 |
|
4.250 |
1.3822 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3875 |
1.3875 |
| PP |
1.3873 |
1.3873 |
| S1 |
1.3871 |
1.3871 |
|