CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.3880 |
1.3870 |
-0.0010 |
-0.1% |
1.3748 |
High |
1.3880 |
1.3870 |
-0.0010 |
-0.1% |
1.3888 |
Low |
1.3869 |
1.3870 |
0.0001 |
0.0% |
1.3736 |
Close |
1.3869 |
1.3870 |
0.0001 |
0.0% |
1.3869 |
Range |
0.0011 |
0.0000 |
-0.0011 |
-100.0% |
0.0152 |
ATR |
0.0045 |
0.0042 |
-0.0003 |
-7.0% |
0.0000 |
Volume |
12 |
4 |
-8 |
-66.7% |
108 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3870 |
1.3870 |
1.3870 |
|
R3 |
1.3870 |
1.3870 |
1.3870 |
|
R2 |
1.3870 |
1.3870 |
1.3870 |
|
R1 |
1.3870 |
1.3870 |
1.3870 |
1.3870 |
PP |
1.3870 |
1.3870 |
1.3870 |
1.3870 |
S1 |
1.3870 |
1.3870 |
1.3870 |
1.3870 |
S2 |
1.3870 |
1.3870 |
1.3870 |
|
S3 |
1.3870 |
1.3870 |
1.3870 |
|
S4 |
1.3870 |
1.3870 |
1.3870 |
|
|
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 |
1.3870 |
2.618 |
1.3870 |
1.618 |
1.3870 |
1.000 |
1.3870 |
0.618 |
1.3870 |
HIGH |
1.3870 |
0.618 |
1.3870 |
0.500 |
1.3870 |
0.382 |
1.3870 |
LOW |
1.3870 |
0.618 |
1.3870 |
1.000 |
1.3870 |
1.618 |
1.3870 |
2.618 |
1.3870 |
4.250 |
1.3870 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3870 |
1.3879 |
PP |
1.3870 |
1.3876 |
S1 |
1.3870 |
1.3873 |
|