CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3870 |
1.3900 |
0.0030 |
0.2% |
1.3748 |
| High |
1.3870 |
1.3903 |
0.0033 |
0.2% |
1.3888 |
| Low |
1.3870 |
1.3888 |
0.0018 |
0.1% |
1.3736 |
| Close |
1.3870 |
1.3903 |
0.0033 |
0.2% |
1.3869 |
| Range |
0.0000 |
0.0015 |
0.0015 |
|
0.0152 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
108 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3943 |
1.3938 |
1.3911 |
|
| R3 |
1.3928 |
1.3923 |
1.3907 |
|
| R2 |
1.3913 |
1.3913 |
1.3906 |
|
| R1 |
1.3908 |
1.3908 |
1.3904 |
1.3911 |
| PP |
1.3898 |
1.3898 |
1.3898 |
1.3899 |
| S1 |
1.3893 |
1.3893 |
1.3902 |
1.3896 |
| S2 |
1.3883 |
1.3883 |
1.3900 |
|
| S3 |
1.3868 |
1.3878 |
1.3899 |
|
| S4 |
1.3853 |
1.3863 |
1.3895 |
|
|
| 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 |
1.3967 |
|
2.618 |
1.3942 |
|
1.618 |
1.3927 |
|
1.000 |
1.3918 |
|
0.618 |
1.3912 |
|
HIGH |
1.3903 |
|
0.618 |
1.3897 |
|
0.500 |
1.3896 |
|
0.382 |
1.3894 |
|
LOW |
1.3888 |
|
0.618 |
1.3879 |
|
1.000 |
1.3873 |
|
1.618 |
1.3864 |
|
2.618 |
1.3849 |
|
4.250 |
1.3824 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3901 |
1.3897 |
| PP |
1.3898 |
1.3892 |
| S1 |
1.3896 |
1.3886 |
|