CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3900 |
1.3947 |
0.0047 |
0.3% |
1.3748 |
| High |
1.3903 |
1.3947 |
0.0044 |
0.3% |
1.3888 |
| Low |
1.3888 |
1.3860 |
-0.0028 |
-0.2% |
1.3736 |
| Close |
1.3903 |
1.3860 |
-0.0043 |
-0.3% |
1.3869 |
| Range |
0.0015 |
0.0087 |
0.0072 |
480.0% |
0.0152 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
7.8% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
108 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4150 |
1.4092 |
1.3908 |
|
| R3 |
1.4063 |
1.4005 |
1.3884 |
|
| R2 |
1.3976 |
1.3976 |
1.3876 |
|
| R1 |
1.3918 |
1.3918 |
1.3868 |
1.3904 |
| PP |
1.3889 |
1.3889 |
1.3889 |
1.3882 |
| S1 |
1.3831 |
1.3831 |
1.3852 |
1.3817 |
| S2 |
1.3802 |
1.3802 |
1.3844 |
|
| S3 |
1.3715 |
1.3744 |
1.3836 |
|
| S4 |
1.3628 |
1.3657 |
1.3812 |
|
|
| 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 |
1.4317 |
|
2.618 |
1.4175 |
|
1.618 |
1.4088 |
|
1.000 |
1.4034 |
|
0.618 |
1.4001 |
|
HIGH |
1.3947 |
|
0.618 |
1.3914 |
|
0.500 |
1.3904 |
|
0.382 |
1.3893 |
|
LOW |
1.3860 |
|
0.618 |
1.3806 |
|
1.000 |
1.3773 |
|
1.618 |
1.3719 |
|
2.618 |
1.3632 |
|
4.250 |
1.3490 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3904 |
1.3904 |
| PP |
1.3889 |
1.3889 |
| S1 |
1.3875 |
1.3875 |
|