CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.3863 |
1.3891 |
0.0028 |
0.2% |
1.3880 |
High |
1.3910 |
1.3933 |
0.0023 |
0.2% |
1.3947 |
Low |
1.3863 |
1.3891 |
0.0028 |
0.2% |
1.3860 |
Close |
1.3905 |
1.3920 |
0.0015 |
0.1% |
1.3905 |
Range |
0.0047 |
0.0042 |
-0.0005 |
-10.6% |
0.0087 |
ATR |
0.0045 |
0.0045 |
0.0000 |
-0.5% |
0.0000 |
Volume |
3 |
6 |
3 |
100.0% |
25 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4041 |
1.4022 |
1.3943 |
|
R3 |
1.3999 |
1.3980 |
1.3932 |
|
R2 |
1.3957 |
1.3957 |
1.3928 |
|
R1 |
1.3938 |
1.3938 |
1.3924 |
1.3948 |
PP |
1.3915 |
1.3915 |
1.3915 |
1.3919 |
S1 |
1.3896 |
1.3896 |
1.3916 |
1.3906 |
S2 |
1.3873 |
1.3873 |
1.3912 |
|
S3 |
1.3831 |
1.3854 |
1.3908 |
|
S4 |
1.3789 |
1.3812 |
1.3897 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4165 |
1.4122 |
1.3953 |
|
R3 |
1.4078 |
1.4035 |
1.3929 |
|
R2 |
1.3991 |
1.3991 |
1.3921 |
|
R1 |
1.3948 |
1.3948 |
1.3913 |
1.3970 |
PP |
1.3904 |
1.3904 |
1.3904 |
1.3915 |
S1 |
1.3861 |
1.3861 |
1.3897 |
1.3883 |
S2 |
1.3817 |
1.3817 |
1.3889 |
|
S3 |
1.3730 |
1.3774 |
1.3881 |
|
S4 |
1.3643 |
1.3687 |
1.3857 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4112 |
2.618 |
1.4043 |
1.618 |
1.4001 |
1.000 |
1.3975 |
0.618 |
1.3959 |
HIGH |
1.3933 |
0.618 |
1.3917 |
0.500 |
1.3912 |
0.382 |
1.3907 |
LOW |
1.3891 |
0.618 |
1.3865 |
1.000 |
1.3849 |
1.618 |
1.3823 |
2.618 |
1.3781 |
4.250 |
1.3713 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3917 |
1.3915 |
PP |
1.3915 |
1.3909 |
S1 |
1.3912 |
1.3904 |
|