CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3843 |
1.3796 |
-0.0047 |
-0.3% |
1.3880 |
| High |
1.3843 |
1.3796 |
-0.0047 |
-0.3% |
1.3947 |
| Low |
1.3823 |
1.3761 |
-0.0062 |
-0.4% |
1.3860 |
| Close |
1.3828 |
1.3779 |
-0.0049 |
-0.4% |
1.3905 |
| Range |
0.0020 |
0.0035 |
0.0015 |
75.0% |
0.0087 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
3.0% |
0.0000 |
| Volume |
11 |
5 |
-6 |
-54.5% |
25 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3884 |
1.3866 |
1.3798 |
|
| R3 |
1.3849 |
1.3831 |
1.3789 |
|
| R2 |
1.3814 |
1.3814 |
1.3785 |
|
| R1 |
1.3796 |
1.3796 |
1.3782 |
1.3788 |
| PP |
1.3779 |
1.3779 |
1.3779 |
1.3774 |
| S1 |
1.3761 |
1.3761 |
1.3776 |
1.3753 |
| S2 |
1.3744 |
1.3744 |
1.3773 |
|
| S3 |
1.3709 |
1.3726 |
1.3769 |
|
| S4 |
1.3674 |
1.3691 |
1.3760 |
|
|
| 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 |
1.3945 |
|
2.618 |
1.3888 |
|
1.618 |
1.3853 |
|
1.000 |
1.3831 |
|
0.618 |
1.3818 |
|
HIGH |
1.3796 |
|
0.618 |
1.3783 |
|
0.500 |
1.3779 |
|
0.382 |
1.3774 |
|
LOW |
1.3761 |
|
0.618 |
1.3739 |
|
1.000 |
1.3726 |
|
1.618 |
1.3704 |
|
2.618 |
1.3669 |
|
4.250 |
1.3612 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3779 |
1.3845 |
| PP |
1.3779 |
1.3823 |
| S1 |
1.3779 |
1.3801 |
|