CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.3796 |
1.3808 |
0.0012 |
0.1% |
1.3891 |
High |
1.3796 |
1.3808 |
0.0012 |
0.1% |
1.3933 |
Low |
1.3761 |
1.3791 |
0.0030 |
0.2% |
1.3761 |
Close |
1.3779 |
1.3791 |
0.0012 |
0.1% |
1.3791 |
Range |
0.0035 |
0.0017 |
-0.0018 |
-51.4% |
0.0172 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
5 |
20 |
15 |
300.0% |
45 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3848 |
1.3836 |
1.3800 |
|
R3 |
1.3831 |
1.3819 |
1.3796 |
|
R2 |
1.3814 |
1.3814 |
1.3794 |
|
R1 |
1.3802 |
1.3802 |
1.3793 |
1.3800 |
PP |
1.3797 |
1.3797 |
1.3797 |
1.3795 |
S1 |
1.3785 |
1.3785 |
1.3789 |
1.3783 |
S2 |
1.3780 |
1.3780 |
1.3788 |
|
S3 |
1.3763 |
1.3768 |
1.3786 |
|
S4 |
1.3746 |
1.3751 |
1.3782 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4344 |
1.4240 |
1.3886 |
|
R3 |
1.4172 |
1.4068 |
1.3838 |
|
R2 |
1.4000 |
1.4000 |
1.3823 |
|
R1 |
1.3896 |
1.3896 |
1.3807 |
1.3862 |
PP |
1.3828 |
1.3828 |
1.3828 |
1.3812 |
S1 |
1.3724 |
1.3724 |
1.3775 |
1.3690 |
S2 |
1.3656 |
1.3656 |
1.3759 |
|
S3 |
1.3484 |
1.3552 |
1.3744 |
|
S4 |
1.3312 |
1.3380 |
1.3696 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3880 |
2.618 |
1.3853 |
1.618 |
1.3836 |
1.000 |
1.3825 |
0.618 |
1.3819 |
HIGH |
1.3808 |
0.618 |
1.3802 |
0.500 |
1.3800 |
0.382 |
1.3797 |
LOW |
1.3791 |
0.618 |
1.3780 |
1.000 |
1.3774 |
1.618 |
1.3763 |
2.618 |
1.3746 |
4.250 |
1.3719 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3800 |
1.3802 |
PP |
1.3797 |
1.3798 |
S1 |
1.3794 |
1.3795 |
|