CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3808 |
1.3789 |
-0.0019 |
-0.1% |
1.3891 |
| High |
1.3808 |
1.3839 |
0.0031 |
0.2% |
1.3933 |
| Low |
1.3791 |
1.3767 |
-0.0024 |
-0.2% |
1.3761 |
| Close |
1.3791 |
1.3837 |
0.0046 |
0.3% |
1.3791 |
| Range |
0.0017 |
0.0072 |
0.0055 |
323.5% |
0.0172 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
3.8% |
0.0000 |
| Volume |
20 |
2 |
-18 |
-90.0% |
45 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4030 |
1.4006 |
1.3877 |
|
| R3 |
1.3958 |
1.3934 |
1.3857 |
|
| R2 |
1.3886 |
1.3886 |
1.3850 |
|
| R1 |
1.3862 |
1.3862 |
1.3844 |
1.3874 |
| PP |
1.3814 |
1.3814 |
1.3814 |
1.3821 |
| S1 |
1.3790 |
1.3790 |
1.3830 |
1.3802 |
| S2 |
1.3742 |
1.3742 |
1.3824 |
|
| S3 |
1.3670 |
1.3718 |
1.3817 |
|
| S4 |
1.3598 |
1.3646 |
1.3797 |
|
|
| 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 |
1.4145 |
|
2.618 |
1.4027 |
|
1.618 |
1.3955 |
|
1.000 |
1.3911 |
|
0.618 |
1.3883 |
|
HIGH |
1.3839 |
|
0.618 |
1.3811 |
|
0.500 |
1.3803 |
|
0.382 |
1.3795 |
|
LOW |
1.3767 |
|
0.618 |
1.3723 |
|
1.000 |
1.3695 |
|
1.618 |
1.3651 |
|
2.618 |
1.3579 |
|
4.250 |
1.3461 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3826 |
1.3825 |
| PP |
1.3814 |
1.3812 |
| S1 |
1.3803 |
1.3800 |
|