CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3789 |
1.3814 |
0.0025 |
0.2% |
1.3891 |
| High |
1.3839 |
1.3826 |
-0.0013 |
-0.1% |
1.3933 |
| Low |
1.3767 |
1.3759 |
-0.0008 |
-0.1% |
1.3761 |
| Close |
1.3837 |
1.3826 |
-0.0011 |
-0.1% |
1.3791 |
| Range |
0.0072 |
0.0067 |
-0.0005 |
-6.9% |
0.0172 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
4.3% |
0.0000 |
| Volume |
2 |
56 |
54 |
2,700.0% |
45 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4005 |
1.3982 |
1.3863 |
|
| R3 |
1.3938 |
1.3915 |
1.3844 |
|
| R2 |
1.3871 |
1.3871 |
1.3838 |
|
| R1 |
1.3848 |
1.3848 |
1.3832 |
1.3860 |
| PP |
1.3804 |
1.3804 |
1.3804 |
1.3809 |
| S1 |
1.3781 |
1.3781 |
1.3820 |
1.3793 |
| S2 |
1.3737 |
1.3737 |
1.3814 |
|
| S3 |
1.3670 |
1.3714 |
1.3808 |
|
| S4 |
1.3603 |
1.3647 |
1.3789 |
|
|
| 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 |
1.4111 |
|
2.618 |
1.4001 |
|
1.618 |
1.3934 |
|
1.000 |
1.3893 |
|
0.618 |
1.3867 |
|
HIGH |
1.3826 |
|
0.618 |
1.3800 |
|
0.500 |
1.3793 |
|
0.382 |
1.3785 |
|
LOW |
1.3759 |
|
0.618 |
1.3718 |
|
1.000 |
1.3692 |
|
1.618 |
1.3651 |
|
2.618 |
1.3584 |
|
4.250 |
1.3474 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3815 |
1.3817 |
| PP |
1.3804 |
1.3808 |
| S1 |
1.3793 |
1.3799 |
|