CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.3814 |
1.3817 |
0.0003 |
0.0% |
1.3891 |
High |
1.3826 |
1.3817 |
-0.0009 |
-0.1% |
1.3933 |
Low |
1.3759 |
1.3790 |
0.0031 |
0.2% |
1.3761 |
Close |
1.3826 |
1.3790 |
-0.0036 |
-0.3% |
1.3791 |
Range |
0.0067 |
0.0027 |
-0.0040 |
-59.7% |
0.0172 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
56 |
6 |
-50 |
-89.3% |
45 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3880 |
1.3862 |
1.3805 |
|
R3 |
1.3853 |
1.3835 |
1.3797 |
|
R2 |
1.3826 |
1.3826 |
1.3795 |
|
R1 |
1.3808 |
1.3808 |
1.3792 |
1.3804 |
PP |
1.3799 |
1.3799 |
1.3799 |
1.3797 |
S1 |
1.3781 |
1.3781 |
1.3788 |
1.3777 |
S2 |
1.3772 |
1.3772 |
1.3785 |
|
S3 |
1.3745 |
1.3754 |
1.3783 |
|
S4 |
1.3718 |
1.3727 |
1.3775 |
|
|
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 |
1.3932 |
2.618 |
1.3888 |
1.618 |
1.3861 |
1.000 |
1.3844 |
0.618 |
1.3834 |
HIGH |
1.3817 |
0.618 |
1.3807 |
0.500 |
1.3804 |
0.382 |
1.3800 |
LOW |
1.3790 |
0.618 |
1.3773 |
1.000 |
1.3763 |
1.618 |
1.3746 |
2.618 |
1.3719 |
4.250 |
1.3675 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3804 |
1.3799 |
PP |
1.3799 |
1.3796 |
S1 |
1.3795 |
1.3793 |
|