CME Euro FX (E) Future December 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
1.3817 |
1.3739 |
-0.0078 |
-0.6% |
1.3891 |
High |
1.3817 |
1.3747 |
-0.0070 |
-0.5% |
1.3933 |
Low |
1.3790 |
1.3739 |
-0.0051 |
-0.4% |
1.3761 |
Close |
1.3790 |
1.3747 |
-0.0043 |
-0.3% |
1.3791 |
Range |
0.0027 |
0.0008 |
-0.0019 |
-70.4% |
0.0172 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.2% |
0.0000 |
Volume |
6 |
17 |
11 |
183.3% |
45 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3768 |
1.3766 |
1.3751 |
|
R3 |
1.3760 |
1.3758 |
1.3749 |
|
R2 |
1.3752 |
1.3752 |
1.3748 |
|
R1 |
1.3750 |
1.3750 |
1.3748 |
1.3751 |
PP |
1.3744 |
1.3744 |
1.3744 |
1.3745 |
S1 |
1.3742 |
1.3742 |
1.3746 |
1.3743 |
S2 |
1.3736 |
1.3736 |
1.3746 |
|
S3 |
1.3728 |
1.3734 |
1.3745 |
|
S4 |
1.3720 |
1.3726 |
1.3743 |
|
|
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 |
1.3781 |
2.618 |
1.3768 |
1.618 |
1.3760 |
1.000 |
1.3755 |
0.618 |
1.3752 |
HIGH |
1.3747 |
0.618 |
1.3744 |
0.500 |
1.3743 |
0.382 |
1.3742 |
LOW |
1.3739 |
0.618 |
1.3734 |
1.000 |
1.3731 |
1.618 |
1.3726 |
2.618 |
1.3718 |
4.250 |
1.3705 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3746 |
1.3783 |
PP |
1.3744 |
1.3771 |
S1 |
1.3743 |
1.3759 |
|