CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3739 |
1.3745 |
0.0006 |
0.0% |
1.3789 |
| High |
1.3751 |
1.3798 |
0.0047 |
0.3% |
1.3839 |
| Low |
1.3739 |
1.3745 |
0.0006 |
0.0% |
1.3739 |
| Close |
1.3751 |
1.3774 |
0.0023 |
0.2% |
1.3751 |
| Range |
0.0012 |
0.0053 |
0.0041 |
341.7% |
0.0100 |
| ATR |
0.0047 |
0.0048 |
0.0000 |
0.9% |
0.0000 |
| Volume |
81 |
77 |
-4 |
-4.9% |
162 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3931 |
1.3906 |
1.3803 |
|
| R3 |
1.3878 |
1.3853 |
1.3789 |
|
| R2 |
1.3825 |
1.3825 |
1.3784 |
|
| R1 |
1.3800 |
1.3800 |
1.3779 |
1.3813 |
| PP |
1.3772 |
1.3772 |
1.3772 |
1.3779 |
| S1 |
1.3747 |
1.3747 |
1.3769 |
1.3760 |
| S2 |
1.3719 |
1.3719 |
1.3764 |
|
| S3 |
1.3666 |
1.3694 |
1.3759 |
|
| S4 |
1.3613 |
1.3641 |
1.3745 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4076 |
1.4014 |
1.3806 |
|
| R3 |
1.3976 |
1.3914 |
1.3779 |
|
| R2 |
1.3876 |
1.3876 |
1.3769 |
|
| R1 |
1.3814 |
1.3814 |
1.3760 |
1.3795 |
| PP |
1.3776 |
1.3776 |
1.3776 |
1.3767 |
| S1 |
1.3714 |
1.3714 |
1.3742 |
1.3695 |
| S2 |
1.3676 |
1.3676 |
1.3733 |
|
| S3 |
1.3576 |
1.3614 |
1.3724 |
|
| S4 |
1.3476 |
1.3514 |
1.3696 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4023 |
|
2.618 |
1.3937 |
|
1.618 |
1.3884 |
|
1.000 |
1.3851 |
|
0.618 |
1.3831 |
|
HIGH |
1.3798 |
|
0.618 |
1.3778 |
|
0.500 |
1.3772 |
|
0.382 |
1.3765 |
|
LOW |
1.3745 |
|
0.618 |
1.3712 |
|
1.000 |
1.3692 |
|
1.618 |
1.3659 |
|
2.618 |
1.3606 |
|
4.250 |
1.3520 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3773 |
1.3772 |
| PP |
1.3772 |
1.3770 |
| S1 |
1.3772 |
1.3769 |
|