CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3820 |
1.3758 |
-0.0062 |
-0.4% |
1.3874 |
| High |
1.3820 |
1.3758 |
-0.0062 |
-0.4% |
1.3989 |
| Low |
1.3745 |
1.3754 |
0.0009 |
0.1% |
1.3745 |
| Close |
1.3745 |
1.3754 |
0.0009 |
0.1% |
1.3745 |
| Range |
0.0075 |
0.0004 |
-0.0071 |
-94.7% |
0.0244 |
| ATR |
|
|
|
|
|
| Volume |
10 |
1 |
-9 |
-90.0% |
52 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3767 |
1.3765 |
1.3756 |
|
| R3 |
1.3763 |
1.3761 |
1.3755 |
|
| R2 |
1.3759 |
1.3759 |
1.3755 |
|
| R1 |
1.3757 |
1.3757 |
1.3754 |
1.3756 |
| PP |
1.3755 |
1.3755 |
1.3755 |
1.3755 |
| S1 |
1.3753 |
1.3753 |
1.3754 |
1.3752 |
| S2 |
1.3751 |
1.3751 |
1.3753 |
|
| S3 |
1.3747 |
1.3749 |
1.3753 |
|
| S4 |
1.3743 |
1.3745 |
1.3752 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4558 |
1.4396 |
1.3879 |
|
| R3 |
1.4314 |
1.4152 |
1.3812 |
|
| R2 |
1.4070 |
1.4070 |
1.3790 |
|
| R1 |
1.3908 |
1.3908 |
1.3767 |
1.3867 |
| PP |
1.3826 |
1.3826 |
1.3826 |
1.3806 |
| S1 |
1.3664 |
1.3664 |
1.3723 |
1.3623 |
| S2 |
1.3582 |
1.3582 |
1.3700 |
|
| S3 |
1.3338 |
1.3420 |
1.3678 |
|
| S4 |
1.3094 |
1.3176 |
1.3611 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3775 |
|
2.618 |
1.3768 |
|
1.618 |
1.3764 |
|
1.000 |
1.3762 |
|
0.618 |
1.3760 |
|
HIGH |
1.3758 |
|
0.618 |
1.3756 |
|
0.500 |
1.3756 |
|
0.382 |
1.3756 |
|
LOW |
1.3754 |
|
0.618 |
1.3752 |
|
1.000 |
1.3750 |
|
1.618 |
1.3748 |
|
2.618 |
1.3744 |
|
4.250 |
1.3737 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3756 |
1.3867 |
| PP |
1.3755 |
1.3829 |
| S1 |
1.3755 |
1.3792 |
|