CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3715 |
1.3695 |
-0.0020 |
-0.1% |
1.3874 |
| High |
1.3719 |
1.3720 |
0.0001 |
0.0% |
1.3989 |
| Low |
1.3705 |
1.3662 |
-0.0043 |
-0.3% |
1.3745 |
| Close |
1.3709 |
1.3720 |
0.0011 |
0.1% |
1.3745 |
| Range |
0.0014 |
0.0058 |
0.0044 |
314.3% |
0.0244 |
| ATR |
0.0000 |
0.0051 |
0.0051 |
|
0.0000 |
| Volume |
14 |
17 |
3 |
21.4% |
52 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3875 |
1.3855 |
1.3752 |
|
| R3 |
1.3817 |
1.3797 |
1.3736 |
|
| R2 |
1.3759 |
1.3759 |
1.3731 |
|
| R1 |
1.3739 |
1.3739 |
1.3725 |
1.3749 |
| PP |
1.3701 |
1.3701 |
1.3701 |
1.3706 |
| S1 |
1.3681 |
1.3681 |
1.3715 |
1.3691 |
| S2 |
1.3643 |
1.3643 |
1.3709 |
|
| S3 |
1.3585 |
1.3623 |
1.3704 |
|
| S4 |
1.3527 |
1.3565 |
1.3688 |
|
|
| 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 |
1.3967 |
|
2.618 |
1.3872 |
|
1.618 |
1.3814 |
|
1.000 |
1.3778 |
|
0.618 |
1.3756 |
|
HIGH |
1.3720 |
|
0.618 |
1.3698 |
|
0.500 |
1.3691 |
|
0.382 |
1.3684 |
|
LOW |
1.3662 |
|
0.618 |
1.3626 |
|
1.000 |
1.3604 |
|
1.618 |
1.3568 |
|
2.618 |
1.3510 |
|
4.250 |
1.3416 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3710 |
1.3716 |
| PP |
1.3701 |
1.3712 |
| S1 |
1.3691 |
1.3708 |
|