CME Euro FX (E) Future March 2015
Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
1.3735 |
1.3701 |
-0.0034 |
-0.2% |
1.3758 |
High |
1.3735 |
1.3701 |
-0.0034 |
-0.2% |
1.3758 |
Low |
1.3715 |
1.3701 |
-0.0014 |
-0.1% |
1.3662 |
Close |
1.3715 |
1.3701 |
-0.0014 |
-0.1% |
1.3702 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0096 |
ATR |
0.0047 |
0.0045 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
60 |
4 |
-56 |
-93.3% |
94 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3701 |
1.3701 |
1.3701 |
|
R3 |
1.3701 |
1.3701 |
1.3701 |
|
R2 |
1.3701 |
1.3701 |
1.3701 |
|
R1 |
1.3701 |
1.3701 |
1.3701 |
1.3701 |
PP |
1.3701 |
1.3701 |
1.3701 |
1.3701 |
S1 |
1.3701 |
1.3701 |
1.3701 |
1.3701 |
S2 |
1.3701 |
1.3701 |
1.3701 |
|
S3 |
1.3701 |
1.3701 |
1.3701 |
|
S4 |
1.3701 |
1.3701 |
1.3701 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3995 |
1.3945 |
1.3755 |
|
R3 |
1.3899 |
1.3849 |
1.3728 |
|
R2 |
1.3803 |
1.3803 |
1.3720 |
|
R1 |
1.3753 |
1.3753 |
1.3711 |
1.3730 |
PP |
1.3707 |
1.3707 |
1.3707 |
1.3696 |
S1 |
1.3657 |
1.3657 |
1.3693 |
1.3634 |
S2 |
1.3611 |
1.3611 |
1.3684 |
|
S3 |
1.3515 |
1.3561 |
1.3676 |
|
S4 |
1.3419 |
1.3465 |
1.3649 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3701 |
2.618 |
1.3701 |
1.618 |
1.3701 |
1.000 |
1.3701 |
0.618 |
1.3701 |
HIGH |
1.3701 |
0.618 |
1.3701 |
0.500 |
1.3701 |
0.382 |
1.3701 |
LOW |
1.3701 |
0.618 |
1.3701 |
1.000 |
1.3701 |
1.618 |
1.3701 |
2.618 |
1.3701 |
4.250 |
1.3701 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3701 |
1.3718 |
PP |
1.3701 |
1.3712 |
S1 |
1.3701 |
1.3707 |
|