CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3633 |
1.3640 |
0.0007 |
0.1% |
1.3735 |
| High |
1.3633 |
1.3660 |
0.0027 |
0.2% |
1.3735 |
| Low |
1.3633 |
1.3640 |
0.0007 |
0.1% |
1.3633 |
| Close |
1.3633 |
1.3642 |
0.0009 |
0.1% |
1.3633 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0102 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
33 |
33 |
0 |
0.0% |
102 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3707 |
1.3695 |
1.3653 |
|
| R3 |
1.3687 |
1.3675 |
1.3648 |
|
| R2 |
1.3667 |
1.3667 |
1.3646 |
|
| R1 |
1.3655 |
1.3655 |
1.3644 |
1.3661 |
| PP |
1.3647 |
1.3647 |
1.3647 |
1.3651 |
| S1 |
1.3635 |
1.3635 |
1.3640 |
1.3641 |
| S2 |
1.3627 |
1.3627 |
1.3638 |
|
| S3 |
1.3607 |
1.3615 |
1.3637 |
|
| S4 |
1.3587 |
1.3595 |
1.3631 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3973 |
1.3905 |
1.3689 |
|
| R3 |
1.3871 |
1.3803 |
1.3661 |
|
| R2 |
1.3769 |
1.3769 |
1.3652 |
|
| R1 |
1.3701 |
1.3701 |
1.3642 |
1.3684 |
| PP |
1.3667 |
1.3667 |
1.3667 |
1.3659 |
| S1 |
1.3599 |
1.3599 |
1.3624 |
1.3582 |
| S2 |
1.3565 |
1.3565 |
1.3614 |
|
| S3 |
1.3463 |
1.3497 |
1.3605 |
|
| S4 |
1.3361 |
1.3395 |
1.3577 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3745 |
|
2.618 |
1.3712 |
|
1.618 |
1.3692 |
|
1.000 |
1.3680 |
|
0.618 |
1.3672 |
|
HIGH |
1.3660 |
|
0.618 |
1.3652 |
|
0.500 |
1.3650 |
|
0.382 |
1.3648 |
|
LOW |
1.3640 |
|
0.618 |
1.3628 |
|
1.000 |
1.3620 |
|
1.618 |
1.3608 |
|
2.618 |
1.3588 |
|
4.250 |
1.3555 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3650 |
1.3659 |
| PP |
1.3647 |
1.3653 |
| S1 |
1.3645 |
1.3648 |
|