CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3640 |
1.3610 |
-0.0030 |
-0.2% |
1.3735 |
| High |
1.3660 |
1.3610 |
-0.0050 |
-0.4% |
1.3735 |
| Low |
1.3640 |
1.3601 |
-0.0039 |
-0.3% |
1.3633 |
| Close |
1.3642 |
1.3601 |
-0.0041 |
-0.3% |
1.3633 |
| Range |
0.0020 |
0.0009 |
-0.0011 |
-55.0% |
0.0102 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0000 |
| Volume |
33 |
4 |
-29 |
-87.9% |
102 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3631 |
1.3625 |
1.3606 |
|
| R3 |
1.3622 |
1.3616 |
1.3603 |
|
| R2 |
1.3613 |
1.3613 |
1.3603 |
|
| R1 |
1.3607 |
1.3607 |
1.3602 |
1.3606 |
| PP |
1.3604 |
1.3604 |
1.3604 |
1.3603 |
| S1 |
1.3598 |
1.3598 |
1.3600 |
1.3597 |
| S2 |
1.3595 |
1.3595 |
1.3599 |
|
| S3 |
1.3586 |
1.3589 |
1.3599 |
|
| S4 |
1.3577 |
1.3580 |
1.3596 |
|
|
| 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 |
1.3648 |
|
2.618 |
1.3634 |
|
1.618 |
1.3625 |
|
1.000 |
1.3619 |
|
0.618 |
1.3616 |
|
HIGH |
1.3610 |
|
0.618 |
1.3607 |
|
0.500 |
1.3606 |
|
0.382 |
1.3604 |
|
LOW |
1.3601 |
|
0.618 |
1.3595 |
|
1.000 |
1.3592 |
|
1.618 |
1.3586 |
|
2.618 |
1.3577 |
|
4.250 |
1.3563 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3606 |
1.3631 |
| PP |
1.3604 |
1.3621 |
| S1 |
1.3603 |
1.3611 |
|