CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3610 |
1.3609 |
-0.0001 |
0.0% |
1.3640 |
| High |
1.3610 |
1.3642 |
0.0032 |
0.2% |
1.3660 |
| Low |
1.3610 |
1.3609 |
-0.0001 |
0.0% |
1.3601 |
| Close |
1.3610 |
1.3642 |
0.0032 |
0.2% |
1.3642 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0059 |
| ATR |
0.0039 |
0.0038 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
39 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3730 |
1.3719 |
1.3660 |
|
| R3 |
1.3697 |
1.3686 |
1.3651 |
|
| R2 |
1.3664 |
1.3664 |
1.3648 |
|
| R1 |
1.3653 |
1.3653 |
1.3645 |
1.3659 |
| PP |
1.3631 |
1.3631 |
1.3631 |
1.3634 |
| S1 |
1.3620 |
1.3620 |
1.3639 |
1.3626 |
| S2 |
1.3598 |
1.3598 |
1.3636 |
|
| S3 |
1.3565 |
1.3587 |
1.3633 |
|
| S4 |
1.3532 |
1.3554 |
1.3624 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3811 |
1.3786 |
1.3674 |
|
| R3 |
1.3752 |
1.3727 |
1.3658 |
|
| R2 |
1.3693 |
1.3693 |
1.3653 |
|
| R1 |
1.3668 |
1.3668 |
1.3647 |
1.3681 |
| PP |
1.3634 |
1.3634 |
1.3634 |
1.3641 |
| S1 |
1.3609 |
1.3609 |
1.3637 |
1.3622 |
| S2 |
1.3575 |
1.3575 |
1.3631 |
|
| S3 |
1.3516 |
1.3550 |
1.3626 |
|
| S4 |
1.3457 |
1.3491 |
1.3610 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3782 |
|
2.618 |
1.3728 |
|
1.618 |
1.3695 |
|
1.000 |
1.3675 |
|
0.618 |
1.3662 |
|
HIGH |
1.3642 |
|
0.618 |
1.3629 |
|
0.500 |
1.3626 |
|
0.382 |
1.3622 |
|
LOW |
1.3609 |
|
0.618 |
1.3589 |
|
1.000 |
1.3576 |
|
1.618 |
1.3556 |
|
2.618 |
1.3523 |
|
4.250 |
1.3469 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3637 |
1.3635 |
| PP |
1.3631 |
1.3628 |
| S1 |
1.3626 |
1.3622 |
|