CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3609 |
1.3623 |
0.0014 |
0.1% |
1.3640 |
| High |
1.3642 |
1.3627 |
-0.0015 |
-0.1% |
1.3660 |
| Low |
1.3609 |
1.3600 |
-0.0009 |
-0.1% |
1.3601 |
| Close |
1.3642 |
1.3604 |
-0.0038 |
-0.3% |
1.3642 |
| Range |
0.0033 |
0.0027 |
-0.0006 |
-18.2% |
0.0059 |
| ATR |
0.0038 |
0.0039 |
0.0000 |
0.7% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
39 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3675 |
1.3619 |
|
| R3 |
1.3664 |
1.3648 |
1.3611 |
|
| R2 |
1.3637 |
1.3637 |
1.3609 |
|
| R1 |
1.3621 |
1.3621 |
1.3606 |
1.3616 |
| PP |
1.3610 |
1.3610 |
1.3610 |
1.3608 |
| S1 |
1.3594 |
1.3594 |
1.3602 |
1.3589 |
| S2 |
1.3583 |
1.3583 |
1.3599 |
|
| S3 |
1.3556 |
1.3567 |
1.3597 |
|
| S4 |
1.3529 |
1.3540 |
1.3589 |
|
|
| 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 |
1.3742 |
|
2.618 |
1.3698 |
|
1.618 |
1.3671 |
|
1.000 |
1.3654 |
|
0.618 |
1.3644 |
|
HIGH |
1.3627 |
|
0.618 |
1.3617 |
|
0.500 |
1.3614 |
|
0.382 |
1.3610 |
|
LOW |
1.3600 |
|
0.618 |
1.3583 |
|
1.000 |
1.3573 |
|
1.618 |
1.3556 |
|
2.618 |
1.3529 |
|
4.250 |
1.3485 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3614 |
1.3621 |
| PP |
1.3610 |
1.3615 |
| S1 |
1.3607 |
1.3610 |
|