CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3632 |
1.3617 |
-0.0015 |
-0.1% |
1.3640 |
| High |
1.3632 |
1.3617 |
-0.0015 |
-0.1% |
1.3660 |
| Low |
1.3632 |
1.3608 |
-0.0024 |
-0.2% |
1.3601 |
| Close |
1.3632 |
1.3608 |
-0.0024 |
-0.2% |
1.3642 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0059 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
39 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3638 |
1.3632 |
1.3613 |
|
| R3 |
1.3629 |
1.3623 |
1.3610 |
|
| R2 |
1.3620 |
1.3620 |
1.3610 |
|
| R1 |
1.3614 |
1.3614 |
1.3609 |
1.3613 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3610 |
| S1 |
1.3605 |
1.3605 |
1.3607 |
1.3604 |
| S2 |
1.3602 |
1.3602 |
1.3606 |
|
| S3 |
1.3593 |
1.3596 |
1.3606 |
|
| S4 |
1.3584 |
1.3587 |
1.3603 |
|
|
| 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 |
1.3655 |
|
2.618 |
1.3641 |
|
1.618 |
1.3632 |
|
1.000 |
1.3626 |
|
0.618 |
1.3623 |
|
HIGH |
1.3617 |
|
0.618 |
1.3614 |
|
0.500 |
1.3613 |
|
0.382 |
1.3611 |
|
LOW |
1.3608 |
|
0.618 |
1.3602 |
|
1.000 |
1.3599 |
|
1.618 |
1.3593 |
|
2.618 |
1.3584 |
|
4.250 |
1.3570 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3613 |
1.3616 |
| PP |
1.3611 |
1.3613 |
| S1 |
1.3610 |
1.3611 |
|