CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3617 |
1.3614 |
-0.0003 |
0.0% |
1.3640 |
| High |
1.3617 |
1.3668 |
0.0051 |
0.4% |
1.3660 |
| Low |
1.3608 |
1.3552 |
-0.0056 |
-0.4% |
1.3601 |
| Close |
1.3608 |
1.3668 |
0.0060 |
0.4% |
1.3642 |
| Range |
0.0009 |
0.0116 |
0.0107 |
1,188.9% |
0.0059 |
| ATR |
0.0037 |
0.0042 |
0.0006 |
15.4% |
0.0000 |
| Volume |
6 |
2 |
-4 |
-66.7% |
39 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3977 |
1.3939 |
1.3732 |
|
| R3 |
1.3861 |
1.3823 |
1.3700 |
|
| R2 |
1.3745 |
1.3745 |
1.3689 |
|
| R1 |
1.3707 |
1.3707 |
1.3679 |
1.3726 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3639 |
| S1 |
1.3591 |
1.3591 |
1.3657 |
1.3610 |
| S2 |
1.3513 |
1.3513 |
1.3647 |
|
| S3 |
1.3397 |
1.3475 |
1.3636 |
|
| S4 |
1.3281 |
1.3359 |
1.3604 |
|
|
| 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 |
1.4161 |
|
2.618 |
1.3972 |
|
1.618 |
1.3856 |
|
1.000 |
1.3784 |
|
0.618 |
1.3740 |
|
HIGH |
1.3668 |
|
0.618 |
1.3624 |
|
0.500 |
1.3610 |
|
0.382 |
1.3596 |
|
LOW |
1.3552 |
|
0.618 |
1.3480 |
|
1.000 |
1.3436 |
|
1.618 |
1.3364 |
|
2.618 |
1.3248 |
|
4.250 |
1.3059 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3649 |
1.3649 |
| PP |
1.3629 |
1.3629 |
| S1 |
1.3610 |
1.3610 |
|