CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3614 |
1.3660 |
0.0046 |
0.3% |
1.3623 |
| High |
1.3668 |
1.3680 |
0.0012 |
0.1% |
1.3680 |
| Low |
1.3552 |
1.3658 |
0.0106 |
0.8% |
1.3552 |
| Close |
1.3668 |
1.3658 |
-0.0010 |
-0.1% |
1.3658 |
| Range |
0.0116 |
0.0022 |
-0.0094 |
-81.0% |
0.0128 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
2 |
13 |
11 |
550.0% |
29 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3731 |
1.3717 |
1.3670 |
|
| R3 |
1.3709 |
1.3695 |
1.3664 |
|
| R2 |
1.3687 |
1.3687 |
1.3662 |
|
| R1 |
1.3673 |
1.3673 |
1.3660 |
1.3669 |
| PP |
1.3665 |
1.3665 |
1.3665 |
1.3664 |
| S1 |
1.3651 |
1.3651 |
1.3656 |
1.3647 |
| S2 |
1.3643 |
1.3643 |
1.3654 |
|
| S3 |
1.3621 |
1.3629 |
1.3652 |
|
| S4 |
1.3599 |
1.3607 |
1.3646 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4014 |
1.3964 |
1.3728 |
|
| R3 |
1.3886 |
1.3836 |
1.3693 |
|
| R2 |
1.3758 |
1.3758 |
1.3681 |
|
| R1 |
1.3708 |
1.3708 |
1.3670 |
1.3733 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3643 |
| S1 |
1.3580 |
1.3580 |
1.3646 |
1.3605 |
| S2 |
1.3502 |
1.3502 |
1.3635 |
|
| S3 |
1.3374 |
1.3452 |
1.3623 |
|
| S4 |
1.3246 |
1.3324 |
1.3588 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3774 |
|
2.618 |
1.3738 |
|
1.618 |
1.3716 |
|
1.000 |
1.3702 |
|
0.618 |
1.3694 |
|
HIGH |
1.3680 |
|
0.618 |
1.3672 |
|
0.500 |
1.3669 |
|
0.382 |
1.3666 |
|
LOW |
1.3658 |
|
0.618 |
1.3644 |
|
1.000 |
1.3636 |
|
1.618 |
1.3622 |
|
2.618 |
1.3600 |
|
4.250 |
1.3565 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3669 |
1.3644 |
| PP |
1.3665 |
1.3630 |
| S1 |
1.3662 |
1.3616 |
|