CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3660 |
1.3645 |
-0.0015 |
-0.1% |
1.3623 |
| High |
1.3680 |
1.3645 |
-0.0035 |
-0.3% |
1.3680 |
| Low |
1.3658 |
1.3598 |
-0.0060 |
-0.4% |
1.3552 |
| Close |
1.3658 |
1.3598 |
-0.0060 |
-0.4% |
1.3658 |
| Range |
0.0022 |
0.0047 |
0.0025 |
113.6% |
0.0128 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
3.3% |
0.0000 |
| Volume |
13 |
4 |
-9 |
-69.2% |
29 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3755 |
1.3723 |
1.3624 |
|
| R3 |
1.3708 |
1.3676 |
1.3611 |
|
| R2 |
1.3661 |
1.3661 |
1.3607 |
|
| R1 |
1.3629 |
1.3629 |
1.3602 |
1.3622 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3610 |
| S1 |
1.3582 |
1.3582 |
1.3594 |
1.3575 |
| S2 |
1.3567 |
1.3567 |
1.3589 |
|
| S3 |
1.3520 |
1.3535 |
1.3585 |
|
| S4 |
1.3473 |
1.3488 |
1.3572 |
|
|
| 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 |
1.3845 |
|
2.618 |
1.3768 |
|
1.618 |
1.3721 |
|
1.000 |
1.3692 |
|
0.618 |
1.3674 |
|
HIGH |
1.3645 |
|
0.618 |
1.3627 |
|
0.500 |
1.3622 |
|
0.382 |
1.3616 |
|
LOW |
1.3598 |
|
0.618 |
1.3569 |
|
1.000 |
1.3551 |
|
1.618 |
1.3522 |
|
2.618 |
1.3475 |
|
4.250 |
1.3398 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3622 |
1.3616 |
| PP |
1.3614 |
1.3610 |
| S1 |
1.3606 |
1.3604 |
|