CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3645 |
1.3599 |
-0.0046 |
-0.3% |
1.3623 |
| High |
1.3645 |
1.3599 |
-0.0046 |
-0.3% |
1.3680 |
| Low |
1.3598 |
1.3554 |
-0.0044 |
-0.3% |
1.3552 |
| Close |
1.3598 |
1.3554 |
-0.0044 |
-0.3% |
1.3658 |
| Range |
0.0047 |
0.0045 |
-0.0002 |
-4.3% |
0.0128 |
| ATR |
0.0042 |
0.0043 |
0.0000 |
0.4% |
0.0000 |
| Volume |
4 |
2 |
-2 |
-50.0% |
29 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3704 |
1.3674 |
1.3579 |
|
| R3 |
1.3659 |
1.3629 |
1.3566 |
|
| R2 |
1.3614 |
1.3614 |
1.3562 |
|
| R1 |
1.3584 |
1.3584 |
1.3558 |
1.3577 |
| PP |
1.3569 |
1.3569 |
1.3569 |
1.3565 |
| S1 |
1.3539 |
1.3539 |
1.3550 |
1.3532 |
| S2 |
1.3524 |
1.3524 |
1.3546 |
|
| S3 |
1.3479 |
1.3494 |
1.3542 |
|
| S4 |
1.3434 |
1.3449 |
1.3529 |
|
|
| 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 |
1.3790 |
|
2.618 |
1.3717 |
|
1.618 |
1.3672 |
|
1.000 |
1.3644 |
|
0.618 |
1.3627 |
|
HIGH |
1.3599 |
|
0.618 |
1.3582 |
|
0.500 |
1.3577 |
|
0.382 |
1.3571 |
|
LOW |
1.3554 |
|
0.618 |
1.3526 |
|
1.000 |
1.3509 |
|
1.618 |
1.3481 |
|
2.618 |
1.3436 |
|
4.250 |
1.3363 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3577 |
1.3617 |
| PP |
1.3569 |
1.3596 |
| S1 |
1.3562 |
1.3575 |
|