CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3555 |
1.3530 |
-0.0025 |
-0.2% |
1.3623 |
| High |
1.3555 |
1.3580 |
0.0025 |
0.2% |
1.3680 |
| Low |
1.3540 |
1.3530 |
-0.0010 |
-0.1% |
1.3552 |
| Close |
1.3540 |
1.3580 |
0.0040 |
0.3% |
1.3658 |
| Range |
0.0015 |
0.0050 |
0.0035 |
233.3% |
0.0128 |
| ATR |
0.0041 |
0.0041 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
29 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3713 |
1.3697 |
1.3608 |
|
| R3 |
1.3663 |
1.3647 |
1.3594 |
|
| R2 |
1.3613 |
1.3613 |
1.3589 |
|
| R1 |
1.3597 |
1.3597 |
1.3585 |
1.3605 |
| PP |
1.3563 |
1.3563 |
1.3563 |
1.3568 |
| S1 |
1.3547 |
1.3547 |
1.3575 |
1.3555 |
| S2 |
1.3513 |
1.3513 |
1.3571 |
|
| S3 |
1.3463 |
1.3497 |
1.3566 |
|
| S4 |
1.3413 |
1.3447 |
1.3553 |
|
|
| 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 |
1.3793 |
|
2.618 |
1.3711 |
|
1.618 |
1.3661 |
|
1.000 |
1.3630 |
|
0.618 |
1.3611 |
|
HIGH |
1.3580 |
|
0.618 |
1.3561 |
|
0.500 |
1.3555 |
|
0.382 |
1.3549 |
|
LOW |
1.3530 |
|
0.618 |
1.3499 |
|
1.000 |
1.3480 |
|
1.618 |
1.3449 |
|
2.618 |
1.3399 |
|
4.250 |
1.3318 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3572 |
1.3575 |
| PP |
1.3563 |
1.3570 |
| S1 |
1.3555 |
1.3565 |
|