CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3588 |
1.3600 |
0.0012 |
0.1% |
1.3645 |
| High |
1.3588 |
1.3600 |
0.0012 |
0.1% |
1.3645 |
| Low |
1.3586 |
1.3561 |
-0.0025 |
-0.2% |
1.3530 |
| Close |
1.3586 |
1.3561 |
-0.0025 |
-0.2% |
1.3551 |
| Range |
0.0002 |
0.0039 |
0.0037 |
1,850.0% |
0.0115 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
13 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3665 |
1.3582 |
|
| R3 |
1.3652 |
1.3626 |
1.3572 |
|
| R2 |
1.3613 |
1.3613 |
1.3568 |
|
| R1 |
1.3587 |
1.3587 |
1.3565 |
1.3581 |
| PP |
1.3574 |
1.3574 |
1.3574 |
1.3571 |
| S1 |
1.3548 |
1.3548 |
1.3557 |
1.3542 |
| S2 |
1.3535 |
1.3535 |
1.3554 |
|
| S3 |
1.3496 |
1.3509 |
1.3550 |
|
| S4 |
1.3457 |
1.3470 |
1.3540 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3920 |
1.3851 |
1.3614 |
|
| R3 |
1.3805 |
1.3736 |
1.3583 |
|
| R2 |
1.3690 |
1.3690 |
1.3572 |
|
| R1 |
1.3621 |
1.3621 |
1.3562 |
1.3598 |
| PP |
1.3575 |
1.3575 |
1.3575 |
1.3564 |
| S1 |
1.3506 |
1.3506 |
1.3540 |
1.3483 |
| S2 |
1.3460 |
1.3460 |
1.3530 |
|
| S3 |
1.3345 |
1.3391 |
1.3519 |
|
| S4 |
1.3230 |
1.3276 |
1.3488 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3766 |
|
2.618 |
1.3702 |
|
1.618 |
1.3663 |
|
1.000 |
1.3639 |
|
0.618 |
1.3624 |
|
HIGH |
1.3600 |
|
0.618 |
1.3585 |
|
0.500 |
1.3581 |
|
0.382 |
1.3576 |
|
LOW |
1.3561 |
|
0.618 |
1.3537 |
|
1.000 |
1.3522 |
|
1.618 |
1.3498 |
|
2.618 |
1.3459 |
|
4.250 |
1.3395 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3581 |
1.3576 |
| PP |
1.3574 |
1.3571 |
| S1 |
1.3568 |
1.3566 |
|