CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3586 |
1.3620 |
0.0034 |
0.3% |
1.3645 |
| High |
1.3590 |
1.3645 |
0.0055 |
0.4% |
1.3645 |
| Low |
1.3576 |
1.3620 |
0.0044 |
0.3% |
1.3530 |
| Close |
1.3576 |
1.3623 |
0.0047 |
0.3% |
1.3551 |
| Range |
0.0014 |
0.0025 |
0.0011 |
78.6% |
0.0115 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
5.4% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3704 |
1.3689 |
1.3637 |
|
| R3 |
1.3679 |
1.3664 |
1.3630 |
|
| R2 |
1.3654 |
1.3654 |
1.3628 |
|
| R1 |
1.3639 |
1.3639 |
1.3625 |
1.3647 |
| PP |
1.3629 |
1.3629 |
1.3629 |
1.3633 |
| S1 |
1.3614 |
1.3614 |
1.3621 |
1.3622 |
| S2 |
1.3604 |
1.3604 |
1.3618 |
|
| S3 |
1.3579 |
1.3589 |
1.3616 |
|
| S4 |
1.3554 |
1.3564 |
1.3609 |
|
|
| 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 |
1.3751 |
|
2.618 |
1.3710 |
|
1.618 |
1.3685 |
|
1.000 |
1.3670 |
|
0.618 |
1.3660 |
|
HIGH |
1.3645 |
|
0.618 |
1.3635 |
|
0.500 |
1.3633 |
|
0.382 |
1.3630 |
|
LOW |
1.3620 |
|
0.618 |
1.3605 |
|
1.000 |
1.3595 |
|
1.618 |
1.3580 |
|
2.618 |
1.3555 |
|
4.250 |
1.3514 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3633 |
1.3616 |
| PP |
1.3629 |
1.3610 |
| S1 |
1.3626 |
1.3603 |
|