CME Euro FX (E) Future March 2015
Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1.3620 |
1.3620 |
0.0000 |
0.0% |
1.3588 |
High |
1.3645 |
1.3620 |
-0.0025 |
-0.2% |
1.3645 |
Low |
1.3620 |
1.3608 |
-0.0012 |
-0.1% |
1.3561 |
Close |
1.3623 |
1.3608 |
-0.0015 |
-0.1% |
1.3608 |
Range |
0.0025 |
0.0012 |
-0.0013 |
-52.0% |
0.0084 |
ATR |
0.0041 |
0.0039 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
2 |
141 |
139 |
6,950.0% |
148 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3648 |
1.3640 |
1.3615 |
|
R3 |
1.3636 |
1.3628 |
1.3611 |
|
R2 |
1.3624 |
1.3624 |
1.3610 |
|
R1 |
1.3616 |
1.3616 |
1.3609 |
1.3614 |
PP |
1.3612 |
1.3612 |
1.3612 |
1.3611 |
S1 |
1.3604 |
1.3604 |
1.3607 |
1.3602 |
S2 |
1.3600 |
1.3600 |
1.3606 |
|
S3 |
1.3588 |
1.3592 |
1.3605 |
|
S4 |
1.3576 |
1.3580 |
1.3601 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3857 |
1.3816 |
1.3654 |
|
R3 |
1.3773 |
1.3732 |
1.3631 |
|
R2 |
1.3689 |
1.3689 |
1.3623 |
|
R1 |
1.3648 |
1.3648 |
1.3616 |
1.3669 |
PP |
1.3605 |
1.3605 |
1.3605 |
1.3615 |
S1 |
1.3564 |
1.3564 |
1.3600 |
1.3585 |
S2 |
1.3521 |
1.3521 |
1.3593 |
|
S3 |
1.3437 |
1.3480 |
1.3585 |
|
S4 |
1.3353 |
1.3396 |
1.3562 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3671 |
2.618 |
1.3651 |
1.618 |
1.3639 |
1.000 |
1.3632 |
0.618 |
1.3627 |
HIGH |
1.3620 |
0.618 |
1.3615 |
0.500 |
1.3614 |
0.382 |
1.3613 |
LOW |
1.3608 |
0.618 |
1.3601 |
1.000 |
1.3596 |
1.618 |
1.3589 |
2.618 |
1.3577 |
4.250 |
1.3557 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3614 |
1.3611 |
PP |
1.3612 |
1.3610 |
S1 |
1.3610 |
1.3609 |
|