CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3620 |
1.3625 |
0.0005 |
0.0% |
1.3588 |
| High |
1.3620 |
1.3625 |
0.0005 |
0.0% |
1.3645 |
| Low |
1.3608 |
1.3611 |
0.0003 |
0.0% |
1.3561 |
| Close |
1.3608 |
1.3619 |
0.0011 |
0.1% |
1.3608 |
| Range |
0.0012 |
0.0014 |
0.0002 |
16.7% |
0.0084 |
| ATR |
0.0039 |
0.0038 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
141 |
13 |
-128 |
-90.8% |
148 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3660 |
1.3654 |
1.3627 |
|
| R3 |
1.3646 |
1.3640 |
1.3623 |
|
| R2 |
1.3632 |
1.3632 |
1.3622 |
|
| R1 |
1.3626 |
1.3626 |
1.3620 |
1.3622 |
| PP |
1.3618 |
1.3618 |
1.3618 |
1.3617 |
| S1 |
1.3612 |
1.3612 |
1.3618 |
1.3608 |
| S2 |
1.3604 |
1.3604 |
1.3616 |
|
| S3 |
1.3590 |
1.3598 |
1.3615 |
|
| S4 |
1.3576 |
1.3584 |
1.3611 |
|
|
| 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 |
1.3685 |
|
2.618 |
1.3662 |
|
1.618 |
1.3648 |
|
1.000 |
1.3639 |
|
0.618 |
1.3634 |
|
HIGH |
1.3625 |
|
0.618 |
1.3620 |
|
0.500 |
1.3618 |
|
0.382 |
1.3616 |
|
LOW |
1.3611 |
|
0.618 |
1.3602 |
|
1.000 |
1.3597 |
|
1.618 |
1.3588 |
|
2.618 |
1.3574 |
|
4.250 |
1.3552 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3619 |
1.3627 |
| PP |
1.3618 |
1.3624 |
| S1 |
1.3618 |
1.3622 |
|