CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3623 |
1.3632 |
0.0009 |
0.1% |
1.3625 |
| High |
1.3623 |
1.3661 |
0.0038 |
0.3% |
1.3661 |
| Low |
1.3623 |
1.3632 |
0.0009 |
0.1% |
1.3611 |
| Close |
1.3623 |
1.3661 |
0.0038 |
0.3% |
1.3661 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0050 |
| ATR |
0.0034 |
0.0035 |
0.0000 |
0.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
23 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3738 |
1.3729 |
1.3677 |
|
| R3 |
1.3709 |
1.3700 |
1.3669 |
|
| R2 |
1.3680 |
1.3680 |
1.3666 |
|
| R1 |
1.3671 |
1.3671 |
1.3664 |
1.3676 |
| PP |
1.3651 |
1.3651 |
1.3651 |
1.3654 |
| S1 |
1.3642 |
1.3642 |
1.3658 |
1.3647 |
| S2 |
1.3622 |
1.3622 |
1.3656 |
|
| S3 |
1.3593 |
1.3613 |
1.3653 |
|
| S4 |
1.3564 |
1.3584 |
1.3645 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3794 |
1.3778 |
1.3689 |
|
| R3 |
1.3744 |
1.3728 |
1.3675 |
|
| R2 |
1.3694 |
1.3694 |
1.3670 |
|
| R1 |
1.3678 |
1.3678 |
1.3666 |
1.3686 |
| PP |
1.3644 |
1.3644 |
1.3644 |
1.3649 |
| S1 |
1.3628 |
1.3628 |
1.3656 |
1.3636 |
| S2 |
1.3594 |
1.3594 |
1.3652 |
|
| S3 |
1.3544 |
1.3578 |
1.3647 |
|
| S4 |
1.3494 |
1.3528 |
1.3634 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3784 |
|
2.618 |
1.3737 |
|
1.618 |
1.3708 |
|
1.000 |
1.3690 |
|
0.618 |
1.3679 |
|
HIGH |
1.3661 |
|
0.618 |
1.3650 |
|
0.500 |
1.3647 |
|
0.382 |
1.3643 |
|
LOW |
1.3632 |
|
0.618 |
1.3614 |
|
1.000 |
1.3603 |
|
1.618 |
1.3585 |
|
2.618 |
1.3556 |
|
4.250 |
1.3509 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3656 |
1.3655 |
| PP |
1.3651 |
1.3648 |
| S1 |
1.3647 |
1.3642 |
|