CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3710 |
1.3701 |
-0.0009 |
-0.1% |
1.3625 |
| High |
1.3710 |
1.3701 |
-0.0009 |
-0.1% |
1.3661 |
| Low |
1.3710 |
1.3695 |
-0.0015 |
-0.1% |
1.3611 |
| Close |
1.3710 |
1.3695 |
-0.0015 |
-0.1% |
1.3661 |
| Range |
0.0000 |
0.0006 |
0.0006 |
|
0.0050 |
| ATR |
0.0036 |
0.0034 |
-0.0001 |
-4.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
23 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3715 |
1.3711 |
1.3698 |
|
| R3 |
1.3709 |
1.3705 |
1.3697 |
|
| R2 |
1.3703 |
1.3703 |
1.3696 |
|
| R1 |
1.3699 |
1.3699 |
1.3696 |
1.3698 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3697 |
| S1 |
1.3693 |
1.3693 |
1.3694 |
1.3692 |
| S2 |
1.3691 |
1.3691 |
1.3694 |
|
| S3 |
1.3685 |
1.3687 |
1.3693 |
|
| S4 |
1.3679 |
1.3681 |
1.3692 |
|
|
| 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 |
1.3727 |
|
2.618 |
1.3717 |
|
1.618 |
1.3711 |
|
1.000 |
1.3707 |
|
0.618 |
1.3705 |
|
HIGH |
1.3701 |
|
0.618 |
1.3699 |
|
0.500 |
1.3698 |
|
0.382 |
1.3697 |
|
LOW |
1.3695 |
|
0.618 |
1.3691 |
|
1.000 |
1.3689 |
|
1.618 |
1.3685 |
|
2.618 |
1.3679 |
|
4.250 |
1.3670 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3698 |
1.3687 |
| PP |
1.3697 |
1.3679 |
| S1 |
1.3696 |
1.3671 |
|