CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3696 |
1.3664 |
-0.0032 |
-0.2% |
1.3625 |
| High |
1.3696 |
1.3664 |
-0.0032 |
-0.2% |
1.3661 |
| Low |
1.3663 |
1.3618 |
-0.0045 |
-0.3% |
1.3611 |
| Close |
1.3670 |
1.3618 |
-0.0052 |
-0.4% |
1.3661 |
| Range |
0.0033 |
0.0046 |
0.0013 |
39.4% |
0.0050 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
3.7% |
0.0000 |
| Volume |
14 |
32 |
18 |
128.6% |
23 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3771 |
1.3741 |
1.3643 |
|
| R3 |
1.3725 |
1.3695 |
1.3631 |
|
| R2 |
1.3679 |
1.3679 |
1.3626 |
|
| R1 |
1.3649 |
1.3649 |
1.3622 |
1.3641 |
| PP |
1.3633 |
1.3633 |
1.3633 |
1.3630 |
| S1 |
1.3603 |
1.3603 |
1.3614 |
1.3595 |
| S2 |
1.3587 |
1.3587 |
1.3610 |
|
| S3 |
1.3541 |
1.3557 |
1.3605 |
|
| S4 |
1.3495 |
1.3511 |
1.3593 |
|
|
| 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 |
1.3860 |
|
2.618 |
1.3784 |
|
1.618 |
1.3738 |
|
1.000 |
1.3710 |
|
0.618 |
1.3692 |
|
HIGH |
1.3664 |
|
0.618 |
1.3646 |
|
0.500 |
1.3641 |
|
0.382 |
1.3636 |
|
LOW |
1.3618 |
|
0.618 |
1.3590 |
|
1.000 |
1.3572 |
|
1.618 |
1.3544 |
|
2.618 |
1.3498 |
|
4.250 |
1.3423 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3641 |
1.3660 |
| PP |
1.3633 |
1.3646 |
| S1 |
1.3626 |
1.3632 |
|