CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3627 |
1.3647 |
0.0020 |
0.1% |
1.3710 |
| High |
1.3633 |
1.3664 |
0.0031 |
0.2% |
1.3710 |
| Low |
1.3627 |
1.3637 |
0.0010 |
0.1% |
1.3618 |
| Close |
1.3628 |
1.3664 |
0.0036 |
0.3% |
1.3618 |
| Range |
0.0006 |
0.0027 |
0.0021 |
350.0% |
0.0092 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
0.9% |
0.0000 |
| Volume |
118 |
14 |
-104 |
-88.1% |
50 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3736 |
1.3727 |
1.3679 |
|
| R3 |
1.3709 |
1.3700 |
1.3671 |
|
| R2 |
1.3682 |
1.3682 |
1.3669 |
|
| R1 |
1.3673 |
1.3673 |
1.3666 |
1.3678 |
| PP |
1.3655 |
1.3655 |
1.3655 |
1.3657 |
| S1 |
1.3646 |
1.3646 |
1.3662 |
1.3651 |
| S2 |
1.3628 |
1.3628 |
1.3659 |
|
| S3 |
1.3601 |
1.3619 |
1.3657 |
|
| S4 |
1.3574 |
1.3592 |
1.3649 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3925 |
1.3863 |
1.3669 |
|
| R3 |
1.3833 |
1.3771 |
1.3643 |
|
| R2 |
1.3741 |
1.3741 |
1.3635 |
|
| R1 |
1.3679 |
1.3679 |
1.3626 |
1.3664 |
| PP |
1.3649 |
1.3649 |
1.3649 |
1.3641 |
| S1 |
1.3587 |
1.3587 |
1.3610 |
1.3572 |
| S2 |
1.3557 |
1.3557 |
1.3601 |
|
| S3 |
1.3465 |
1.3495 |
1.3593 |
|
| S4 |
1.3373 |
1.3403 |
1.3567 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3779 |
|
2.618 |
1.3735 |
|
1.618 |
1.3708 |
|
1.000 |
1.3691 |
|
0.618 |
1.3681 |
|
HIGH |
1.3664 |
|
0.618 |
1.3654 |
|
0.500 |
1.3651 |
|
0.382 |
1.3647 |
|
LOW |
1.3637 |
|
0.618 |
1.3620 |
|
1.000 |
1.3610 |
|
1.618 |
1.3593 |
|
2.618 |
1.3566 |
|
4.250 |
1.3522 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3660 |
1.3655 |
| PP |
1.3655 |
1.3646 |
| S1 |
1.3651 |
1.3638 |
|