CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3647 |
1.3664 |
0.0017 |
0.1% |
1.3710 |
| High |
1.3664 |
1.3664 |
0.0000 |
0.0% |
1.3710 |
| Low |
1.3637 |
1.3605 |
-0.0032 |
-0.2% |
1.3618 |
| Close |
1.3664 |
1.3620 |
-0.0044 |
-0.3% |
1.3618 |
| Range |
0.0027 |
0.0059 |
0.0032 |
118.5% |
0.0092 |
| ATR |
0.0032 |
0.0034 |
0.0002 |
5.9% |
0.0000 |
| Volume |
14 |
5 |
-9 |
-64.3% |
50 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3807 |
1.3772 |
1.3652 |
|
| R3 |
1.3748 |
1.3713 |
1.3636 |
|
| R2 |
1.3689 |
1.3689 |
1.3631 |
|
| R1 |
1.3654 |
1.3654 |
1.3625 |
1.3642 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3624 |
| S1 |
1.3595 |
1.3595 |
1.3615 |
1.3583 |
| S2 |
1.3571 |
1.3571 |
1.3609 |
|
| S3 |
1.3512 |
1.3536 |
1.3604 |
|
| S4 |
1.3453 |
1.3477 |
1.3588 |
|
|
| 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 |
1.3915 |
|
2.618 |
1.3818 |
|
1.618 |
1.3759 |
|
1.000 |
1.3723 |
|
0.618 |
1.3700 |
|
HIGH |
1.3664 |
|
0.618 |
1.3641 |
|
0.500 |
1.3635 |
|
0.382 |
1.3628 |
|
LOW |
1.3605 |
|
0.618 |
1.3569 |
|
1.000 |
1.3546 |
|
1.618 |
1.3510 |
|
2.618 |
1.3451 |
|
4.250 |
1.3354 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3635 |
1.3635 |
| PP |
1.3630 |
1.3630 |
| S1 |
1.3625 |
1.3625 |
|