CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3621 |
1.3634 |
0.0013 |
0.1% |
1.3611 |
| High |
1.3625 |
1.3637 |
0.0012 |
0.1% |
1.3664 |
| Low |
1.3621 |
1.3623 |
0.0002 |
0.0% |
1.3605 |
| Close |
1.3625 |
1.3635 |
0.0010 |
0.1% |
1.3625 |
| Range |
0.0004 |
0.0014 |
0.0010 |
250.0% |
0.0059 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-4.0% |
0.0000 |
| Volume |
41 |
7 |
-34 |
-82.9% |
226 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3668 |
1.3643 |
|
| R3 |
1.3660 |
1.3654 |
1.3639 |
|
| R2 |
1.3646 |
1.3646 |
1.3638 |
|
| R1 |
1.3640 |
1.3640 |
1.3636 |
1.3643 |
| PP |
1.3632 |
1.3632 |
1.3632 |
1.3633 |
| S1 |
1.3626 |
1.3626 |
1.3634 |
1.3629 |
| S2 |
1.3618 |
1.3618 |
1.3632 |
|
| S3 |
1.3604 |
1.3612 |
1.3631 |
|
| S4 |
1.3590 |
1.3598 |
1.3627 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3808 |
1.3776 |
1.3657 |
|
| R3 |
1.3749 |
1.3717 |
1.3641 |
|
| R2 |
1.3690 |
1.3690 |
1.3636 |
|
| R1 |
1.3658 |
1.3658 |
1.3630 |
1.3674 |
| PP |
1.3631 |
1.3631 |
1.3631 |
1.3640 |
| S1 |
1.3599 |
1.3599 |
1.3620 |
1.3615 |
| S2 |
1.3572 |
1.3572 |
1.3614 |
|
| S3 |
1.3513 |
1.3540 |
1.3609 |
|
| S4 |
1.3454 |
1.3481 |
1.3593 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3697 |
|
2.618 |
1.3674 |
|
1.618 |
1.3660 |
|
1.000 |
1.3651 |
|
0.618 |
1.3646 |
|
HIGH |
1.3637 |
|
0.618 |
1.3632 |
|
0.500 |
1.3630 |
|
0.382 |
1.3628 |
|
LOW |
1.3623 |
|
0.618 |
1.3614 |
|
1.000 |
1.3609 |
|
1.618 |
1.3600 |
|
2.618 |
1.3586 |
|
4.250 |
1.3564 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3633 |
1.3635 |
| PP |
1.3632 |
1.3635 |
| S1 |
1.3630 |
1.3635 |
|