CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3634 |
1.3606 |
-0.0028 |
-0.2% |
1.3611 |
| High |
1.3637 |
1.3606 |
-0.0031 |
-0.2% |
1.3664 |
| Low |
1.3623 |
1.3579 |
-0.0044 |
-0.3% |
1.3605 |
| Close |
1.3635 |
1.3583 |
-0.0052 |
-0.4% |
1.3625 |
| Range |
0.0014 |
0.0027 |
0.0013 |
92.9% |
0.0059 |
| ATR |
0.0031 |
0.0033 |
0.0002 |
5.8% |
0.0000 |
| Volume |
7 |
19 |
12 |
171.4% |
226 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3670 |
1.3654 |
1.3598 |
|
| R3 |
1.3643 |
1.3627 |
1.3590 |
|
| R2 |
1.3616 |
1.3616 |
1.3588 |
|
| R1 |
1.3600 |
1.3600 |
1.3585 |
1.3595 |
| PP |
1.3589 |
1.3589 |
1.3589 |
1.3587 |
| S1 |
1.3573 |
1.3573 |
1.3581 |
1.3568 |
| S2 |
1.3562 |
1.3562 |
1.3578 |
|
| S3 |
1.3535 |
1.3546 |
1.3576 |
|
| S4 |
1.3508 |
1.3519 |
1.3568 |
|
|
| 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 |
1.3721 |
|
2.618 |
1.3677 |
|
1.618 |
1.3650 |
|
1.000 |
1.3633 |
|
0.618 |
1.3623 |
|
HIGH |
1.3606 |
|
0.618 |
1.3596 |
|
0.500 |
1.3593 |
|
0.382 |
1.3589 |
|
LOW |
1.3579 |
|
0.618 |
1.3562 |
|
1.000 |
1.3552 |
|
1.618 |
1.3535 |
|
2.618 |
1.3508 |
|
4.250 |
1.3464 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3593 |
1.3608 |
| PP |
1.3589 |
1.3600 |
| S1 |
1.3586 |
1.3591 |
|