CME Euro FX (E) Future March 2015
Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1.3606 |
1.3544 |
-0.0062 |
-0.5% |
1.3611 |
High |
1.3606 |
1.3544 |
-0.0062 |
-0.5% |
1.3664 |
Low |
1.3579 |
1.3536 |
-0.0043 |
-0.3% |
1.3605 |
Close |
1.3583 |
1.3538 |
-0.0045 |
-0.3% |
1.3625 |
Range |
0.0027 |
0.0008 |
-0.0019 |
-70.4% |
0.0059 |
ATR |
0.0033 |
0.0034 |
0.0001 |
3.1% |
0.0000 |
Volume |
19 |
47 |
28 |
147.4% |
226 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3563 |
1.3559 |
1.3542 |
|
R3 |
1.3555 |
1.3551 |
1.3540 |
|
R2 |
1.3547 |
1.3547 |
1.3539 |
|
R1 |
1.3543 |
1.3543 |
1.3539 |
1.3541 |
PP |
1.3539 |
1.3539 |
1.3539 |
1.3539 |
S1 |
1.3535 |
1.3535 |
1.3537 |
1.3533 |
S2 |
1.3531 |
1.3531 |
1.3537 |
|
S3 |
1.3523 |
1.3527 |
1.3536 |
|
S4 |
1.3515 |
1.3519 |
1.3534 |
|
|
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 |
1.3578 |
2.618 |
1.3565 |
1.618 |
1.3557 |
1.000 |
1.3552 |
0.618 |
1.3549 |
HIGH |
1.3544 |
0.618 |
1.3541 |
0.500 |
1.3540 |
0.382 |
1.3539 |
LOW |
1.3536 |
0.618 |
1.3531 |
1.000 |
1.3528 |
1.618 |
1.3523 |
2.618 |
1.3515 |
4.250 |
1.3502 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3540 |
1.3587 |
PP |
1.3539 |
1.3570 |
S1 |
1.3539 |
1.3554 |
|