CME Euro FX (E) Future March 2015
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1.3544 |
1.3536 |
-0.0008 |
-0.1% |
1.3611 |
High |
1.3544 |
1.3541 |
-0.0003 |
0.0% |
1.3664 |
Low |
1.3536 |
1.3535 |
-0.0001 |
0.0% |
1.3605 |
Close |
1.3538 |
1.3541 |
0.0003 |
0.0% |
1.3625 |
Range |
0.0008 |
0.0006 |
-0.0002 |
-25.0% |
0.0059 |
ATR |
0.0034 |
0.0032 |
-0.0002 |
-5.9% |
0.0000 |
Volume |
47 |
30 |
-17 |
-36.2% |
226 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3557 |
1.3555 |
1.3544 |
|
R3 |
1.3551 |
1.3549 |
1.3543 |
|
R2 |
1.3545 |
1.3545 |
1.3542 |
|
R1 |
1.3543 |
1.3543 |
1.3542 |
1.3544 |
PP |
1.3539 |
1.3539 |
1.3539 |
1.3540 |
S1 |
1.3537 |
1.3537 |
1.3540 |
1.3538 |
S2 |
1.3533 |
1.3533 |
1.3540 |
|
S3 |
1.3527 |
1.3531 |
1.3539 |
|
S4 |
1.3521 |
1.3525 |
1.3538 |
|
|
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 |
1.3567 |
2.618 |
1.3557 |
1.618 |
1.3551 |
1.000 |
1.3547 |
0.618 |
1.3545 |
HIGH |
1.3541 |
0.618 |
1.3539 |
0.500 |
1.3538 |
0.382 |
1.3537 |
LOW |
1.3535 |
0.618 |
1.3531 |
1.000 |
1.3529 |
1.618 |
1.3525 |
2.618 |
1.3519 |
4.250 |
1.3510 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3540 |
1.3571 |
PP |
1.3539 |
1.3561 |
S1 |
1.3538 |
1.3551 |
|