CME Euro FX (E) Future March 2015
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1.3549 |
1.3545 |
-0.0004 |
0.0% |
1.3634 |
High |
1.3549 |
1.3547 |
-0.0002 |
0.0% |
1.3637 |
Low |
1.3520 |
1.3533 |
0.0013 |
0.1% |
1.3520 |
Close |
1.3539 |
1.3536 |
-0.0003 |
0.0% |
1.3539 |
Range |
0.0029 |
0.0014 |
-0.0015 |
-51.7% |
0.0117 |
ATR |
0.0031 |
0.0030 |
-0.0001 |
-4.0% |
0.0000 |
Volume |
60 |
11 |
-49 |
-81.7% |
163 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3581 |
1.3572 |
1.3544 |
|
R3 |
1.3567 |
1.3558 |
1.3540 |
|
R2 |
1.3553 |
1.3553 |
1.3539 |
|
R1 |
1.3544 |
1.3544 |
1.3537 |
1.3542 |
PP |
1.3539 |
1.3539 |
1.3539 |
1.3537 |
S1 |
1.3530 |
1.3530 |
1.3535 |
1.3528 |
S2 |
1.3525 |
1.3525 |
1.3533 |
|
S3 |
1.3511 |
1.3516 |
1.3532 |
|
S4 |
1.3497 |
1.3502 |
1.3528 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3916 |
1.3845 |
1.3603 |
|
R3 |
1.3799 |
1.3728 |
1.3571 |
|
R2 |
1.3682 |
1.3682 |
1.3560 |
|
R1 |
1.3611 |
1.3611 |
1.3550 |
1.3588 |
PP |
1.3565 |
1.3565 |
1.3565 |
1.3554 |
S1 |
1.3494 |
1.3494 |
1.3528 |
1.3471 |
S2 |
1.3448 |
1.3448 |
1.3518 |
|
S3 |
1.3331 |
1.3377 |
1.3507 |
|
S4 |
1.3214 |
1.3260 |
1.3475 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3607 |
2.618 |
1.3584 |
1.618 |
1.3570 |
1.000 |
1.3561 |
0.618 |
1.3556 |
HIGH |
1.3547 |
0.618 |
1.3542 |
0.500 |
1.3540 |
0.382 |
1.3538 |
LOW |
1.3533 |
0.618 |
1.3524 |
1.000 |
1.3519 |
1.618 |
1.3510 |
2.618 |
1.3496 |
4.250 |
1.3474 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3540 |
1.3536 |
PP |
1.3539 |
1.3535 |
S1 |
1.3537 |
1.3535 |
|