CME Euro FX (E) Future March 2015
Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1.3545 |
1.3478 |
-0.0067 |
-0.5% |
1.3634 |
High |
1.3547 |
1.3479 |
-0.0068 |
-0.5% |
1.3637 |
Low |
1.3533 |
1.3478 |
-0.0055 |
-0.4% |
1.3520 |
Close |
1.3536 |
1.3479 |
-0.0057 |
-0.4% |
1.3539 |
Range |
0.0014 |
0.0001 |
-0.0013 |
-92.9% |
0.0117 |
ATR |
0.0030 |
0.0032 |
0.0002 |
6.6% |
0.0000 |
Volume |
11 |
74 |
63 |
572.7% |
163 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3482 |
1.3481 |
1.3480 |
|
R3 |
1.3481 |
1.3480 |
1.3479 |
|
R2 |
1.3480 |
1.3480 |
1.3479 |
|
R1 |
1.3479 |
1.3479 |
1.3479 |
1.3480 |
PP |
1.3479 |
1.3479 |
1.3479 |
1.3479 |
S1 |
1.3478 |
1.3478 |
1.3479 |
1.3479 |
S2 |
1.3478 |
1.3478 |
1.3479 |
|
S3 |
1.3477 |
1.3477 |
1.3479 |
|
S4 |
1.3476 |
1.3476 |
1.3478 |
|
|
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 |
1.3483 |
2.618 |
1.3482 |
1.618 |
1.3481 |
1.000 |
1.3480 |
0.618 |
1.3480 |
HIGH |
1.3479 |
0.618 |
1.3479 |
0.500 |
1.3479 |
0.382 |
1.3478 |
LOW |
1.3478 |
0.618 |
1.3477 |
1.000 |
1.3477 |
1.618 |
1.3476 |
2.618 |
1.3475 |
4.250 |
1.3474 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1.3479 |
1.3514 |
PP |
1.3479 |
1.3502 |
S1 |
1.3479 |
1.3491 |
|