CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2962 |
1.2963 |
0.0001 |
0.0% |
1.2929 |
| High |
1.2962 |
1.2963 |
0.0001 |
0.0% |
1.2963 |
| Low |
1.2962 |
1.2948 |
-0.0014 |
-0.1% |
1.2873 |
| Close |
1.2962 |
1.2948 |
-0.0014 |
-0.1% |
1.2948 |
| Range |
0.0000 |
0.0015 |
0.0015 |
|
0.0090 |
| ATR |
0.0000 |
0.0054 |
0.0054 |
|
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2998 |
1.2988 |
1.2956 |
|
| R3 |
1.2983 |
1.2973 |
1.2952 |
|
| R2 |
1.2968 |
1.2968 |
1.2951 |
|
| R1 |
1.2958 |
1.2958 |
1.2949 |
1.2956 |
| PP |
1.2953 |
1.2953 |
1.2953 |
1.2952 |
| S1 |
1.2943 |
1.2943 |
1.2947 |
1.2941 |
| S2 |
1.2938 |
1.2938 |
1.2945 |
|
| S3 |
1.2923 |
1.2928 |
1.2944 |
|
| S4 |
1.2908 |
1.2913 |
1.2940 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3198 |
1.3163 |
1.2998 |
|
| R3 |
1.3108 |
1.3073 |
1.2973 |
|
| R2 |
1.3018 |
1.3018 |
1.2965 |
|
| R1 |
1.2983 |
1.2983 |
1.2956 |
1.3001 |
| PP |
1.2928 |
1.2928 |
1.2928 |
1.2937 |
| S1 |
1.2893 |
1.2893 |
1.2940 |
1.2911 |
| S2 |
1.2838 |
1.2838 |
1.2932 |
|
| S3 |
1.2748 |
1.2803 |
1.2923 |
|
| S4 |
1.2658 |
1.2713 |
1.2899 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3027 |
|
2.618 |
1.3002 |
|
1.618 |
1.2987 |
|
1.000 |
1.2978 |
|
0.618 |
1.2972 |
|
HIGH |
1.2963 |
|
0.618 |
1.2957 |
|
0.500 |
1.2956 |
|
0.382 |
1.2954 |
|
LOW |
1.2948 |
|
0.618 |
1.2939 |
|
1.000 |
1.2933 |
|
1.618 |
1.2924 |
|
2.618 |
1.2909 |
|
4.250 |
1.2884 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2956 |
1.2938 |
| PP |
1.2953 |
1.2928 |
| S1 |
1.2951 |
1.2918 |
|