CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2965 |
1.3070 |
0.0105 |
0.8% |
1.2929 |
| High |
1.2965 |
1.3074 |
0.0109 |
0.8% |
1.2963 |
| Low |
1.2965 |
1.3070 |
0.0105 |
0.8% |
1.2873 |
| Close |
1.2965 |
1.3074 |
0.0109 |
0.8% |
1.2948 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0090 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3083 |
1.3076 |
|
| R3 |
1.3081 |
1.3079 |
1.3075 |
|
| R2 |
1.3077 |
1.3077 |
1.3075 |
|
| R1 |
1.3075 |
1.3075 |
1.3074 |
1.3076 |
| PP |
1.3073 |
1.3073 |
1.3073 |
1.3073 |
| S1 |
1.3071 |
1.3071 |
1.3074 |
1.3072 |
| S2 |
1.3069 |
1.3069 |
1.3073 |
|
| S3 |
1.3065 |
1.3067 |
1.3073 |
|
| S4 |
1.3061 |
1.3063 |
1.3072 |
|
|
| 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 |
1.3091 |
|
2.618 |
1.3084 |
|
1.618 |
1.3080 |
|
1.000 |
1.3078 |
|
0.618 |
1.3076 |
|
HIGH |
1.3074 |
|
0.618 |
1.3072 |
|
0.500 |
1.3072 |
|
0.382 |
1.3072 |
|
LOW |
1.3070 |
|
0.618 |
1.3068 |
|
1.000 |
1.3066 |
|
1.618 |
1.3064 |
|
2.618 |
1.3060 |
|
4.250 |
1.3053 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3073 |
1.3046 |
| PP |
1.3073 |
1.3018 |
| S1 |
1.3072 |
1.2990 |
|