CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3126 |
1.3138 |
0.0012 |
0.1% |
1.2905 |
| High |
1.3126 |
1.3273 |
0.0147 |
1.1% |
1.3074 |
| Low |
1.3088 |
1.3138 |
0.0050 |
0.4% |
1.2905 |
| Close |
1.3113 |
1.3273 |
0.0160 |
1.2% |
1.3012 |
| Range |
0.0038 |
0.0135 |
0.0097 |
255.3% |
0.0169 |
| ATR |
0.0057 |
0.0064 |
0.0007 |
12.9% |
0.0000 |
| Volume |
5 |
6 |
1 |
20.0% |
4 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3633 |
1.3588 |
1.3347 |
|
| R3 |
1.3498 |
1.3453 |
1.3310 |
|
| R2 |
1.3363 |
1.3363 |
1.3298 |
|
| R1 |
1.3318 |
1.3318 |
1.3285 |
1.3341 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3239 |
| S1 |
1.3183 |
1.3183 |
1.3261 |
1.3206 |
| S2 |
1.3093 |
1.3093 |
1.3248 |
|
| S3 |
1.2958 |
1.3048 |
1.3236 |
|
| S4 |
1.2823 |
1.2913 |
1.3199 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3504 |
1.3427 |
1.3105 |
|
| R3 |
1.3335 |
1.3258 |
1.3058 |
|
| R2 |
1.3166 |
1.3166 |
1.3043 |
|
| R1 |
1.3089 |
1.3089 |
1.3027 |
1.3128 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.3016 |
| S1 |
1.2920 |
1.2920 |
1.2997 |
1.2959 |
| S2 |
1.2828 |
1.2828 |
1.2981 |
|
| S3 |
1.2659 |
1.2751 |
1.2966 |
|
| S4 |
1.2490 |
1.2582 |
1.2919 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3847 |
|
2.618 |
1.3626 |
|
1.618 |
1.3491 |
|
1.000 |
1.3408 |
|
0.618 |
1.3356 |
|
HIGH |
1.3273 |
|
0.618 |
1.3221 |
|
0.500 |
1.3206 |
|
0.382 |
1.3190 |
|
LOW |
1.3138 |
|
0.618 |
1.3055 |
|
1.000 |
1.3003 |
|
1.618 |
1.2920 |
|
2.618 |
1.2785 |
|
4.250 |
1.2564 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3251 |
1.3242 |
| PP |
1.3228 |
1.3211 |
| S1 |
1.3206 |
1.3181 |
|