CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3261 |
-0.0149 |
-1.1% |
1.3283 |
| High |
1.3415 |
1.3261 |
-0.0154 |
-1.1% |
1.3372 |
| Low |
1.3289 |
1.3198 |
-0.0091 |
-0.7% |
1.3283 |
| Close |
1.3289 |
1.3214 |
-0.0075 |
-0.6% |
1.3362 |
| Range |
0.0126 |
0.0063 |
-0.0063 |
-50.0% |
0.0089 |
| ATR |
0.0056 |
0.0058 |
0.0003 |
4.5% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
19 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3377 |
1.3249 |
|
| R3 |
1.3350 |
1.3314 |
1.3231 |
|
| R2 |
1.3287 |
1.3287 |
1.3226 |
|
| R1 |
1.3251 |
1.3251 |
1.3220 |
1.3238 |
| PP |
1.3224 |
1.3224 |
1.3224 |
1.3218 |
| S1 |
1.3188 |
1.3188 |
1.3208 |
1.3175 |
| S2 |
1.3161 |
1.3161 |
1.3202 |
|
| S3 |
1.3098 |
1.3125 |
1.3197 |
|
| S4 |
1.3035 |
1.3062 |
1.3179 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3606 |
1.3573 |
1.3411 |
|
| R3 |
1.3517 |
1.3484 |
1.3386 |
|
| R2 |
1.3428 |
1.3428 |
1.3378 |
|
| R1 |
1.3395 |
1.3395 |
1.3370 |
1.3412 |
| PP |
1.3339 |
1.3339 |
1.3339 |
1.3347 |
| S1 |
1.3306 |
1.3306 |
1.3354 |
1.3323 |
| S2 |
1.3250 |
1.3250 |
1.3346 |
|
| S3 |
1.3161 |
1.3217 |
1.3338 |
|
| S4 |
1.3072 |
1.3128 |
1.3313 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3529 |
|
2.618 |
1.3426 |
|
1.618 |
1.3363 |
|
1.000 |
1.3324 |
|
0.618 |
1.3300 |
|
HIGH |
1.3261 |
|
0.618 |
1.3237 |
|
0.500 |
1.3230 |
|
0.382 |
1.3222 |
|
LOW |
1.3198 |
|
0.618 |
1.3159 |
|
1.000 |
1.3135 |
|
1.618 |
1.3096 |
|
2.618 |
1.3033 |
|
4.250 |
1.2930 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3230 |
1.3312 |
| PP |
1.3224 |
1.3279 |
| S1 |
1.3219 |
1.3247 |
|