CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.2958 |
1.3012 |
0.0054 |
0.4% |
1.3040 |
| High |
1.3038 |
1.3012 |
-0.0026 |
-0.2% |
1.3086 |
| Low |
1.2958 |
1.2830 |
-0.0128 |
-1.0% |
1.2830 |
| Close |
1.3030 |
1.2850 |
-0.0180 |
-1.4% |
1.2850 |
| Range |
0.0080 |
0.0182 |
0.0102 |
127.5% |
0.0256 |
| ATR |
0.0063 |
0.0073 |
0.0010 |
15.4% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
83 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3443 |
1.3329 |
1.2950 |
|
| R3 |
1.3261 |
1.3147 |
1.2900 |
|
| R2 |
1.3079 |
1.3079 |
1.2883 |
|
| R1 |
1.2965 |
1.2965 |
1.2867 |
1.2931 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2881 |
| S1 |
1.2783 |
1.2783 |
1.2833 |
1.2749 |
| S2 |
1.2715 |
1.2715 |
1.2817 |
|
| S3 |
1.2533 |
1.2601 |
1.2800 |
|
| S4 |
1.2351 |
1.2419 |
1.2750 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3690 |
1.3526 |
1.2991 |
|
| R3 |
1.3434 |
1.3270 |
1.2920 |
|
| R2 |
1.3178 |
1.3178 |
1.2897 |
|
| R1 |
1.3014 |
1.3014 |
1.2873 |
1.2968 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2899 |
| S1 |
1.2758 |
1.2758 |
1.2827 |
1.2712 |
| S2 |
1.2666 |
1.2666 |
1.2803 |
|
| S3 |
1.2410 |
1.2502 |
1.2780 |
|
| S4 |
1.2154 |
1.2246 |
1.2709 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3786 |
|
2.618 |
1.3488 |
|
1.618 |
1.3306 |
|
1.000 |
1.3194 |
|
0.618 |
1.3124 |
|
HIGH |
1.3012 |
|
0.618 |
1.2942 |
|
0.500 |
1.2921 |
|
0.382 |
1.2900 |
|
LOW |
1.2830 |
|
0.618 |
1.2718 |
|
1.000 |
1.2648 |
|
1.618 |
1.2536 |
|
2.618 |
1.2354 |
|
4.250 |
1.2057 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.2921 |
1.2958 |
| PP |
1.2897 |
1.2922 |
| S1 |
1.2874 |
1.2886 |
|