CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.3140 |
1.3160 |
0.0020 |
0.2% |
1.2844 |
| High |
1.3177 |
1.3168 |
-0.0009 |
-0.1% |
1.3115 |
| Low |
1.3140 |
1.3113 |
-0.0027 |
-0.2% |
1.2781 |
| Close |
1.3177 |
1.3128 |
-0.0049 |
-0.4% |
1.3077 |
| Range |
0.0037 |
0.0055 |
0.0018 |
48.6% |
0.0334 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
5 |
4 |
-1 |
-20.0% |
86 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3301 |
1.3270 |
1.3158 |
|
| R3 |
1.3246 |
1.3215 |
1.3143 |
|
| R2 |
1.3191 |
1.3191 |
1.3138 |
|
| R1 |
1.3160 |
1.3160 |
1.3133 |
1.3148 |
| PP |
1.3136 |
1.3136 |
1.3136 |
1.3131 |
| S1 |
1.3105 |
1.3105 |
1.3123 |
1.3093 |
| S2 |
1.3081 |
1.3081 |
1.3118 |
|
| S3 |
1.3026 |
1.3050 |
1.3113 |
|
| S4 |
1.2971 |
1.2995 |
1.3098 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3993 |
1.3869 |
1.3261 |
|
| R3 |
1.3659 |
1.3535 |
1.3169 |
|
| R2 |
1.3325 |
1.3325 |
1.3138 |
|
| R1 |
1.3201 |
1.3201 |
1.3108 |
1.3263 |
| PP |
1.2991 |
1.2991 |
1.2991 |
1.3022 |
| S1 |
1.2867 |
1.2867 |
1.3046 |
1.2929 |
| S2 |
1.2657 |
1.2657 |
1.3016 |
|
| S3 |
1.2323 |
1.2533 |
1.2985 |
|
| S4 |
1.1989 |
1.2199 |
1.2893 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3402 |
|
2.618 |
1.3312 |
|
1.618 |
1.3257 |
|
1.000 |
1.3223 |
|
0.618 |
1.3202 |
|
HIGH |
1.3168 |
|
0.618 |
1.3147 |
|
0.500 |
1.3141 |
|
0.382 |
1.3134 |
|
LOW |
1.3113 |
|
0.618 |
1.3079 |
|
1.000 |
1.3058 |
|
1.618 |
1.3024 |
|
2.618 |
1.2969 |
|
4.250 |
1.2879 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.3141 |
1.3127 |
| PP |
1.3136 |
1.3125 |
| S1 |
1.3132 |
1.3124 |
|