CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3927 |
1.3843 |
-0.0084 |
-0.6% |
1.3880 |
| High |
1.3929 |
1.3843 |
-0.0086 |
-0.6% |
1.3947 |
| Low |
1.3926 |
1.3823 |
-0.0103 |
-0.7% |
1.3860 |
| Close |
1.3929 |
1.3828 |
-0.0101 |
-0.7% |
1.3905 |
| Range |
0.0003 |
0.0020 |
0.0017 |
566.7% |
0.0087 |
| ATR |
0.0042 |
0.0047 |
0.0005 |
10.7% |
0.0000 |
| Volume |
3 |
11 |
8 |
266.7% |
25 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3891 |
1.3880 |
1.3839 |
|
| R3 |
1.3871 |
1.3860 |
1.3834 |
|
| R2 |
1.3851 |
1.3851 |
1.3832 |
|
| R1 |
1.3840 |
1.3840 |
1.3830 |
1.3836 |
| PP |
1.3831 |
1.3831 |
1.3831 |
1.3829 |
| S1 |
1.3820 |
1.3820 |
1.3826 |
1.3816 |
| S2 |
1.3811 |
1.3811 |
1.3824 |
|
| S3 |
1.3791 |
1.3800 |
1.3823 |
|
| S4 |
1.3771 |
1.3780 |
1.3817 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4165 |
1.4122 |
1.3953 |
|
| R3 |
1.4078 |
1.4035 |
1.3929 |
|
| R2 |
1.3991 |
1.3991 |
1.3921 |
|
| R1 |
1.3948 |
1.3948 |
1.3913 |
1.3970 |
| PP |
1.3904 |
1.3904 |
1.3904 |
1.3915 |
| S1 |
1.3861 |
1.3861 |
1.3897 |
1.3883 |
| S2 |
1.3817 |
1.3817 |
1.3889 |
|
| S3 |
1.3730 |
1.3774 |
1.3881 |
|
| S4 |
1.3643 |
1.3687 |
1.3857 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3928 |
|
2.618 |
1.3895 |
|
1.618 |
1.3875 |
|
1.000 |
1.3863 |
|
0.618 |
1.3855 |
|
HIGH |
1.3843 |
|
0.618 |
1.3835 |
|
0.500 |
1.3833 |
|
0.382 |
1.3831 |
|
LOW |
1.3823 |
|
0.618 |
1.3811 |
|
1.000 |
1.3803 |
|
1.618 |
1.3791 |
|
2.618 |
1.3771 |
|
4.250 |
1.3738 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3833 |
1.3878 |
| PP |
1.3831 |
1.3861 |
| S1 |
1.3830 |
1.3845 |
|