CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3758 |
1.3753 |
-0.0005 |
0.0% |
1.3874 |
| High |
1.3758 |
1.3753 |
-0.0005 |
0.0% |
1.3989 |
| Low |
1.3754 |
1.3693 |
-0.0061 |
-0.4% |
1.3745 |
| Close |
1.3754 |
1.3699 |
-0.0055 |
-0.4% |
1.3745 |
| Range |
0.0004 |
0.0060 |
0.0056 |
1,400.0% |
0.0244 |
| ATR |
|
|
|
|
|
| Volume |
1 |
2 |
1 |
100.0% |
52 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3895 |
1.3857 |
1.3732 |
|
| R3 |
1.3835 |
1.3797 |
1.3716 |
|
| R2 |
1.3775 |
1.3775 |
1.3710 |
|
| R1 |
1.3737 |
1.3737 |
1.3705 |
1.3726 |
| PP |
1.3715 |
1.3715 |
1.3715 |
1.3710 |
| S1 |
1.3677 |
1.3677 |
1.3694 |
1.3666 |
| S2 |
1.3655 |
1.3655 |
1.3688 |
|
| S3 |
1.3595 |
1.3617 |
1.3683 |
|
| S4 |
1.3535 |
1.3557 |
1.3666 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4558 |
1.4396 |
1.3879 |
|
| R3 |
1.4314 |
1.4152 |
1.3812 |
|
| R2 |
1.4070 |
1.4070 |
1.3790 |
|
| R1 |
1.3908 |
1.3908 |
1.3767 |
1.3867 |
| PP |
1.3826 |
1.3826 |
1.3826 |
1.3806 |
| S1 |
1.3664 |
1.3664 |
1.3723 |
1.3623 |
| S2 |
1.3582 |
1.3582 |
1.3700 |
|
| S3 |
1.3338 |
1.3420 |
1.3678 |
|
| S4 |
1.3094 |
1.3176 |
1.3611 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4008 |
|
2.618 |
1.3910 |
|
1.618 |
1.3850 |
|
1.000 |
1.3813 |
|
0.618 |
1.3790 |
|
HIGH |
1.3753 |
|
0.618 |
1.3730 |
|
0.500 |
1.3723 |
|
0.382 |
1.3716 |
|
LOW |
1.3693 |
|
0.618 |
1.3656 |
|
1.000 |
1.3633 |
|
1.618 |
1.3596 |
|
2.618 |
1.3536 |
|
4.250 |
1.3438 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3723 |
1.3757 |
| PP |
1.3715 |
1.3737 |
| S1 |
1.3707 |
1.3718 |
|