CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3701 |
1.3662 |
-0.0039 |
-0.3% |
1.3758 |
| High |
1.3701 |
1.3683 |
-0.0018 |
-0.1% |
1.3758 |
| Low |
1.3701 |
1.3662 |
-0.0039 |
-0.3% |
1.3662 |
| Close |
1.3701 |
1.3683 |
-0.0018 |
-0.1% |
1.3702 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0096 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
94 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3739 |
1.3732 |
1.3695 |
|
| R3 |
1.3718 |
1.3711 |
1.3689 |
|
| R2 |
1.3697 |
1.3697 |
1.3687 |
|
| R1 |
1.3690 |
1.3690 |
1.3685 |
1.3694 |
| PP |
1.3676 |
1.3676 |
1.3676 |
1.3678 |
| S1 |
1.3669 |
1.3669 |
1.3681 |
1.3673 |
| S2 |
1.3655 |
1.3655 |
1.3679 |
|
| S3 |
1.3634 |
1.3648 |
1.3677 |
|
| S4 |
1.3613 |
1.3627 |
1.3671 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3995 |
1.3945 |
1.3755 |
|
| R3 |
1.3899 |
1.3849 |
1.3728 |
|
| R2 |
1.3803 |
1.3803 |
1.3720 |
|
| R1 |
1.3753 |
1.3753 |
1.3711 |
1.3730 |
| PP |
1.3707 |
1.3707 |
1.3707 |
1.3696 |
| S1 |
1.3657 |
1.3657 |
1.3693 |
1.3634 |
| S2 |
1.3611 |
1.3611 |
1.3684 |
|
| S3 |
1.3515 |
1.3561 |
1.3676 |
|
| S4 |
1.3419 |
1.3465 |
1.3649 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3772 |
|
2.618 |
1.3738 |
|
1.618 |
1.3717 |
|
1.000 |
1.3704 |
|
0.618 |
1.3696 |
|
HIGH |
1.3683 |
|
0.618 |
1.3675 |
|
0.500 |
1.3673 |
|
0.382 |
1.3670 |
|
LOW |
1.3662 |
|
0.618 |
1.3649 |
|
1.000 |
1.3641 |
|
1.618 |
1.3628 |
|
2.618 |
1.3607 |
|
4.250 |
1.3573 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3680 |
1.3699 |
| PP |
1.3676 |
1.3693 |
| S1 |
1.3673 |
1.3688 |
|