CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3599 |
1.3555 |
-0.0044 |
-0.3% |
1.3623 |
| High |
1.3599 |
1.3555 |
-0.0044 |
-0.3% |
1.3680 |
| Low |
1.3554 |
1.3540 |
-0.0014 |
-0.1% |
1.3552 |
| Close |
1.3554 |
1.3540 |
-0.0014 |
-0.1% |
1.3658 |
| Range |
0.0045 |
0.0015 |
-0.0030 |
-66.7% |
0.0128 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
29 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3590 |
1.3580 |
1.3548 |
|
| R3 |
1.3575 |
1.3565 |
1.3544 |
|
| R2 |
1.3560 |
1.3560 |
1.3543 |
|
| R1 |
1.3550 |
1.3550 |
1.3541 |
1.3548 |
| PP |
1.3545 |
1.3545 |
1.3545 |
1.3544 |
| S1 |
1.3535 |
1.3535 |
1.3539 |
1.3533 |
| S2 |
1.3530 |
1.3530 |
1.3537 |
|
| S3 |
1.3515 |
1.3520 |
1.3536 |
|
| S4 |
1.3500 |
1.3505 |
1.3532 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4014 |
1.3964 |
1.3728 |
|
| R3 |
1.3886 |
1.3836 |
1.3693 |
|
| R2 |
1.3758 |
1.3758 |
1.3681 |
|
| R1 |
1.3708 |
1.3708 |
1.3670 |
1.3733 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3643 |
| S1 |
1.3580 |
1.3580 |
1.3646 |
1.3605 |
| S2 |
1.3502 |
1.3502 |
1.3635 |
|
| S3 |
1.3374 |
1.3452 |
1.3623 |
|
| S4 |
1.3246 |
1.3324 |
1.3588 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3619 |
|
2.618 |
1.3594 |
|
1.618 |
1.3579 |
|
1.000 |
1.3570 |
|
0.618 |
1.3564 |
|
HIGH |
1.3555 |
|
0.618 |
1.3549 |
|
0.500 |
1.3548 |
|
0.382 |
1.3546 |
|
LOW |
1.3540 |
|
0.618 |
1.3531 |
|
1.000 |
1.3525 |
|
1.618 |
1.3516 |
|
2.618 |
1.3501 |
|
4.250 |
1.3476 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3548 |
1.3593 |
| PP |
1.3545 |
1.3575 |
| S1 |
1.3543 |
1.3558 |
|