CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2454 |
1.2536 |
0.0082 |
0.7% |
1.2466 |
| High |
1.2548 |
1.2605 |
0.0057 |
0.5% |
1.2550 |
| Low |
1.2445 |
1.2514 |
0.0069 |
0.6% |
1.2397 |
| Close |
1.2537 |
1.2547 |
0.0010 |
0.1% |
1.2528 |
| Range |
0.0103 |
0.0091 |
-0.0012 |
-11.7% |
0.0153 |
| ATR |
0.0108 |
0.0106 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
209,275 |
251,448 |
42,173 |
20.2% |
1,049,937 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2828 |
1.2779 |
1.2597 |
|
| R3 |
1.2737 |
1.2688 |
1.2572 |
|
| R2 |
1.2646 |
1.2646 |
1.2564 |
|
| R1 |
1.2597 |
1.2597 |
1.2555 |
1.2622 |
| PP |
1.2555 |
1.2555 |
1.2555 |
1.2568 |
| S1 |
1.2506 |
1.2506 |
1.2539 |
1.2531 |
| S2 |
1.2464 |
1.2464 |
1.2530 |
|
| S3 |
1.2373 |
1.2415 |
1.2522 |
|
| S4 |
1.2282 |
1.2324 |
1.2497 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2951 |
1.2892 |
1.2612 |
|
| R3 |
1.2798 |
1.2739 |
1.2570 |
|
| R2 |
1.2645 |
1.2645 |
1.2556 |
|
| R1 |
1.2586 |
1.2586 |
1.2542 |
1.2616 |
| PP |
1.2492 |
1.2492 |
1.2492 |
1.2506 |
| S1 |
1.2433 |
1.2433 |
1.2514 |
1.2463 |
| S2 |
1.2339 |
1.2339 |
1.2500 |
|
| S3 |
1.2186 |
1.2280 |
1.2486 |
|
| S4 |
1.2033 |
1.2127 |
1.2444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2605 |
1.2400 |
0.0205 |
1.6% |
0.0109 |
0.9% |
72% |
True |
False |
225,910 |
| 10 |
1.2605 |
1.2361 |
0.0244 |
1.9% |
0.0110 |
0.9% |
76% |
True |
False |
237,620 |
| 20 |
1.2775 |
1.2361 |
0.0414 |
3.3% |
0.0100 |
0.8% |
45% |
False |
False |
225,337 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.2% |
0.0109 |
0.9% |
35% |
False |
False |
248,785 |
| 60 |
1.3229 |
1.2361 |
0.0868 |
6.9% |
0.0099 |
0.8% |
21% |
False |
False |
210,006 |
| 80 |
1.3451 |
1.2361 |
0.1090 |
8.7% |
0.0087 |
0.7% |
17% |
False |
False |
158,006 |
| 100 |
1.3709 |
1.2361 |
0.1348 |
10.7% |
0.0078 |
0.6% |
14% |
False |
False |
126,571 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.7% |
0.0074 |
0.6% |
14% |
False |
False |
105,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2992 |
|
2.618 |
1.2843 |
|
1.618 |
1.2752 |
|
1.000 |
1.2696 |
|
0.618 |
1.2661 |
|
HIGH |
1.2605 |
|
0.618 |
1.2570 |
|
0.500 |
1.2560 |
|
0.382 |
1.2549 |
|
LOW |
1.2514 |
|
0.618 |
1.2458 |
|
1.000 |
1.2423 |
|
1.618 |
1.2367 |
|
2.618 |
1.2276 |
|
4.250 |
1.2127 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2560 |
1.2540 |
| PP |
1.2555 |
1.2532 |
| S1 |
1.2551 |
1.2525 |
|