CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2515 |
1.2492 |
-0.0023 |
-0.2% |
1.2677 |
| High |
1.2515 |
1.2581 |
0.0066 |
0.5% |
1.2775 |
| Low |
1.2442 |
1.2491 |
0.0049 |
0.4% |
1.2489 |
| Close |
1.2494 |
1.2560 |
0.0066 |
0.5% |
1.2530 |
| Range |
0.0073 |
0.0090 |
0.0017 |
23.3% |
0.0286 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
225,811 |
218,647 |
-7,164 |
-3.2% |
1,119,249 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2814 |
1.2777 |
1.2610 |
|
| R3 |
1.2724 |
1.2687 |
1.2585 |
|
| R2 |
1.2634 |
1.2634 |
1.2577 |
|
| R1 |
1.2597 |
1.2597 |
1.2568 |
1.2616 |
| PP |
1.2544 |
1.2544 |
1.2544 |
1.2553 |
| S1 |
1.2507 |
1.2507 |
1.2552 |
1.2526 |
| S2 |
1.2454 |
1.2454 |
1.2544 |
|
| S3 |
1.2364 |
1.2417 |
1.2535 |
|
| S4 |
1.2274 |
1.2327 |
1.2511 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3279 |
1.2687 |
|
| R3 |
1.3170 |
1.2993 |
1.2609 |
|
| R2 |
1.2884 |
1.2884 |
1.2582 |
|
| R1 |
1.2707 |
1.2707 |
1.2556 |
1.2653 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2571 |
| S1 |
1.2421 |
1.2421 |
1.2504 |
1.2367 |
| S2 |
1.2312 |
1.2312 |
1.2478 |
|
| S3 |
1.2026 |
1.2135 |
1.2451 |
|
| S4 |
1.1740 |
1.1849 |
1.2373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2775 |
1.2442 |
0.0333 |
2.7% |
0.0106 |
0.8% |
35% |
False |
False |
248,548 |
| 10 |
1.2775 |
1.2442 |
0.0333 |
2.7% |
0.0090 |
0.7% |
35% |
False |
False |
208,418 |
| 20 |
1.2893 |
1.2442 |
0.0451 |
3.6% |
0.0111 |
0.9% |
26% |
False |
False |
243,049 |
| 40 |
1.3006 |
1.2442 |
0.0564 |
4.5% |
0.0101 |
0.8% |
21% |
False |
False |
241,592 |
| 60 |
1.3420 |
1.2442 |
0.0978 |
7.8% |
0.0089 |
0.7% |
12% |
False |
False |
166,587 |
| 80 |
1.3634 |
1.2442 |
0.1192 |
9.5% |
0.0078 |
0.6% |
10% |
False |
False |
125,275 |
| 100 |
1.3709 |
1.2442 |
0.1267 |
10.1% |
0.0071 |
0.6% |
9% |
False |
False |
100,318 |
| 120 |
1.3735 |
1.2442 |
0.1293 |
10.3% |
0.0067 |
0.5% |
9% |
False |
False |
83,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2964 |
|
2.618 |
1.2817 |
|
1.618 |
1.2727 |
|
1.000 |
1.2671 |
|
0.618 |
1.2637 |
|
HIGH |
1.2581 |
|
0.618 |
1.2547 |
|
0.500 |
1.2536 |
|
0.382 |
1.2525 |
|
LOW |
1.2491 |
|
0.618 |
1.2435 |
|
1.000 |
1.2401 |
|
1.618 |
1.2345 |
|
2.618 |
1.2255 |
|
4.250 |
1.2109 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2552 |
1.2550 |
| PP |
1.2544 |
1.2540 |
| S1 |
1.2536 |
1.2531 |
|