CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2492 |
1.2553 |
0.0061 |
0.5% |
1.2677 |
| High |
1.2581 |
1.2571 |
-0.0010 |
-0.1% |
1.2775 |
| Low |
1.2491 |
1.2460 |
-0.0031 |
-0.2% |
1.2489 |
| Close |
1.2560 |
1.2483 |
-0.0077 |
-0.6% |
1.2530 |
| Range |
0.0090 |
0.0111 |
0.0021 |
23.3% |
0.0286 |
| ATR |
0.0103 |
0.0103 |
0.0001 |
0.6% |
0.0000 |
| Volume |
218,647 |
252,300 |
33,653 |
15.4% |
1,119,249 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2838 |
1.2771 |
1.2544 |
|
| R3 |
1.2727 |
1.2660 |
1.2514 |
|
| R2 |
1.2616 |
1.2616 |
1.2503 |
|
| R1 |
1.2549 |
1.2549 |
1.2493 |
1.2527 |
| PP |
1.2505 |
1.2505 |
1.2505 |
1.2494 |
| S1 |
1.2438 |
1.2438 |
1.2473 |
1.2416 |
| S2 |
1.2394 |
1.2394 |
1.2463 |
|
| S3 |
1.2283 |
1.2327 |
1.2452 |
|
| S4 |
1.2172 |
1.2216 |
1.2422 |
|
|
| 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 |
1.2643 |
1.2442 |
0.0201 |
1.6% |
0.0100 |
0.8% |
20% |
False |
False |
260,589 |
| 10 |
1.2775 |
1.2442 |
0.0333 |
2.7% |
0.0091 |
0.7% |
12% |
False |
False |
213,055 |
| 20 |
1.2893 |
1.2442 |
0.0451 |
3.6% |
0.0110 |
0.9% |
9% |
False |
False |
239,094 |
| 40 |
1.3006 |
1.2442 |
0.0564 |
4.5% |
0.0101 |
0.8% |
7% |
False |
False |
243,193 |
| 60 |
1.3420 |
1.2442 |
0.0978 |
7.8% |
0.0090 |
0.7% |
4% |
False |
False |
170,785 |
| 80 |
1.3576 |
1.2442 |
0.1134 |
9.1% |
0.0078 |
0.6% |
4% |
False |
False |
128,424 |
| 100 |
1.3709 |
1.2442 |
0.1267 |
10.1% |
0.0072 |
0.6% |
3% |
False |
False |
102,837 |
| 120 |
1.3735 |
1.2442 |
0.1293 |
10.4% |
0.0068 |
0.5% |
3% |
False |
False |
85,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3043 |
|
2.618 |
1.2862 |
|
1.618 |
1.2751 |
|
1.000 |
1.2682 |
|
0.618 |
1.2640 |
|
HIGH |
1.2571 |
|
0.618 |
1.2529 |
|
0.500 |
1.2516 |
|
0.382 |
1.2502 |
|
LOW |
1.2460 |
|
0.618 |
1.2391 |
|
1.000 |
1.2349 |
|
1.618 |
1.2280 |
|
2.618 |
1.2169 |
|
4.250 |
1.1988 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2516 |
1.2512 |
| PP |
1.2505 |
1.2502 |
| S1 |
1.2494 |
1.2493 |
|