CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2466 |
1.2425 |
-0.0041 |
-0.3% |
1.2515 |
| High |
1.2512 |
1.2504 |
-0.0008 |
-0.1% |
1.2581 |
| Low |
1.2421 |
1.2397 |
-0.0024 |
-0.2% |
1.2361 |
| Close |
1.2425 |
1.2467 |
0.0042 |
0.3% |
1.2444 |
| Range |
0.0091 |
0.0107 |
0.0016 |
17.6% |
0.0220 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.0% |
0.0000 |
| Volume |
168,858 |
166,508 |
-2,350 |
-1.4% |
1,373,906 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2777 |
1.2729 |
1.2526 |
|
| R3 |
1.2670 |
1.2622 |
1.2496 |
|
| R2 |
1.2563 |
1.2563 |
1.2487 |
|
| R1 |
1.2515 |
1.2515 |
1.2477 |
1.2539 |
| PP |
1.2456 |
1.2456 |
1.2456 |
1.2468 |
| S1 |
1.2408 |
1.2408 |
1.2457 |
1.2432 |
| S2 |
1.2349 |
1.2349 |
1.2447 |
|
| S3 |
1.2242 |
1.2301 |
1.2438 |
|
| S4 |
1.2135 |
1.2194 |
1.2408 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.3003 |
1.2565 |
|
| R3 |
1.2902 |
1.2783 |
1.2505 |
|
| R2 |
1.2682 |
1.2682 |
1.2484 |
|
| R1 |
1.2563 |
1.2563 |
1.2464 |
1.2513 |
| PP |
1.2462 |
1.2462 |
1.2462 |
1.2437 |
| S1 |
1.2343 |
1.2343 |
1.2424 |
1.2293 |
| S2 |
1.2242 |
1.2242 |
1.2404 |
|
| S3 |
1.2022 |
1.2123 |
1.2384 |
|
| S4 |
1.1802 |
1.1903 |
1.2323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2571 |
1.2361 |
0.0210 |
1.7% |
0.0118 |
0.9% |
50% |
False |
False |
252,962 |
| 10 |
1.2775 |
1.2361 |
0.0414 |
3.3% |
0.0112 |
0.9% |
26% |
False |
False |
250,755 |
| 20 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0110 |
0.9% |
20% |
False |
False |
241,904 |
| 40 |
1.2993 |
1.2361 |
0.0632 |
5.1% |
0.0107 |
0.9% |
17% |
False |
False |
247,874 |
| 60 |
1.3370 |
1.2361 |
0.1009 |
8.1% |
0.0094 |
0.8% |
11% |
False |
False |
187,575 |
| 80 |
1.3534 |
1.2361 |
0.1173 |
9.4% |
0.0082 |
0.7% |
9% |
False |
False |
141,055 |
| 100 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0074 |
0.6% |
8% |
False |
False |
112,952 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0071 |
0.6% |
8% |
False |
False |
94,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2959 |
|
2.618 |
1.2784 |
|
1.618 |
1.2677 |
|
1.000 |
1.2611 |
|
0.618 |
1.2570 |
|
HIGH |
1.2504 |
|
0.618 |
1.2463 |
|
0.500 |
1.2451 |
|
0.382 |
1.2438 |
|
LOW |
1.2397 |
|
0.618 |
1.2331 |
|
1.000 |
1.2290 |
|
1.618 |
1.2224 |
|
2.618 |
1.2117 |
|
4.250 |
1.1942 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2462 |
1.2457 |
| PP |
1.2456 |
1.2447 |
| S1 |
1.2451 |
1.2437 |
|