CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2478 |
1.2521 |
0.0043 |
0.3% |
1.2466 |
| High |
1.2550 |
1.2581 |
0.0031 |
0.2% |
1.2550 |
| Low |
1.2400 |
1.2447 |
0.0047 |
0.4% |
1.2397 |
| Close |
1.2528 |
1.2454 |
-0.0074 |
-0.6% |
1.2528 |
| Range |
0.0150 |
0.0134 |
-0.0016 |
-10.7% |
0.0153 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
1.9% |
0.0000 |
| Volume |
319,049 |
188,393 |
-130,656 |
-41.0% |
1,049,937 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2896 |
1.2809 |
1.2528 |
|
| R3 |
1.2762 |
1.2675 |
1.2491 |
|
| R2 |
1.2628 |
1.2628 |
1.2479 |
|
| R1 |
1.2541 |
1.2541 |
1.2466 |
1.2518 |
| PP |
1.2494 |
1.2494 |
1.2494 |
1.2482 |
| S1 |
1.2407 |
1.2407 |
1.2442 |
1.2384 |
| S2 |
1.2360 |
1.2360 |
1.2429 |
|
| S3 |
1.2226 |
1.2273 |
1.2417 |
|
| S4 |
1.2092 |
1.2139 |
1.2380 |
|
|
| 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 |
1.2581 |
1.2397 |
0.0184 |
1.5% |
0.0107 |
0.9% |
31% |
True |
False |
213,894 |
| 10 |
1.2581 |
1.2361 |
0.0220 |
1.8% |
0.0111 |
0.9% |
42% |
True |
False |
238,642 |
| 20 |
1.2845 |
1.2361 |
0.0484 |
3.9% |
0.0102 |
0.8% |
19% |
False |
False |
223,917 |
| 40 |
1.2908 |
1.2361 |
0.0547 |
4.4% |
0.0108 |
0.9% |
17% |
False |
False |
247,180 |
| 60 |
1.3229 |
1.2361 |
0.0868 |
7.0% |
0.0097 |
0.8% |
11% |
False |
False |
202,443 |
| 80 |
1.3451 |
1.2361 |
0.1090 |
8.8% |
0.0086 |
0.7% |
9% |
False |
False |
152,266 |
| 100 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0077 |
0.6% |
7% |
False |
False |
121,969 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0073 |
0.6% |
7% |
False |
False |
101,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3151 |
|
2.618 |
1.2932 |
|
1.618 |
1.2798 |
|
1.000 |
1.2715 |
|
0.618 |
1.2664 |
|
HIGH |
1.2581 |
|
0.618 |
1.2530 |
|
0.500 |
1.2514 |
|
0.382 |
1.2498 |
|
LOW |
1.2447 |
|
0.618 |
1.2364 |
|
1.000 |
1.2313 |
|
1.618 |
1.2230 |
|
2.618 |
1.2096 |
|
4.250 |
1.1878 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2514 |
1.2491 |
| PP |
1.2494 |
1.2478 |
| S1 |
1.2474 |
1.2466 |
|