CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2521 |
1.2454 |
-0.0067 |
-0.5% |
1.2466 |
| High |
1.2581 |
1.2548 |
-0.0033 |
-0.3% |
1.2550 |
| Low |
1.2447 |
1.2445 |
-0.0002 |
0.0% |
1.2397 |
| Close |
1.2454 |
1.2537 |
0.0083 |
0.7% |
1.2528 |
| Range |
0.0134 |
0.0103 |
-0.0031 |
-23.1% |
0.0153 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
188,393 |
209,275 |
20,882 |
11.1% |
1,049,937 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2819 |
1.2781 |
1.2594 |
|
| R3 |
1.2716 |
1.2678 |
1.2565 |
|
| R2 |
1.2613 |
1.2613 |
1.2556 |
|
| R1 |
1.2575 |
1.2575 |
1.2546 |
1.2594 |
| PP |
1.2510 |
1.2510 |
1.2510 |
1.2520 |
| S1 |
1.2472 |
1.2472 |
1.2528 |
1.2491 |
| S2 |
1.2407 |
1.2407 |
1.2518 |
|
| S3 |
1.2304 |
1.2369 |
1.2509 |
|
| S4 |
1.2201 |
1.2266 |
1.2480 |
|
|
| 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 |
1.2400 |
0.0181 |
1.4% |
0.0106 |
0.8% |
76% |
False |
False |
222,447 |
| 10 |
1.2581 |
1.2361 |
0.0220 |
1.8% |
0.0112 |
0.9% |
80% |
False |
False |
237,705 |
| 20 |
1.2775 |
1.2361 |
0.0414 |
3.3% |
0.0101 |
0.8% |
43% |
False |
False |
223,061 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.2% |
0.0109 |
0.9% |
33% |
False |
False |
247,594 |
| 60 |
1.3229 |
1.2361 |
0.0868 |
6.9% |
0.0099 |
0.8% |
20% |
False |
False |
205,900 |
| 80 |
1.3451 |
1.2361 |
0.1090 |
8.7% |
0.0087 |
0.7% |
16% |
False |
False |
154,871 |
| 100 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0077 |
0.6% |
13% |
False |
False |
124,059 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0074 |
0.6% |
13% |
False |
False |
103,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2986 |
|
2.618 |
1.2818 |
|
1.618 |
1.2715 |
|
1.000 |
1.2651 |
|
0.618 |
1.2612 |
|
HIGH |
1.2548 |
|
0.618 |
1.2509 |
|
0.500 |
1.2497 |
|
0.382 |
1.2484 |
|
LOW |
1.2445 |
|
0.618 |
1.2381 |
|
1.000 |
1.2342 |
|
1.618 |
1.2278 |
|
2.618 |
1.2175 |
|
4.250 |
1.2007 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2524 |
1.2522 |
| PP |
1.2510 |
1.2506 |
| S1 |
1.2497 |
1.2491 |
|