CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2536 |
1.2550 |
0.0014 |
0.1% |
1.2466 |
| High |
1.2605 |
1.2577 |
-0.0028 |
-0.2% |
1.2550 |
| Low |
1.2514 |
1.2506 |
-0.0008 |
-0.1% |
1.2397 |
| Close |
1.2547 |
1.2552 |
0.0005 |
0.0% |
1.2528 |
| Range |
0.0091 |
0.0071 |
-0.0020 |
-22.0% |
0.0153 |
| ATR |
0.0106 |
0.0104 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
251,448 |
265,602 |
14,154 |
5.6% |
1,049,937 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2758 |
1.2726 |
1.2591 |
|
| R3 |
1.2687 |
1.2655 |
1.2572 |
|
| R2 |
1.2616 |
1.2616 |
1.2565 |
|
| R1 |
1.2584 |
1.2584 |
1.2559 |
1.2600 |
| PP |
1.2545 |
1.2545 |
1.2545 |
1.2553 |
| S1 |
1.2513 |
1.2513 |
1.2545 |
1.2529 |
| S2 |
1.2474 |
1.2474 |
1.2539 |
|
| S3 |
1.2403 |
1.2442 |
1.2532 |
|
| S4 |
1.2332 |
1.2371 |
1.2513 |
|
|
| 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 |
1.2605 |
1.2400 |
0.0205 |
1.6% |
0.0110 |
0.9% |
74% |
False |
False |
246,753 |
| 10 |
1.2605 |
1.2361 |
0.0244 |
1.9% |
0.0101 |
0.8% |
78% |
False |
False |
229,203 |
| 20 |
1.2775 |
1.2361 |
0.0414 |
3.3% |
0.0101 |
0.8% |
46% |
False |
False |
230,146 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.2% |
0.0109 |
0.9% |
36% |
False |
False |
248,439 |
| 60 |
1.3229 |
1.2361 |
0.0868 |
6.9% |
0.0100 |
0.8% |
22% |
False |
False |
214,384 |
| 80 |
1.3451 |
1.2361 |
0.1090 |
8.7% |
0.0088 |
0.7% |
18% |
False |
False |
161,316 |
| 100 |
1.3692 |
1.2361 |
0.1331 |
10.6% |
0.0078 |
0.6% |
14% |
False |
False |
129,217 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.7% |
0.0074 |
0.6% |
14% |
False |
False |
107,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2879 |
|
2.618 |
1.2763 |
|
1.618 |
1.2692 |
|
1.000 |
1.2648 |
|
0.618 |
1.2621 |
|
HIGH |
1.2577 |
|
0.618 |
1.2550 |
|
0.500 |
1.2542 |
|
0.382 |
1.2533 |
|
LOW |
1.2506 |
|
0.618 |
1.2462 |
|
1.000 |
1.2435 |
|
1.618 |
1.2391 |
|
2.618 |
1.2320 |
|
4.250 |
1.2204 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2549 |
1.2543 |
| PP |
1.2545 |
1.2534 |
| S1 |
1.2542 |
1.2525 |
|