CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2443 |
1.2485 |
0.0042 |
0.3% |
1.2472 |
| High |
1.2501 |
1.2555 |
0.0054 |
0.4% |
1.2555 |
| Low |
1.2437 |
1.2408 |
-0.0029 |
-0.2% |
1.2406 |
| Close |
1.2498 |
1.2536 |
0.0038 |
0.3% |
1.2536 |
| Range |
0.0064 |
0.0147 |
0.0083 |
129.7% |
0.0149 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.5% |
0.0000 |
| Volume |
1,703 |
2,503 |
800 |
47.0% |
9,885 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2941 |
1.2885 |
1.2617 |
|
| R3 |
1.2794 |
1.2738 |
1.2576 |
|
| R2 |
1.2647 |
1.2647 |
1.2563 |
|
| R1 |
1.2591 |
1.2591 |
1.2549 |
1.2619 |
| PP |
1.2500 |
1.2500 |
1.2500 |
1.2514 |
| S1 |
1.2444 |
1.2444 |
1.2523 |
1.2472 |
| S2 |
1.2353 |
1.2353 |
1.2509 |
|
| S3 |
1.2206 |
1.2297 |
1.2496 |
|
| S4 |
1.2059 |
1.2150 |
1.2455 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2946 |
1.2890 |
1.2618 |
|
| R3 |
1.2797 |
1.2741 |
1.2577 |
|
| R2 |
1.2648 |
1.2648 |
1.2563 |
|
| R1 |
1.2592 |
1.2592 |
1.2550 |
1.2620 |
| PP |
1.2499 |
1.2499 |
1.2499 |
1.2513 |
| S1 |
1.2443 |
1.2443 |
1.2522 |
1.2471 |
| S2 |
1.2350 |
1.2350 |
1.2509 |
|
| S3 |
1.2201 |
1.2294 |
1.2495 |
|
| S4 |
1.2052 |
1.2145 |
1.2454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2555 |
1.2406 |
0.0149 |
1.2% |
0.0097 |
0.8% |
87% |
True |
False |
1,977 |
| 10 |
1.2585 |
1.2368 |
0.0217 |
1.7% |
0.0102 |
0.8% |
77% |
False |
False |
2,027 |
| 20 |
1.2851 |
1.2368 |
0.0483 |
3.9% |
0.0096 |
0.8% |
35% |
False |
False |
1,455 |
| 40 |
1.2916 |
1.2368 |
0.0548 |
4.4% |
0.0101 |
0.8% |
31% |
False |
False |
1,130 |
| 60 |
1.3276 |
1.2368 |
0.0908 |
7.2% |
0.0089 |
0.7% |
19% |
False |
False |
832 |
| 80 |
1.3458 |
1.2368 |
0.1090 |
8.7% |
0.0074 |
0.6% |
15% |
False |
False |
654 |
| 100 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0062 |
0.5% |
13% |
False |
False |
529 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0056 |
0.4% |
13% |
False |
False |
442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3180 |
|
2.618 |
1.2940 |
|
1.618 |
1.2793 |
|
1.000 |
1.2702 |
|
0.618 |
1.2646 |
|
HIGH |
1.2555 |
|
0.618 |
1.2499 |
|
0.500 |
1.2482 |
|
0.382 |
1.2464 |
|
LOW |
1.2408 |
|
0.618 |
1.2317 |
|
1.000 |
1.2261 |
|
1.618 |
1.2170 |
|
2.618 |
1.2023 |
|
4.250 |
1.1783 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2518 |
1.2518 |
| PP |
1.2500 |
1.2500 |
| S1 |
1.2482 |
1.2482 |
|