CME Euro FX (E) Future March 2015
| 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 |
1.2528 |
1.2458 |
-0.0070 |
-0.6% |
1.2472 |
| High |
1.2588 |
1.2555 |
-0.0033 |
-0.3% |
1.2555 |
| Low |
1.2457 |
1.2455 |
-0.0002 |
0.0% |
1.2406 |
| Close |
1.2462 |
1.2545 |
0.0083 |
0.7% |
1.2536 |
| Range |
0.0131 |
0.0100 |
-0.0031 |
-23.7% |
0.0149 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,976 |
1,905 |
-1,071 |
-36.0% |
9,885 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2818 |
1.2782 |
1.2600 |
|
| R3 |
1.2718 |
1.2682 |
1.2573 |
|
| R2 |
1.2618 |
1.2618 |
1.2563 |
|
| R1 |
1.2582 |
1.2582 |
1.2554 |
1.2600 |
| PP |
1.2518 |
1.2518 |
1.2518 |
1.2528 |
| S1 |
1.2482 |
1.2482 |
1.2536 |
1.2500 |
| S2 |
1.2418 |
1.2418 |
1.2527 |
|
| S3 |
1.2318 |
1.2382 |
1.2518 |
|
| S4 |
1.2218 |
1.2282 |
1.2490 |
|
|
| 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 |
1.2588 |
1.2408 |
0.0180 |
1.4% |
0.0104 |
0.8% |
76% |
False |
False |
2,029 |
| 10 |
1.2588 |
1.2368 |
0.0220 |
1.8% |
0.0110 |
0.9% |
80% |
False |
False |
1,957 |
| 20 |
1.2781 |
1.2368 |
0.0413 |
3.3% |
0.0098 |
0.8% |
43% |
False |
False |
1,608 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0105 |
0.8% |
34% |
False |
False |
1,237 |
| 60 |
1.3225 |
1.2368 |
0.0857 |
6.8% |
0.0092 |
0.7% |
21% |
False |
False |
912 |
| 80 |
1.3446 |
1.2368 |
0.1078 |
8.6% |
0.0076 |
0.6% |
16% |
False |
False |
714 |
| 100 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0064 |
0.5% |
13% |
False |
False |
577 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0058 |
0.5% |
13% |
False |
False |
483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2980 |
|
2.618 |
1.2817 |
|
1.618 |
1.2717 |
|
1.000 |
1.2655 |
|
0.618 |
1.2617 |
|
HIGH |
1.2555 |
|
0.618 |
1.2517 |
|
0.500 |
1.2505 |
|
0.382 |
1.2493 |
|
LOW |
1.2455 |
|
0.618 |
1.2393 |
|
1.000 |
1.2355 |
|
1.618 |
1.2293 |
|
2.618 |
1.2193 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2532 |
1.2529 |
| PP |
1.2518 |
1.2514 |
| S1 |
1.2505 |
1.2498 |
|