CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2458 |
1.2542 |
0.0084 |
0.7% |
1.2472 |
| High |
1.2555 |
1.2610 |
0.0055 |
0.4% |
1.2555 |
| Low |
1.2455 |
1.2522 |
0.0067 |
0.5% |
1.2406 |
| Close |
1.2545 |
1.2554 |
0.0009 |
0.1% |
1.2536 |
| Range |
0.0100 |
0.0088 |
-0.0012 |
-12.0% |
0.0149 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,905 |
2,401 |
496 |
26.0% |
9,885 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2826 |
1.2778 |
1.2602 |
|
| R3 |
1.2738 |
1.2690 |
1.2578 |
|
| R2 |
1.2650 |
1.2650 |
1.2570 |
|
| R1 |
1.2602 |
1.2602 |
1.2562 |
1.2626 |
| PP |
1.2562 |
1.2562 |
1.2562 |
1.2574 |
| S1 |
1.2514 |
1.2514 |
1.2546 |
1.2538 |
| S2 |
1.2474 |
1.2474 |
1.2538 |
|
| S3 |
1.2386 |
1.2426 |
1.2530 |
|
| S4 |
1.2298 |
1.2338 |
1.2506 |
|
|
| 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 |
1.2610 |
1.2408 |
0.0202 |
1.6% |
0.0106 |
0.8% |
72% |
True |
False |
2,297 |
| 10 |
1.2610 |
1.2368 |
0.0242 |
1.9% |
0.0108 |
0.9% |
77% |
True |
False |
2,028 |
| 20 |
1.2781 |
1.2368 |
0.0413 |
3.3% |
0.0097 |
0.8% |
45% |
False |
False |
1,688 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0105 |
0.8% |
35% |
False |
False |
1,289 |
| 60 |
1.3225 |
1.2368 |
0.0857 |
6.8% |
0.0093 |
0.7% |
22% |
False |
False |
952 |
| 80 |
1.3446 |
1.2368 |
0.1078 |
8.6% |
0.0077 |
0.6% |
17% |
False |
False |
744 |
| 100 |
1.3701 |
1.2368 |
0.1333 |
10.6% |
0.0065 |
0.5% |
14% |
False |
False |
601 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0058 |
0.5% |
14% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2984 |
|
2.618 |
1.2840 |
|
1.618 |
1.2752 |
|
1.000 |
1.2698 |
|
0.618 |
1.2664 |
|
HIGH |
1.2610 |
|
0.618 |
1.2576 |
|
0.500 |
1.2566 |
|
0.382 |
1.2556 |
|
LOW |
1.2522 |
|
0.618 |
1.2468 |
|
1.000 |
1.2434 |
|
1.618 |
1.2380 |
|
2.618 |
1.2292 |
|
4.250 |
1.2148 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2566 |
1.2547 |
| PP |
1.2562 |
1.2540 |
| S1 |
1.2558 |
1.2533 |
|