CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2552 |
1.2556 |
0.0004 |
0.0% |
1.2528 |
| High |
1.2584 |
1.2577 |
-0.0007 |
-0.1% |
1.2610 |
| Low |
1.2515 |
1.2385 |
-0.0130 |
-1.0% |
1.2385 |
| Close |
1.2559 |
1.2396 |
-0.0163 |
-1.3% |
1.2396 |
| Range |
0.0069 |
0.0192 |
0.0123 |
178.3% |
0.0225 |
| ATR |
0.0100 |
0.0107 |
0.0007 |
6.5% |
0.0000 |
| Volume |
2,215 |
2,487 |
272 |
12.3% |
11,984 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3029 |
1.2904 |
1.2502 |
|
| R3 |
1.2837 |
1.2712 |
1.2449 |
|
| R2 |
1.2645 |
1.2645 |
1.2431 |
|
| R1 |
1.2520 |
1.2520 |
1.2414 |
1.2487 |
| PP |
1.2453 |
1.2453 |
1.2453 |
1.2436 |
| S1 |
1.2328 |
1.2328 |
1.2378 |
1.2295 |
| S2 |
1.2261 |
1.2261 |
1.2361 |
|
| S3 |
1.2069 |
1.2136 |
1.2343 |
|
| S4 |
1.1877 |
1.1944 |
1.2290 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3139 |
1.2992 |
1.2520 |
|
| R3 |
1.2914 |
1.2767 |
1.2458 |
|
| R2 |
1.2689 |
1.2689 |
1.2437 |
|
| R1 |
1.2542 |
1.2542 |
1.2417 |
1.2503 |
| PP |
1.2464 |
1.2464 |
1.2464 |
1.2444 |
| S1 |
1.2317 |
1.2317 |
1.2375 |
1.2278 |
| S2 |
1.2239 |
1.2239 |
1.2355 |
|
| S3 |
1.2014 |
1.2092 |
1.2334 |
|
| S4 |
1.1789 |
1.1867 |
1.2272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2610 |
1.2385 |
0.0225 |
1.8% |
0.0116 |
0.9% |
5% |
False |
True |
2,396 |
| 10 |
1.2610 |
1.2385 |
0.0225 |
1.8% |
0.0106 |
0.9% |
5% |
False |
True |
2,186 |
| 20 |
1.2781 |
1.2368 |
0.0413 |
3.3% |
0.0105 |
0.8% |
7% |
False |
False |
1,848 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.3% |
0.0107 |
0.9% |
5% |
False |
False |
1,380 |
| 60 |
1.3194 |
1.2368 |
0.0826 |
6.7% |
0.0096 |
0.8% |
3% |
False |
False |
1,029 |
| 80 |
1.3446 |
1.2368 |
0.1078 |
8.7% |
0.0080 |
0.6% |
3% |
False |
False |
802 |
| 100 |
1.3664 |
1.2368 |
0.1296 |
10.5% |
0.0067 |
0.5% |
2% |
False |
False |
648 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0060 |
0.5% |
2% |
False |
False |
542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3393 |
|
2.618 |
1.3080 |
|
1.618 |
1.2888 |
|
1.000 |
1.2769 |
|
0.618 |
1.2696 |
|
HIGH |
1.2577 |
|
0.618 |
1.2504 |
|
0.500 |
1.2481 |
|
0.382 |
1.2458 |
|
LOW |
1.2385 |
|
0.618 |
1.2266 |
|
1.000 |
1.2193 |
|
1.618 |
1.2074 |
|
2.618 |
1.1882 |
|
4.250 |
1.1569 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2481 |
1.2498 |
| PP |
1.2453 |
1.2464 |
| S1 |
1.2424 |
1.2430 |
|