CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2556 |
1.2386 |
-0.0170 |
-1.4% |
1.2528 |
| High |
1.2577 |
1.2453 |
-0.0124 |
-1.0% |
1.2610 |
| Low |
1.2385 |
1.2373 |
-0.0012 |
-0.1% |
1.2385 |
| Close |
1.2396 |
1.2444 |
0.0048 |
0.4% |
1.2396 |
| Range |
0.0192 |
0.0080 |
-0.0112 |
-58.3% |
0.0225 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
2,487 |
4,697 |
2,210 |
88.9% |
11,984 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2663 |
1.2634 |
1.2488 |
|
| R3 |
1.2583 |
1.2554 |
1.2466 |
|
| R2 |
1.2503 |
1.2503 |
1.2459 |
|
| R1 |
1.2474 |
1.2474 |
1.2451 |
1.2489 |
| PP |
1.2423 |
1.2423 |
1.2423 |
1.2431 |
| S1 |
1.2394 |
1.2394 |
1.2437 |
1.2409 |
| S2 |
1.2343 |
1.2343 |
1.2429 |
|
| S3 |
1.2263 |
1.2314 |
1.2422 |
|
| S4 |
1.2183 |
1.2234 |
1.2400 |
|
|
| 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 |
1.2373 |
0.0237 |
1.9% |
0.0106 |
0.9% |
30% |
False |
True |
2,741 |
| 10 |
1.2610 |
1.2373 |
0.0237 |
1.9% |
0.0105 |
0.8% |
30% |
False |
True |
2,377 |
| 20 |
1.2781 |
1.2368 |
0.0413 |
3.3% |
0.0106 |
0.9% |
18% |
False |
False |
2,052 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0108 |
0.9% |
14% |
False |
False |
1,486 |
| 60 |
1.3175 |
1.2368 |
0.0807 |
6.5% |
0.0096 |
0.8% |
9% |
False |
False |
1,107 |
| 80 |
1.3436 |
1.2368 |
0.1068 |
8.6% |
0.0080 |
0.6% |
7% |
False |
False |
857 |
| 100 |
1.3664 |
1.2368 |
0.1296 |
10.4% |
0.0068 |
0.5% |
6% |
False |
False |
695 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0060 |
0.5% |
6% |
False |
False |
581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2793 |
|
2.618 |
1.2662 |
|
1.618 |
1.2582 |
|
1.000 |
1.2533 |
|
0.618 |
1.2502 |
|
HIGH |
1.2453 |
|
0.618 |
1.2422 |
|
0.500 |
1.2413 |
|
0.382 |
1.2404 |
|
LOW |
1.2373 |
|
0.618 |
1.2324 |
|
1.000 |
1.2293 |
|
1.618 |
1.2244 |
|
2.618 |
1.2164 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2434 |
1.2479 |
| PP |
1.2423 |
1.2467 |
| S1 |
1.2413 |
1.2456 |
|