CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2447 |
1.2482 |
0.0035 |
0.3% |
1.2528 |
| High |
1.2494 |
1.2544 |
0.0050 |
0.4% |
1.2610 |
| Low |
1.2410 |
1.2453 |
0.0043 |
0.3% |
1.2385 |
| Close |
1.2480 |
1.2524 |
0.0044 |
0.4% |
1.2396 |
| Range |
0.0084 |
0.0091 |
0.0007 |
8.3% |
0.0225 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
3,180 |
4,475 |
1,295 |
40.7% |
11,984 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2780 |
1.2743 |
1.2574 |
|
| R3 |
1.2689 |
1.2652 |
1.2549 |
|
| R2 |
1.2598 |
1.2598 |
1.2541 |
|
| R1 |
1.2561 |
1.2561 |
1.2532 |
1.2580 |
| PP |
1.2507 |
1.2507 |
1.2507 |
1.2516 |
| S1 |
1.2470 |
1.2470 |
1.2516 |
1.2489 |
| S2 |
1.2416 |
1.2416 |
1.2507 |
|
| S3 |
1.2325 |
1.2379 |
1.2499 |
|
| S4 |
1.2234 |
1.2288 |
1.2474 |
|
|
| 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 |
1.2584 |
1.2373 |
0.0211 |
1.7% |
0.0103 |
0.8% |
72% |
False |
False |
3,410 |
| 10 |
1.2610 |
1.2373 |
0.0237 |
1.9% |
0.0105 |
0.8% |
64% |
False |
False |
2,854 |
| 20 |
1.2649 |
1.2368 |
0.0281 |
2.2% |
0.0104 |
0.8% |
56% |
False |
False |
2,363 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0108 |
0.9% |
30% |
False |
False |
1,649 |
| 60 |
1.3170 |
1.2368 |
0.0802 |
6.4% |
0.0099 |
0.8% |
19% |
False |
False |
1,232 |
| 80 |
1.3436 |
1.2368 |
0.1068 |
8.5% |
0.0082 |
0.7% |
15% |
False |
False |
953 |
| 100 |
1.3664 |
1.2368 |
0.1296 |
10.3% |
0.0069 |
0.6% |
12% |
False |
False |
770 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0061 |
0.5% |
12% |
False |
False |
645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2931 |
|
2.618 |
1.2782 |
|
1.618 |
1.2691 |
|
1.000 |
1.2635 |
|
0.618 |
1.2600 |
|
HIGH |
1.2544 |
|
0.618 |
1.2509 |
|
0.500 |
1.2499 |
|
0.382 |
1.2488 |
|
LOW |
1.2453 |
|
0.618 |
1.2397 |
|
1.000 |
1.2362 |
|
1.618 |
1.2306 |
|
2.618 |
1.2215 |
|
4.250 |
1.2066 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2516 |
1.2502 |
| PP |
1.2507 |
1.2480 |
| S1 |
1.2499 |
1.2459 |
|