CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2626 |
1.2516 |
-0.0110 |
-0.9% |
1.2690 |
| High |
1.2626 |
1.2527 |
-0.0099 |
-0.8% |
1.2781 |
| Low |
1.2526 |
1.2470 |
-0.0056 |
-0.4% |
1.2526 |
| Close |
1.2546 |
1.2513 |
-0.0033 |
-0.3% |
1.2546 |
| Range |
0.0100 |
0.0057 |
-0.0043 |
-43.0% |
0.0255 |
| ATR |
0.0083 |
0.0082 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
196 |
201 |
5 |
2.6% |
385 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2674 |
1.2651 |
1.2544 |
|
| R3 |
1.2617 |
1.2594 |
1.2529 |
|
| R2 |
1.2560 |
1.2560 |
1.2523 |
|
| R1 |
1.2537 |
1.2537 |
1.2518 |
1.2520 |
| PP |
1.2503 |
1.2503 |
1.2503 |
1.2495 |
| S1 |
1.2480 |
1.2480 |
1.2508 |
1.2463 |
| S2 |
1.2446 |
1.2446 |
1.2503 |
|
| S3 |
1.2389 |
1.2423 |
1.2497 |
|
| S4 |
1.2332 |
1.2366 |
1.2482 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3383 |
1.3219 |
1.2686 |
|
| R3 |
1.3128 |
1.2964 |
1.2616 |
|
| R2 |
1.2873 |
1.2873 |
1.2593 |
|
| R1 |
1.2709 |
1.2709 |
1.2569 |
1.2664 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2595 |
| S1 |
1.2454 |
1.2454 |
1.2523 |
1.2409 |
| S2 |
1.2363 |
1.2363 |
1.2499 |
|
| S3 |
1.2108 |
1.2199 |
1.2476 |
|
| S4 |
1.1853 |
1.1944 |
1.2406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2781 |
1.2470 |
0.0311 |
2.5% |
0.0081 |
0.6% |
14% |
False |
True |
116 |
| 10 |
1.2782 |
1.2470 |
0.0312 |
2.5% |
0.0061 |
0.5% |
14% |
False |
True |
64 |
| 20 |
1.2865 |
1.2470 |
0.0395 |
3.2% |
0.0081 |
0.6% |
11% |
False |
True |
53 |
| 40 |
1.3029 |
1.2470 |
0.0559 |
4.5% |
0.0075 |
0.6% |
8% |
False |
True |
47 |
| 60 |
1.3430 |
1.2470 |
0.0960 |
7.7% |
0.0060 |
0.5% |
4% |
False |
True |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2769 |
|
2.618 |
1.2676 |
|
1.618 |
1.2619 |
|
1.000 |
1.2584 |
|
0.618 |
1.2562 |
|
HIGH |
1.2527 |
|
0.618 |
1.2505 |
|
0.500 |
1.2499 |
|
0.382 |
1.2492 |
|
LOW |
1.2470 |
|
0.618 |
1.2435 |
|
1.000 |
1.2413 |
|
1.618 |
1.2378 |
|
2.618 |
1.2321 |
|
4.250 |
1.2228 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2508 |
1.2556 |
| PP |
1.2503 |
1.2542 |
| S1 |
1.2499 |
1.2527 |
|