CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2516 |
1.2586 |
0.0070 |
0.6% |
1.2690 |
| High |
1.2527 |
1.2590 |
0.0063 |
0.5% |
1.2781 |
| Low |
1.2470 |
1.2563 |
0.0093 |
0.7% |
1.2526 |
| Close |
1.2513 |
1.2578 |
0.0065 |
0.5% |
1.2546 |
| Range |
0.0057 |
0.0027 |
-0.0030 |
-52.6% |
0.0255 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
201 |
56 |
-145 |
-72.1% |
385 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2658 |
1.2645 |
1.2593 |
|
| R3 |
1.2631 |
1.2618 |
1.2585 |
|
| R2 |
1.2604 |
1.2604 |
1.2583 |
|
| R1 |
1.2591 |
1.2591 |
1.2580 |
1.2584 |
| PP |
1.2577 |
1.2577 |
1.2577 |
1.2574 |
| S1 |
1.2564 |
1.2564 |
1.2576 |
1.2557 |
| S2 |
1.2550 |
1.2550 |
1.2573 |
|
| S3 |
1.2523 |
1.2537 |
1.2571 |
|
| S4 |
1.2496 |
1.2510 |
1.2563 |
|
|
| 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 |
1.2778 |
1.2470 |
0.0308 |
2.4% |
0.0072 |
0.6% |
35% |
False |
False |
126 |
| 10 |
1.2781 |
1.2470 |
0.0311 |
2.5% |
0.0059 |
0.5% |
35% |
False |
False |
68 |
| 20 |
1.2865 |
1.2470 |
0.0395 |
3.1% |
0.0077 |
0.6% |
27% |
False |
False |
54 |
| 40 |
1.3029 |
1.2470 |
0.0559 |
4.4% |
0.0074 |
0.6% |
19% |
False |
False |
48 |
| 60 |
1.3430 |
1.2470 |
0.0960 |
7.6% |
0.0060 |
0.5% |
11% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2705 |
|
2.618 |
1.2661 |
|
1.618 |
1.2634 |
|
1.000 |
1.2617 |
|
0.618 |
1.2607 |
|
HIGH |
1.2590 |
|
0.618 |
1.2580 |
|
0.500 |
1.2577 |
|
0.382 |
1.2573 |
|
LOW |
1.2563 |
|
0.618 |
1.2546 |
|
1.000 |
1.2536 |
|
1.618 |
1.2519 |
|
2.618 |
1.2492 |
|
4.250 |
1.2448 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2578 |
1.2568 |
| PP |
1.2577 |
1.2558 |
| S1 |
1.2577 |
1.2548 |
|