CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2586 |
1.2580 |
-0.0006 |
0.0% |
1.2690 |
| High |
1.2590 |
1.2580 |
-0.0010 |
-0.1% |
1.2781 |
| Low |
1.2563 |
1.2490 |
-0.0073 |
-0.6% |
1.2526 |
| Close |
1.2578 |
1.2501 |
-0.0077 |
-0.6% |
1.2546 |
| Range |
0.0027 |
0.0090 |
0.0063 |
233.3% |
0.0255 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
0.7% |
0.0000 |
| Volume |
56 |
22 |
-34 |
-60.7% |
385 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2737 |
1.2551 |
|
| R3 |
1.2704 |
1.2647 |
1.2526 |
|
| R2 |
1.2614 |
1.2614 |
1.2518 |
|
| R1 |
1.2557 |
1.2557 |
1.2509 |
1.2541 |
| PP |
1.2524 |
1.2524 |
1.2524 |
1.2515 |
| S1 |
1.2467 |
1.2467 |
1.2493 |
1.2451 |
| S2 |
1.2434 |
1.2434 |
1.2485 |
|
| S3 |
1.2344 |
1.2377 |
1.2476 |
|
| S4 |
1.2254 |
1.2287 |
1.2452 |
|
|
| 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 |
1.2642 |
1.2470 |
0.0172 |
1.4% |
0.0066 |
0.5% |
18% |
False |
False |
113 |
| 10 |
1.2781 |
1.2470 |
0.0311 |
2.5% |
0.0061 |
0.5% |
10% |
False |
False |
68 |
| 20 |
1.2865 |
1.2470 |
0.0395 |
3.2% |
0.0076 |
0.6% |
8% |
False |
False |
53 |
| 40 |
1.3029 |
1.2470 |
0.0559 |
4.5% |
0.0074 |
0.6% |
6% |
False |
False |
48 |
| 60 |
1.3430 |
1.2470 |
0.0960 |
7.7% |
0.0062 |
0.5% |
3% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2963 |
|
2.618 |
1.2816 |
|
1.618 |
1.2726 |
|
1.000 |
1.2670 |
|
0.618 |
1.2636 |
|
HIGH |
1.2580 |
|
0.618 |
1.2546 |
|
0.500 |
1.2535 |
|
0.382 |
1.2524 |
|
LOW |
1.2490 |
|
0.618 |
1.2434 |
|
1.000 |
1.2400 |
|
1.618 |
1.2344 |
|
2.618 |
1.2254 |
|
4.250 |
1.2108 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2535 |
1.2530 |
| PP |
1.2524 |
1.2520 |
| S1 |
1.2512 |
1.2511 |
|