CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2395 |
1.2494 |
0.0099 |
0.8% |
1.2516 |
| High |
1.2485 |
1.2515 |
0.0030 |
0.2% |
1.2590 |
| Low |
1.2392 |
1.2443 |
0.0051 |
0.4% |
1.2392 |
| Close |
1.2462 |
1.2443 |
-0.0019 |
-0.2% |
1.2462 |
| Range |
0.0093 |
0.0072 |
-0.0021 |
-22.6% |
0.0198 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
128 |
85 |
-43 |
-33.6% |
436 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2683 |
1.2635 |
1.2483 |
|
| R3 |
1.2611 |
1.2563 |
1.2463 |
|
| R2 |
1.2539 |
1.2539 |
1.2456 |
|
| R1 |
1.2491 |
1.2491 |
1.2450 |
1.2479 |
| PP |
1.2467 |
1.2467 |
1.2467 |
1.2461 |
| S1 |
1.2419 |
1.2419 |
1.2436 |
1.2407 |
| S2 |
1.2395 |
1.2395 |
1.2430 |
|
| S3 |
1.2323 |
1.2347 |
1.2423 |
|
| S4 |
1.2251 |
1.2275 |
1.2403 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.2967 |
1.2571 |
|
| R3 |
1.2877 |
1.2769 |
1.2516 |
|
| R2 |
1.2679 |
1.2679 |
1.2498 |
|
| R1 |
1.2571 |
1.2571 |
1.2480 |
1.2526 |
| PP |
1.2481 |
1.2481 |
1.2481 |
1.2459 |
| S1 |
1.2373 |
1.2373 |
1.2444 |
1.2328 |
| S2 |
1.2283 |
1.2283 |
1.2426 |
|
| S3 |
1.2085 |
1.2175 |
1.2408 |
|
| S4 |
1.1887 |
1.1977 |
1.2353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2590 |
1.2392 |
0.0198 |
1.6% |
0.0085 |
0.7% |
26% |
False |
False |
64 |
| 10 |
1.2781 |
1.2392 |
0.0389 |
3.1% |
0.0083 |
0.7% |
13% |
False |
False |
90 |
| 20 |
1.2865 |
1.2392 |
0.0473 |
3.8% |
0.0075 |
0.6% |
11% |
False |
False |
58 |
| 40 |
1.3029 |
1.2392 |
0.0637 |
5.1% |
0.0079 |
0.6% |
8% |
False |
False |
53 |
| 60 |
1.3386 |
1.2392 |
0.0994 |
8.0% |
0.0066 |
0.5% |
5% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2821 |
|
2.618 |
1.2703 |
|
1.618 |
1.2631 |
|
1.000 |
1.2587 |
|
0.618 |
1.2559 |
|
HIGH |
1.2515 |
|
0.618 |
1.2487 |
|
0.500 |
1.2479 |
|
0.382 |
1.2471 |
|
LOW |
1.2443 |
|
0.618 |
1.2399 |
|
1.000 |
1.2371 |
|
1.618 |
1.2327 |
|
2.618 |
1.2255 |
|
4.250 |
1.2137 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2479 |
1.2467 |
| PP |
1.2467 |
1.2459 |
| S1 |
1.2455 |
1.2451 |
|