CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2448 |
1.2491 |
0.0043 |
0.3% |
1.2516 |
| High |
1.2515 |
1.2512 |
-0.0003 |
0.0% |
1.2590 |
| Low |
1.2415 |
1.2453 |
0.0038 |
0.3% |
1.2392 |
| Close |
1.2485 |
1.2453 |
-0.0032 |
-0.3% |
1.2462 |
| Range |
0.0100 |
0.0059 |
-0.0041 |
-41.0% |
0.0198 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
47 |
69 |
22 |
46.8% |
436 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2650 |
1.2610 |
1.2485 |
|
| R3 |
1.2591 |
1.2551 |
1.2469 |
|
| R2 |
1.2532 |
1.2532 |
1.2464 |
|
| R1 |
1.2492 |
1.2492 |
1.2458 |
1.2483 |
| PP |
1.2473 |
1.2473 |
1.2473 |
1.2468 |
| S1 |
1.2433 |
1.2433 |
1.2448 |
1.2424 |
| S2 |
1.2414 |
1.2414 |
1.2442 |
|
| S3 |
1.2355 |
1.2374 |
1.2437 |
|
| S4 |
1.2296 |
1.2315 |
1.2421 |
|
|
| 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 |
1.2542 |
1.2392 |
0.0150 |
1.2% |
0.0093 |
0.7% |
41% |
False |
False |
71 |
| 10 |
1.2642 |
1.2392 |
0.0250 |
2.0% |
0.0080 |
0.6% |
24% |
False |
False |
92 |
| 20 |
1.2850 |
1.2392 |
0.0458 |
3.7% |
0.0069 |
0.6% |
13% |
False |
False |
59 |
| 40 |
1.2952 |
1.2392 |
0.0560 |
4.5% |
0.0080 |
0.6% |
11% |
False |
False |
56 |
| 60 |
1.3306 |
1.2392 |
0.0914 |
7.3% |
0.0069 |
0.6% |
7% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2763 |
|
2.618 |
1.2666 |
|
1.618 |
1.2607 |
|
1.000 |
1.2571 |
|
0.618 |
1.2548 |
|
HIGH |
1.2512 |
|
0.618 |
1.2489 |
|
0.500 |
1.2483 |
|
0.382 |
1.2476 |
|
LOW |
1.2453 |
|
0.618 |
1.2417 |
|
1.000 |
1.2394 |
|
1.618 |
1.2358 |
|
2.618 |
1.2299 |
|
4.250 |
1.2202 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2483 |
1.2465 |
| PP |
1.2473 |
1.2461 |
| S1 |
1.2463 |
1.2457 |
|