CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2491 |
1.2480 |
-0.0011 |
-0.1% |
1.2516 |
| High |
1.2512 |
1.2510 |
-0.0002 |
0.0% |
1.2590 |
| Low |
1.2453 |
1.2480 |
0.0027 |
0.2% |
1.2392 |
| Close |
1.2453 |
1.2508 |
0.0055 |
0.4% |
1.2462 |
| Range |
0.0059 |
0.0030 |
-0.0029 |
-49.2% |
0.0198 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
69 |
36 |
-33 |
-47.8% |
436 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2589 |
1.2579 |
1.2525 |
|
| R3 |
1.2559 |
1.2549 |
1.2516 |
|
| R2 |
1.2529 |
1.2529 |
1.2514 |
|
| R1 |
1.2519 |
1.2519 |
1.2511 |
1.2524 |
| PP |
1.2499 |
1.2499 |
1.2499 |
1.2502 |
| S1 |
1.2489 |
1.2489 |
1.2505 |
1.2494 |
| S2 |
1.2469 |
1.2469 |
1.2503 |
|
| S3 |
1.2439 |
1.2459 |
1.2500 |
|
| S4 |
1.2409 |
1.2429 |
1.2492 |
|
|
| 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 |
1.2515 |
1.2392 |
0.0123 |
1.0% |
0.0071 |
0.6% |
94% |
False |
False |
73 |
| 10 |
1.2626 |
1.2392 |
0.0234 |
1.9% |
0.0077 |
0.6% |
50% |
False |
False |
86 |
| 20 |
1.2831 |
1.2392 |
0.0439 |
3.5% |
0.0066 |
0.5% |
26% |
False |
False |
57 |
| 40 |
1.2944 |
1.2392 |
0.0552 |
4.4% |
0.0079 |
0.6% |
21% |
False |
False |
56 |
| 60 |
1.3306 |
1.2392 |
0.0914 |
7.3% |
0.0069 |
0.6% |
13% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2638 |
|
2.618 |
1.2589 |
|
1.618 |
1.2559 |
|
1.000 |
1.2540 |
|
0.618 |
1.2529 |
|
HIGH |
1.2510 |
|
0.618 |
1.2499 |
|
0.500 |
1.2495 |
|
0.382 |
1.2491 |
|
LOW |
1.2480 |
|
0.618 |
1.2461 |
|
1.000 |
1.2450 |
|
1.618 |
1.2431 |
|
2.618 |
1.2401 |
|
4.250 |
1.2353 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2504 |
1.2494 |
| PP |
1.2499 |
1.2479 |
| S1 |
1.2495 |
1.2465 |
|