CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2480 |
1.2450 |
-0.0030 |
-0.2% |
1.2494 |
| High |
1.2510 |
1.2565 |
0.0055 |
0.4% |
1.2565 |
| Low |
1.2480 |
1.2420 |
-0.0060 |
-0.5% |
1.2415 |
| Close |
1.2508 |
1.2546 |
0.0038 |
0.3% |
1.2546 |
| Range |
0.0030 |
0.0145 |
0.0115 |
383.3% |
0.0150 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
5.3% |
0.0000 |
| Volume |
36 |
14 |
-22 |
-61.1% |
251 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2945 |
1.2891 |
1.2626 |
|
| R3 |
1.2800 |
1.2746 |
1.2586 |
|
| R2 |
1.2655 |
1.2655 |
1.2573 |
|
| R1 |
1.2601 |
1.2601 |
1.2559 |
1.2628 |
| PP |
1.2510 |
1.2510 |
1.2510 |
1.2524 |
| S1 |
1.2456 |
1.2456 |
1.2533 |
1.2483 |
| S2 |
1.2365 |
1.2365 |
1.2519 |
|
| S3 |
1.2220 |
1.2311 |
1.2506 |
|
| S4 |
1.2075 |
1.2166 |
1.2466 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2959 |
1.2902 |
1.2629 |
|
| R3 |
1.2809 |
1.2752 |
1.2587 |
|
| R2 |
1.2659 |
1.2659 |
1.2574 |
|
| R1 |
1.2602 |
1.2602 |
1.2560 |
1.2631 |
| PP |
1.2509 |
1.2509 |
1.2509 |
1.2523 |
| S1 |
1.2452 |
1.2452 |
1.2532 |
1.2481 |
| S2 |
1.2359 |
1.2359 |
1.2519 |
|
| S3 |
1.2209 |
1.2302 |
1.2505 |
|
| S4 |
1.2059 |
1.2152 |
1.2464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2565 |
1.2415 |
0.0150 |
1.2% |
0.0081 |
0.6% |
87% |
True |
False |
50 |
| 10 |
1.2590 |
1.2392 |
0.0198 |
1.6% |
0.0082 |
0.6% |
78% |
False |
False |
68 |
| 20 |
1.2831 |
1.2392 |
0.0439 |
3.5% |
0.0072 |
0.6% |
35% |
False |
False |
56 |
| 40 |
1.2903 |
1.2392 |
0.0511 |
4.1% |
0.0080 |
0.6% |
30% |
False |
False |
55 |
| 60 |
1.3299 |
1.2392 |
0.0907 |
7.2% |
0.0071 |
0.6% |
17% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3181 |
|
2.618 |
1.2945 |
|
1.618 |
1.2800 |
|
1.000 |
1.2710 |
|
0.618 |
1.2655 |
|
HIGH |
1.2565 |
|
0.618 |
1.2510 |
|
0.500 |
1.2493 |
|
0.382 |
1.2475 |
|
LOW |
1.2420 |
|
0.618 |
1.2330 |
|
1.000 |
1.2275 |
|
1.618 |
1.2185 |
|
2.618 |
1.2040 |
|
4.250 |
1.1804 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2528 |
1.2528 |
| PP |
1.2510 |
1.2510 |
| S1 |
1.2493 |
1.2493 |
|