CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2450 |
1.2539 |
0.0089 |
0.7% |
1.2494 |
| High |
1.2565 |
1.2595 |
0.0030 |
0.2% |
1.2565 |
| Low |
1.2420 |
1.2468 |
0.0048 |
0.4% |
1.2415 |
| Close |
1.2546 |
1.2472 |
-0.0074 |
-0.6% |
1.2546 |
| Range |
0.0145 |
0.0127 |
-0.0018 |
-12.4% |
0.0150 |
| ATR |
0.0087 |
0.0090 |
0.0003 |
3.2% |
0.0000 |
| Volume |
14 |
63 |
49 |
350.0% |
251 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2809 |
1.2542 |
|
| R3 |
1.2766 |
1.2682 |
1.2507 |
|
| R2 |
1.2639 |
1.2639 |
1.2495 |
|
| R1 |
1.2555 |
1.2555 |
1.2484 |
1.2534 |
| PP |
1.2512 |
1.2512 |
1.2512 |
1.2501 |
| S1 |
1.2428 |
1.2428 |
1.2460 |
1.2407 |
| S2 |
1.2385 |
1.2385 |
1.2449 |
|
| S3 |
1.2258 |
1.2301 |
1.2437 |
|
| S4 |
1.2131 |
1.2174 |
1.2402 |
|
|
| 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 |
1.2595 |
1.2415 |
0.0180 |
1.4% |
0.0092 |
0.7% |
32% |
True |
False |
45 |
| 10 |
1.2595 |
1.2392 |
0.0203 |
1.6% |
0.0089 |
0.7% |
39% |
True |
False |
54 |
| 20 |
1.2782 |
1.2392 |
0.0390 |
3.1% |
0.0075 |
0.6% |
21% |
False |
False |
59 |
| 40 |
1.2903 |
1.2392 |
0.0511 |
4.1% |
0.0083 |
0.7% |
16% |
False |
False |
57 |
| 60 |
1.3240 |
1.2392 |
0.0848 |
6.8% |
0.0073 |
0.6% |
9% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3135 |
|
2.618 |
1.2927 |
|
1.618 |
1.2800 |
|
1.000 |
1.2722 |
|
0.618 |
1.2673 |
|
HIGH |
1.2595 |
|
0.618 |
1.2546 |
|
0.500 |
1.2532 |
|
0.382 |
1.2517 |
|
LOW |
1.2468 |
|
0.618 |
1.2390 |
|
1.000 |
1.2341 |
|
1.618 |
1.2263 |
|
2.618 |
1.2136 |
|
4.250 |
1.1928 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2532 |
1.2508 |
| PP |
1.2512 |
1.2496 |
| S1 |
1.2492 |
1.2484 |
|