CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2539 |
1.2488 |
-0.0051 |
-0.4% |
1.2494 |
| High |
1.2595 |
1.2560 |
-0.0035 |
-0.3% |
1.2565 |
| Low |
1.2468 |
1.2488 |
0.0020 |
0.2% |
1.2415 |
| Close |
1.2472 |
1.2555 |
0.0083 |
0.7% |
1.2546 |
| Range |
0.0127 |
0.0072 |
-0.0055 |
-43.3% |
0.0150 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
63 |
67 |
4 |
6.3% |
251 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2750 |
1.2725 |
1.2595 |
|
| R3 |
1.2678 |
1.2653 |
1.2575 |
|
| R2 |
1.2606 |
1.2606 |
1.2568 |
|
| R1 |
1.2581 |
1.2581 |
1.2562 |
1.2594 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2541 |
| S1 |
1.2509 |
1.2509 |
1.2548 |
1.2522 |
| S2 |
1.2462 |
1.2462 |
1.2542 |
|
| S3 |
1.2390 |
1.2437 |
1.2535 |
|
| S4 |
1.2318 |
1.2365 |
1.2515 |
|
|
| 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 |
1.2420 |
0.0175 |
1.4% |
0.0087 |
0.7% |
77% |
False |
False |
49 |
| 10 |
1.2595 |
1.2392 |
0.0203 |
1.6% |
0.0093 |
0.7% |
80% |
False |
False |
56 |
| 20 |
1.2781 |
1.2392 |
0.0389 |
3.1% |
0.0076 |
0.6% |
42% |
False |
False |
62 |
| 40 |
1.2871 |
1.2392 |
0.0479 |
3.8% |
0.0084 |
0.7% |
34% |
False |
False |
58 |
| 60 |
1.3240 |
1.2392 |
0.0848 |
6.8% |
0.0074 |
0.6% |
19% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2866 |
|
2.618 |
1.2748 |
|
1.618 |
1.2676 |
|
1.000 |
1.2632 |
|
0.618 |
1.2604 |
|
HIGH |
1.2560 |
|
0.618 |
1.2532 |
|
0.500 |
1.2524 |
|
0.382 |
1.2516 |
|
LOW |
1.2488 |
|
0.618 |
1.2444 |
|
1.000 |
1.2416 |
|
1.618 |
1.2372 |
|
2.618 |
1.2300 |
|
4.250 |
1.2182 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2545 |
1.2539 |
| PP |
1.2534 |
1.2523 |
| S1 |
1.2524 |
1.2508 |
|