CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2546 |
1.2553 |
0.0007 |
0.1% |
1.2494 |
| High |
1.2610 |
1.2580 |
-0.0030 |
-0.2% |
1.2565 |
| Low |
1.2546 |
1.2527 |
-0.0019 |
-0.2% |
1.2415 |
| Close |
1.2563 |
1.2569 |
0.0006 |
0.0% |
1.2546 |
| Range |
0.0064 |
0.0053 |
-0.0011 |
-17.2% |
0.0150 |
| ATR |
0.0088 |
0.0086 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
34 |
57 |
23 |
67.6% |
251 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2718 |
1.2696 |
1.2598 |
|
| R3 |
1.2665 |
1.2643 |
1.2584 |
|
| R2 |
1.2612 |
1.2612 |
1.2579 |
|
| R1 |
1.2590 |
1.2590 |
1.2574 |
1.2601 |
| PP |
1.2559 |
1.2559 |
1.2559 |
1.2564 |
| S1 |
1.2537 |
1.2537 |
1.2564 |
1.2548 |
| S2 |
1.2506 |
1.2506 |
1.2559 |
|
| S3 |
1.2453 |
1.2484 |
1.2554 |
|
| S4 |
1.2400 |
1.2431 |
1.2540 |
|
|
| 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 |
1.2610 |
1.2420 |
0.0190 |
1.5% |
0.0092 |
0.7% |
78% |
False |
False |
47 |
| 10 |
1.2610 |
1.2392 |
0.0218 |
1.7% |
0.0082 |
0.6% |
81% |
False |
False |
60 |
| 20 |
1.2781 |
1.2392 |
0.0389 |
3.1% |
0.0077 |
0.6% |
46% |
False |
False |
65 |
| 40 |
1.2865 |
1.2392 |
0.0473 |
3.8% |
0.0084 |
0.7% |
37% |
False |
False |
58 |
| 60 |
1.3240 |
1.2392 |
0.0848 |
6.7% |
0.0075 |
0.6% |
21% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2805 |
|
2.618 |
1.2719 |
|
1.618 |
1.2666 |
|
1.000 |
1.2633 |
|
0.618 |
1.2613 |
|
HIGH |
1.2580 |
|
0.618 |
1.2560 |
|
0.500 |
1.2554 |
|
0.382 |
1.2547 |
|
LOW |
1.2527 |
|
0.618 |
1.2494 |
|
1.000 |
1.2474 |
|
1.618 |
1.2441 |
|
2.618 |
1.2388 |
|
4.250 |
1.2302 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2564 |
1.2562 |
| PP |
1.2559 |
1.2556 |
| S1 |
1.2554 |
1.2549 |
|