CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2553 |
1.2559 |
0.0006 |
0.0% |
1.2539 |
| High |
1.2580 |
1.2568 |
-0.0012 |
-0.1% |
1.2610 |
| Low |
1.2527 |
1.2398 |
-0.0129 |
-1.0% |
1.2398 |
| Close |
1.2569 |
1.2406 |
-0.0163 |
-1.3% |
1.2406 |
| Range |
0.0053 |
0.0170 |
0.0117 |
220.8% |
0.0212 |
| ATR |
0.0086 |
0.0092 |
0.0006 |
7.1% |
0.0000 |
| Volume |
57 |
64 |
7 |
12.3% |
285 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2857 |
1.2500 |
|
| R3 |
1.2797 |
1.2687 |
1.2453 |
|
| R2 |
1.2627 |
1.2627 |
1.2437 |
|
| R1 |
1.2517 |
1.2517 |
1.2422 |
1.2487 |
| PP |
1.2457 |
1.2457 |
1.2457 |
1.2443 |
| S1 |
1.2347 |
1.2347 |
1.2390 |
1.2317 |
| S2 |
1.2287 |
1.2287 |
1.2375 |
|
| S3 |
1.2117 |
1.2177 |
1.2359 |
|
| S4 |
1.1947 |
1.2007 |
1.2313 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3107 |
1.2969 |
1.2523 |
|
| R3 |
1.2895 |
1.2757 |
1.2464 |
|
| R2 |
1.2683 |
1.2683 |
1.2445 |
|
| R1 |
1.2545 |
1.2545 |
1.2425 |
1.2508 |
| PP |
1.2471 |
1.2471 |
1.2471 |
1.2453 |
| S1 |
1.2333 |
1.2333 |
1.2387 |
1.2296 |
| S2 |
1.2259 |
1.2259 |
1.2367 |
|
| S3 |
1.2047 |
1.2121 |
1.2348 |
|
| S4 |
1.1835 |
1.1909 |
1.2289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2610 |
1.2398 |
0.0212 |
1.7% |
0.0097 |
0.8% |
4% |
False |
True |
57 |
| 10 |
1.2610 |
1.2398 |
0.0212 |
1.7% |
0.0089 |
0.7% |
4% |
False |
True |
53 |
| 20 |
1.2781 |
1.2392 |
0.0389 |
3.1% |
0.0084 |
0.7% |
4% |
False |
False |
67 |
| 40 |
1.2865 |
1.2392 |
0.0473 |
3.8% |
0.0086 |
0.7% |
3% |
False |
False |
58 |
| 60 |
1.3220 |
1.2392 |
0.0828 |
6.7% |
0.0077 |
0.6% |
2% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3291 |
|
2.618 |
1.3013 |
|
1.618 |
1.2843 |
|
1.000 |
1.2738 |
|
0.618 |
1.2673 |
|
HIGH |
1.2568 |
|
0.618 |
1.2503 |
|
0.500 |
1.2483 |
|
0.382 |
1.2463 |
|
LOW |
1.2398 |
|
0.618 |
1.2293 |
|
1.000 |
1.2228 |
|
1.618 |
1.2123 |
|
2.618 |
1.1953 |
|
4.250 |
1.1676 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2483 |
1.2504 |
| PP |
1.2457 |
1.2471 |
| S1 |
1.2432 |
1.2439 |
|