CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2559 |
1.2391 |
-0.0168 |
-1.3% |
1.2539 |
| High |
1.2568 |
1.2462 |
-0.0106 |
-0.8% |
1.2610 |
| Low |
1.2398 |
1.2391 |
-0.0007 |
-0.1% |
1.2398 |
| Close |
1.2406 |
1.2453 |
0.0047 |
0.4% |
1.2406 |
| Range |
0.0170 |
0.0071 |
-0.0099 |
-58.2% |
0.0212 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
64 |
572 |
508 |
793.8% |
285 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2648 |
1.2622 |
1.2492 |
|
| R3 |
1.2577 |
1.2551 |
1.2473 |
|
| R2 |
1.2506 |
1.2506 |
1.2466 |
|
| R1 |
1.2480 |
1.2480 |
1.2460 |
1.2493 |
| PP |
1.2435 |
1.2435 |
1.2435 |
1.2442 |
| S1 |
1.2409 |
1.2409 |
1.2446 |
1.2422 |
| S2 |
1.2364 |
1.2364 |
1.2440 |
|
| S3 |
1.2293 |
1.2338 |
1.2433 |
|
| S4 |
1.2222 |
1.2267 |
1.2414 |
|
|
| 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 |
1.2391 |
0.0219 |
1.8% |
0.0086 |
0.7% |
28% |
False |
True |
158 |
| 10 |
1.2610 |
1.2391 |
0.0219 |
1.8% |
0.0089 |
0.7% |
28% |
False |
True |
102 |
| 20 |
1.2781 |
1.2391 |
0.0390 |
3.1% |
0.0086 |
0.7% |
16% |
False |
True |
96 |
| 40 |
1.2865 |
1.2391 |
0.0474 |
3.8% |
0.0087 |
0.7% |
13% |
False |
True |
70 |
| 60 |
1.3189 |
1.2391 |
0.0798 |
6.4% |
0.0077 |
0.6% |
8% |
False |
True |
54 |
| 80 |
1.3440 |
1.2391 |
0.1049 |
8.4% |
0.0062 |
0.5% |
6% |
False |
True |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2764 |
|
2.618 |
1.2648 |
|
1.618 |
1.2577 |
|
1.000 |
1.2533 |
|
0.618 |
1.2506 |
|
HIGH |
1.2462 |
|
0.618 |
1.2435 |
|
0.500 |
1.2427 |
|
0.382 |
1.2418 |
|
LOW |
1.2391 |
|
0.618 |
1.2347 |
|
1.000 |
1.2320 |
|
1.618 |
1.2276 |
|
2.618 |
1.2205 |
|
4.250 |
1.2089 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2444 |
1.2486 |
| PP |
1.2435 |
1.2475 |
| S1 |
1.2427 |
1.2464 |
|