CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2391 |
1.2443 |
0.0052 |
0.4% |
1.2539 |
| High |
1.2462 |
1.2500 |
0.0038 |
0.3% |
1.2610 |
| Low |
1.2391 |
1.2419 |
0.0028 |
0.2% |
1.2398 |
| Close |
1.2453 |
1.2490 |
0.0037 |
0.3% |
1.2406 |
| Range |
0.0071 |
0.0081 |
0.0010 |
14.1% |
0.0212 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
572 |
23 |
-549 |
-96.0% |
285 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2713 |
1.2682 |
1.2535 |
|
| R3 |
1.2632 |
1.2601 |
1.2512 |
|
| R2 |
1.2551 |
1.2551 |
1.2505 |
|
| R1 |
1.2520 |
1.2520 |
1.2497 |
1.2536 |
| PP |
1.2470 |
1.2470 |
1.2470 |
1.2477 |
| S1 |
1.2439 |
1.2439 |
1.2483 |
1.2455 |
| S2 |
1.2389 |
1.2389 |
1.2475 |
|
| S3 |
1.2308 |
1.2358 |
1.2468 |
|
| S4 |
1.2227 |
1.2277 |
1.2445 |
|
|
| 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% |
0.0088 |
0.7% |
45% |
False |
False |
150 |
| 10 |
1.2610 |
1.2391 |
0.0219 |
1.8% |
0.0087 |
0.7% |
45% |
False |
False |
99 |
| 20 |
1.2778 |
1.2391 |
0.0387 |
3.1% |
0.0087 |
0.7% |
26% |
False |
False |
97 |
| 40 |
1.2865 |
1.2391 |
0.0474 |
3.8% |
0.0086 |
0.7% |
21% |
False |
False |
70 |
| 60 |
1.3189 |
1.2391 |
0.0798 |
6.4% |
0.0078 |
0.6% |
12% |
False |
False |
55 |
| 80 |
1.3434 |
1.2391 |
0.1043 |
8.4% |
0.0063 |
0.5% |
9% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2844 |
|
2.618 |
1.2712 |
|
1.618 |
1.2631 |
|
1.000 |
1.2581 |
|
0.618 |
1.2550 |
|
HIGH |
1.2500 |
|
0.618 |
1.2469 |
|
0.500 |
1.2460 |
|
0.382 |
1.2450 |
|
LOW |
1.2419 |
|
0.618 |
1.2369 |
|
1.000 |
1.2338 |
|
1.618 |
1.2288 |
|
2.618 |
1.2207 |
|
4.250 |
1.2075 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2480 |
1.2487 |
| PP |
1.2470 |
1.2483 |
| S1 |
1.2460 |
1.2480 |
|