CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2498 |
1.2529 |
0.0031 |
0.2% |
1.2391 |
| High |
1.2535 |
1.2529 |
-0.0006 |
0.0% |
1.2535 |
| Low |
1.2470 |
1.2451 |
-0.0019 |
-0.2% |
1.2391 |
| Close |
1.2533 |
1.2455 |
-0.0078 |
-0.6% |
1.2455 |
| Range |
0.0065 |
0.0078 |
0.0013 |
20.0% |
0.0144 |
| ATR |
0.0088 |
0.0087 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
202 |
72 |
-130 |
-64.4% |
869 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2712 |
1.2662 |
1.2498 |
|
| R3 |
1.2634 |
1.2584 |
1.2476 |
|
| R2 |
1.2556 |
1.2556 |
1.2469 |
|
| R1 |
1.2506 |
1.2506 |
1.2462 |
1.2492 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2472 |
| S1 |
1.2428 |
1.2428 |
1.2448 |
1.2414 |
| S2 |
1.2400 |
1.2400 |
1.2441 |
|
| S3 |
1.2322 |
1.2350 |
1.2434 |
|
| S4 |
1.2244 |
1.2272 |
1.2412 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2818 |
1.2534 |
|
| R3 |
1.2748 |
1.2674 |
1.2495 |
|
| R2 |
1.2604 |
1.2604 |
1.2481 |
|
| R1 |
1.2530 |
1.2530 |
1.2468 |
1.2567 |
| PP |
1.2460 |
1.2460 |
1.2460 |
1.2479 |
| S1 |
1.2386 |
1.2386 |
1.2442 |
1.2423 |
| S2 |
1.2316 |
1.2316 |
1.2429 |
|
| S3 |
1.2172 |
1.2242 |
1.2415 |
|
| S4 |
1.2028 |
1.2098 |
1.2376 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2568 |
1.2391 |
0.0177 |
1.4% |
0.0093 |
0.7% |
36% |
False |
False |
186 |
| 10 |
1.2610 |
1.2391 |
0.0219 |
1.8% |
0.0093 |
0.7% |
29% |
False |
False |
116 |
| 20 |
1.2626 |
1.2391 |
0.0235 |
1.9% |
0.0085 |
0.7% |
27% |
False |
False |
101 |
| 40 |
1.2865 |
1.2391 |
0.0474 |
3.8% |
0.0087 |
0.7% |
14% |
False |
False |
72 |
| 60 |
1.3029 |
1.2391 |
0.0638 |
5.1% |
0.0077 |
0.6% |
10% |
False |
False |
59 |
| 80 |
1.3434 |
1.2391 |
0.1043 |
8.4% |
0.0065 |
0.5% |
6% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2861 |
|
2.618 |
1.2733 |
|
1.618 |
1.2655 |
|
1.000 |
1.2607 |
|
0.618 |
1.2577 |
|
HIGH |
1.2529 |
|
0.618 |
1.2499 |
|
0.500 |
1.2490 |
|
0.382 |
1.2481 |
|
LOW |
1.2451 |
|
0.618 |
1.2403 |
|
1.000 |
1.2373 |
|
1.618 |
1.2325 |
|
2.618 |
1.2247 |
|
4.250 |
1.2120 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2490 |
1.2477 |
| PP |
1.2478 |
1.2470 |
| S1 |
1.2467 |
1.2462 |
|