CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2616 |
1.2515 |
-0.0101 |
-0.8% |
1.2677 |
| High |
1.2619 |
1.2515 |
-0.0104 |
-0.8% |
1.2775 |
| Low |
1.2489 |
1.2442 |
-0.0047 |
-0.4% |
1.2489 |
| Close |
1.2530 |
1.2494 |
-0.0036 |
-0.3% |
1.2530 |
| Range |
0.0130 |
0.0073 |
-0.0057 |
-43.8% |
0.0286 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
356,853 |
225,811 |
-131,042 |
-36.7% |
1,119,249 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2703 |
1.2671 |
1.2534 |
|
| R3 |
1.2630 |
1.2598 |
1.2514 |
|
| R2 |
1.2557 |
1.2557 |
1.2507 |
|
| R1 |
1.2525 |
1.2525 |
1.2501 |
1.2505 |
| PP |
1.2484 |
1.2484 |
1.2484 |
1.2473 |
| S1 |
1.2452 |
1.2452 |
1.2487 |
1.2432 |
| S2 |
1.2411 |
1.2411 |
1.2481 |
|
| S3 |
1.2338 |
1.2379 |
1.2474 |
|
| S4 |
1.2265 |
1.2306 |
1.2454 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3279 |
1.2687 |
|
| R3 |
1.3170 |
1.2993 |
1.2609 |
|
| R2 |
1.2884 |
1.2884 |
1.2582 |
|
| R1 |
1.2707 |
1.2707 |
1.2556 |
1.2653 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2571 |
| S1 |
1.2421 |
1.2421 |
1.2504 |
1.2367 |
| S2 |
1.2312 |
1.2312 |
1.2478 |
|
| S3 |
1.2026 |
1.2135 |
1.2451 |
|
| S4 |
1.1740 |
1.1849 |
1.2373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2775 |
1.2442 |
0.0333 |
2.7% |
0.0104 |
0.8% |
16% |
False |
True |
240,365 |
| 10 |
1.2845 |
1.2442 |
0.0403 |
3.2% |
0.0094 |
0.7% |
13% |
False |
True |
209,191 |
| 20 |
1.2893 |
1.2442 |
0.0451 |
3.6% |
0.0111 |
0.9% |
12% |
False |
True |
246,364 |
| 40 |
1.3006 |
1.2442 |
0.0564 |
4.5% |
0.0101 |
0.8% |
9% |
False |
True |
239,607 |
| 60 |
1.3420 |
1.2442 |
0.0978 |
7.8% |
0.0088 |
0.7% |
5% |
False |
True |
162,963 |
| 80 |
1.3648 |
1.2442 |
0.1206 |
9.7% |
0.0077 |
0.6% |
4% |
False |
True |
122,544 |
| 100 |
1.3709 |
1.2442 |
0.1267 |
10.1% |
0.0071 |
0.6% |
4% |
False |
True |
98,141 |
| 120 |
1.3735 |
1.2442 |
0.1293 |
10.3% |
0.0067 |
0.5% |
4% |
False |
True |
81,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2825 |
|
2.618 |
1.2706 |
|
1.618 |
1.2633 |
|
1.000 |
1.2588 |
|
0.618 |
1.2560 |
|
HIGH |
1.2515 |
|
0.618 |
1.2487 |
|
0.500 |
1.2479 |
|
0.382 |
1.2470 |
|
LOW |
1.2442 |
|
0.618 |
1.2397 |
|
1.000 |
1.2369 |
|
1.618 |
1.2324 |
|
2.618 |
1.2251 |
|
4.250 |
1.2132 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2489 |
1.2543 |
| PP |
1.2484 |
1.2526 |
| S1 |
1.2479 |
1.2510 |
|