CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2553 |
1.2480 |
-0.0073 |
-0.6% |
1.2677 |
| High |
1.2571 |
1.2537 |
-0.0034 |
-0.3% |
1.2775 |
| Low |
1.2460 |
1.2367 |
-0.0093 |
-0.7% |
1.2489 |
| Close |
1.2483 |
1.2390 |
-0.0093 |
-0.7% |
1.2530 |
| Range |
0.0111 |
0.0170 |
0.0059 |
53.2% |
0.0286 |
| ATR |
0.0103 |
0.0108 |
0.0005 |
4.6% |
0.0000 |
| Volume |
252,300 |
349,767 |
97,467 |
38.6% |
1,119,249 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2941 |
1.2836 |
1.2484 |
|
| R3 |
1.2771 |
1.2666 |
1.2437 |
|
| R2 |
1.2601 |
1.2601 |
1.2421 |
|
| R1 |
1.2496 |
1.2496 |
1.2406 |
1.2464 |
| PP |
1.2431 |
1.2431 |
1.2431 |
1.2415 |
| S1 |
1.2326 |
1.2326 |
1.2374 |
1.2294 |
| S2 |
1.2261 |
1.2261 |
1.2359 |
|
| S3 |
1.2091 |
1.2156 |
1.2343 |
|
| S4 |
1.1921 |
1.1986 |
1.2297 |
|
|
| 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 |
1.2619 |
1.2367 |
0.0252 |
2.0% |
0.0115 |
0.9% |
9% |
False |
True |
280,675 |
| 10 |
1.2775 |
1.2367 |
0.0408 |
3.3% |
0.0101 |
0.8% |
6% |
False |
True |
231,089 |
| 20 |
1.2893 |
1.2367 |
0.0526 |
4.2% |
0.0112 |
0.9% |
4% |
False |
True |
239,587 |
| 40 |
1.3006 |
1.2367 |
0.0639 |
5.2% |
0.0104 |
0.8% |
4% |
False |
True |
247,413 |
| 60 |
1.3419 |
1.2367 |
0.1052 |
8.5% |
0.0092 |
0.7% |
2% |
False |
True |
176,600 |
| 80 |
1.3555 |
1.2367 |
0.1188 |
9.6% |
0.0080 |
0.6% |
2% |
False |
True |
132,789 |
| 100 |
1.3709 |
1.2367 |
0.1342 |
10.8% |
0.0073 |
0.6% |
2% |
False |
True |
106,334 |
| 120 |
1.3709 |
1.2367 |
0.1342 |
10.8% |
0.0069 |
0.6% |
2% |
False |
True |
88,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3260 |
|
2.618 |
1.2982 |
|
1.618 |
1.2812 |
|
1.000 |
1.2707 |
|
0.618 |
1.2642 |
|
HIGH |
1.2537 |
|
0.618 |
1.2472 |
|
0.500 |
1.2452 |
|
0.382 |
1.2432 |
|
LOW |
1.2367 |
|
0.618 |
1.2262 |
|
1.000 |
1.2197 |
|
1.618 |
1.2092 |
|
2.618 |
1.1922 |
|
4.250 |
1.1645 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2452 |
1.2474 |
| PP |
1.2431 |
1.2446 |
| S1 |
1.2411 |
1.2418 |
|