CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2480 |
1.2383 |
-0.0097 |
-0.8% |
1.2515 |
| High |
1.2537 |
1.2474 |
-0.0063 |
-0.5% |
1.2581 |
| Low |
1.2367 |
1.2361 |
-0.0006 |
0.0% |
1.2361 |
| Close |
1.2390 |
1.2444 |
0.0054 |
0.4% |
1.2444 |
| Range |
0.0170 |
0.0113 |
-0.0057 |
-33.5% |
0.0220 |
| ATR |
0.0108 |
0.0109 |
0.0000 |
0.3% |
0.0000 |
| Volume |
349,767 |
327,381 |
-22,386 |
-6.4% |
1,373,906 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2765 |
1.2718 |
1.2506 |
|
| R3 |
1.2652 |
1.2605 |
1.2475 |
|
| R2 |
1.2539 |
1.2539 |
1.2465 |
|
| R1 |
1.2492 |
1.2492 |
1.2454 |
1.2516 |
| PP |
1.2426 |
1.2426 |
1.2426 |
1.2438 |
| S1 |
1.2379 |
1.2379 |
1.2434 |
1.2403 |
| S2 |
1.2313 |
1.2313 |
1.2423 |
|
| S3 |
1.2200 |
1.2266 |
1.2413 |
|
| S4 |
1.2087 |
1.2153 |
1.2382 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.3003 |
1.2565 |
|
| R3 |
1.2902 |
1.2783 |
1.2505 |
|
| R2 |
1.2682 |
1.2682 |
1.2484 |
|
| R1 |
1.2563 |
1.2563 |
1.2464 |
1.2513 |
| PP |
1.2462 |
1.2462 |
1.2462 |
1.2437 |
| S1 |
1.2343 |
1.2343 |
1.2424 |
1.2293 |
| S2 |
1.2242 |
1.2242 |
1.2404 |
|
| S3 |
1.2022 |
1.2123 |
1.2384 |
|
| S4 |
1.1802 |
1.1903 |
1.2323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2581 |
1.2361 |
0.0220 |
1.8% |
0.0111 |
0.9% |
38% |
False |
True |
274,781 |
| 10 |
1.2775 |
1.2361 |
0.0414 |
3.3% |
0.0106 |
0.9% |
20% |
False |
True |
249,315 |
| 20 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0112 |
0.9% |
16% |
False |
True |
244,876 |
| 40 |
1.3006 |
1.2361 |
0.0645 |
5.2% |
0.0105 |
0.8% |
13% |
False |
True |
248,747 |
| 60 |
1.3419 |
1.2361 |
0.1058 |
8.5% |
0.0093 |
0.7% |
8% |
False |
True |
182,037 |
| 80 |
1.3555 |
1.2361 |
0.1194 |
9.6% |
0.0081 |
0.6% |
7% |
False |
True |
136,874 |
| 100 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0073 |
0.6% |
6% |
False |
True |
109,606 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0070 |
0.6% |
6% |
False |
True |
91,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2954 |
|
2.618 |
1.2770 |
|
1.618 |
1.2657 |
|
1.000 |
1.2587 |
|
0.618 |
1.2544 |
|
HIGH |
1.2474 |
|
0.618 |
1.2431 |
|
0.500 |
1.2418 |
|
0.382 |
1.2404 |
|
LOW |
1.2361 |
|
0.618 |
1.2291 |
|
1.000 |
1.2248 |
|
1.618 |
1.2178 |
|
2.618 |
1.2065 |
|
4.250 |
1.1881 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2435 |
1.2466 |
| PP |
1.2426 |
1.2459 |
| S1 |
1.2418 |
1.2451 |
|