CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2383 |
1.2466 |
0.0083 |
0.7% |
1.2515 |
| High |
1.2474 |
1.2512 |
0.0038 |
0.3% |
1.2581 |
| Low |
1.2361 |
1.2421 |
0.0060 |
0.5% |
1.2361 |
| Close |
1.2444 |
1.2425 |
-0.0019 |
-0.2% |
1.2444 |
| Range |
0.0113 |
0.0091 |
-0.0022 |
-19.5% |
0.0220 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
327,381 |
168,858 |
-158,523 |
-48.4% |
1,373,906 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2726 |
1.2666 |
1.2475 |
|
| R3 |
1.2635 |
1.2575 |
1.2450 |
|
| R2 |
1.2544 |
1.2544 |
1.2442 |
|
| R1 |
1.2484 |
1.2484 |
1.2433 |
1.2469 |
| PP |
1.2453 |
1.2453 |
1.2453 |
1.2445 |
| S1 |
1.2393 |
1.2393 |
1.2417 |
1.2378 |
| S2 |
1.2362 |
1.2362 |
1.2408 |
|
| S3 |
1.2271 |
1.2302 |
1.2400 |
|
| S4 |
1.2180 |
1.2211 |
1.2375 |
|
|
| 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% |
0.0115 |
0.9% |
29% |
False |
False |
263,390 |
| 10 |
1.2775 |
1.2361 |
0.0414 |
3.3% |
0.0110 |
0.9% |
15% |
False |
False |
251,878 |
| 20 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0110 |
0.9% |
12% |
False |
False |
244,824 |
| 40 |
1.3006 |
1.2361 |
0.0645 |
5.2% |
0.0106 |
0.9% |
10% |
False |
False |
249,041 |
| 60 |
1.3406 |
1.2361 |
0.1045 |
8.4% |
0.0093 |
0.7% |
6% |
False |
False |
184,813 |
| 80 |
1.3555 |
1.2361 |
0.1194 |
9.6% |
0.0082 |
0.7% |
5% |
False |
False |
138,981 |
| 100 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0074 |
0.6% |
5% |
False |
False |
111,290 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0070 |
0.6% |
5% |
False |
False |
92,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2899 |
|
2.618 |
1.2750 |
|
1.618 |
1.2659 |
|
1.000 |
1.2603 |
|
0.618 |
1.2568 |
|
HIGH |
1.2512 |
|
0.618 |
1.2477 |
|
0.500 |
1.2467 |
|
0.382 |
1.2456 |
|
LOW |
1.2421 |
|
0.618 |
1.2365 |
|
1.000 |
1.2330 |
|
1.618 |
1.2274 |
|
2.618 |
1.2183 |
|
4.250 |
1.2034 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2467 |
1.2449 |
| PP |
1.2453 |
1.2441 |
| S1 |
1.2439 |
1.2433 |
|