CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2425 |
1.2477 |
0.0052 |
0.4% |
1.2515 |
| High |
1.2504 |
1.2501 |
-0.0003 |
0.0% |
1.2581 |
| Low |
1.2397 |
1.2422 |
0.0025 |
0.2% |
1.2361 |
| Close |
1.2467 |
1.2435 |
-0.0032 |
-0.3% |
1.2444 |
| Range |
0.0107 |
0.0079 |
-0.0028 |
-26.2% |
0.0220 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
166,508 |
234,136 |
67,628 |
40.6% |
1,373,906 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2690 |
1.2641 |
1.2478 |
|
| R3 |
1.2611 |
1.2562 |
1.2457 |
|
| R2 |
1.2532 |
1.2532 |
1.2449 |
|
| R1 |
1.2483 |
1.2483 |
1.2442 |
1.2468 |
| PP |
1.2453 |
1.2453 |
1.2453 |
1.2445 |
| S1 |
1.2404 |
1.2404 |
1.2428 |
1.2389 |
| S2 |
1.2374 |
1.2374 |
1.2421 |
|
| S3 |
1.2295 |
1.2325 |
1.2413 |
|
| S4 |
1.2216 |
1.2246 |
1.2392 |
|
|
| 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 |
1.2537 |
1.2361 |
0.0176 |
1.4% |
0.0112 |
0.9% |
42% |
False |
False |
249,330 |
| 10 |
1.2643 |
1.2361 |
0.0282 |
2.3% |
0.0106 |
0.9% |
26% |
False |
False |
254,959 |
| 20 |
1.2850 |
1.2361 |
0.0489 |
3.9% |
0.0101 |
0.8% |
15% |
False |
False |
225,460 |
| 40 |
1.2939 |
1.2361 |
0.0578 |
4.6% |
0.0106 |
0.8% |
13% |
False |
False |
246,264 |
| 60 |
1.3330 |
1.2361 |
0.0969 |
7.8% |
0.0095 |
0.8% |
8% |
False |
False |
191,405 |
| 80 |
1.3490 |
1.2361 |
0.1129 |
9.1% |
0.0083 |
0.7% |
7% |
False |
False |
143,980 |
| 100 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0075 |
0.6% |
5% |
False |
False |
115,290 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0071 |
0.6% |
5% |
False |
False |
96,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2837 |
|
2.618 |
1.2708 |
|
1.618 |
1.2629 |
|
1.000 |
1.2580 |
|
0.618 |
1.2550 |
|
HIGH |
1.2501 |
|
0.618 |
1.2471 |
|
0.500 |
1.2462 |
|
0.382 |
1.2452 |
|
LOW |
1.2422 |
|
0.618 |
1.2373 |
|
1.000 |
1.2343 |
|
1.618 |
1.2294 |
|
2.618 |
1.2215 |
|
4.250 |
1.2086 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2462 |
1.2455 |
| PP |
1.2453 |
1.2448 |
| S1 |
1.2444 |
1.2442 |
|