CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2477 |
1.2433 |
-0.0044 |
-0.4% |
1.2515 |
| High |
1.2501 |
1.2495 |
-0.0006 |
0.0% |
1.2581 |
| Low |
1.2422 |
1.2429 |
0.0007 |
0.1% |
1.2361 |
| Close |
1.2435 |
1.2490 |
0.0055 |
0.4% |
1.2444 |
| Range |
0.0079 |
0.0066 |
-0.0013 |
-16.5% |
0.0220 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
234,136 |
161,386 |
-72,750 |
-31.1% |
1,373,906 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2669 |
1.2646 |
1.2526 |
|
| R3 |
1.2603 |
1.2580 |
1.2508 |
|
| R2 |
1.2537 |
1.2537 |
1.2502 |
|
| R1 |
1.2514 |
1.2514 |
1.2496 |
1.2526 |
| PP |
1.2471 |
1.2471 |
1.2471 |
1.2477 |
| S1 |
1.2448 |
1.2448 |
1.2484 |
1.2460 |
| S2 |
1.2405 |
1.2405 |
1.2478 |
|
| S3 |
1.2339 |
1.2382 |
1.2472 |
|
| S4 |
1.2273 |
1.2316 |
1.2454 |
|
|
| 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 |
1.2512 |
1.2361 |
0.0151 |
1.2% |
0.0091 |
0.7% |
85% |
False |
False |
211,653 |
| 10 |
1.2619 |
1.2361 |
0.0258 |
2.1% |
0.0103 |
0.8% |
50% |
False |
False |
246,164 |
| 20 |
1.2845 |
1.2361 |
0.0484 |
3.9% |
0.0097 |
0.8% |
27% |
False |
False |
214,873 |
| 40 |
1.2937 |
1.2361 |
0.0576 |
4.6% |
0.0105 |
0.8% |
22% |
False |
False |
244,579 |
| 60 |
1.3304 |
1.2361 |
0.0943 |
7.6% |
0.0095 |
0.8% |
14% |
False |
False |
194,060 |
| 80 |
1.3490 |
1.2361 |
0.1129 |
9.0% |
0.0083 |
0.7% |
11% |
False |
False |
145,982 |
| 100 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0075 |
0.6% |
10% |
False |
False |
116,901 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0071 |
0.6% |
10% |
False |
False |
97,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2776 |
|
2.618 |
1.2668 |
|
1.618 |
1.2602 |
|
1.000 |
1.2561 |
|
0.618 |
1.2536 |
|
HIGH |
1.2495 |
|
0.618 |
1.2470 |
|
0.500 |
1.2462 |
|
0.382 |
1.2454 |
|
LOW |
1.2429 |
|
0.618 |
1.2388 |
|
1.000 |
1.2363 |
|
1.618 |
1.2322 |
|
2.618 |
1.2256 |
|
4.250 |
1.2149 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2481 |
1.2477 |
| PP |
1.2471 |
1.2464 |
| S1 |
1.2462 |
1.2451 |
|