CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2433 |
1.2478 |
0.0045 |
0.4% |
1.2466 |
| High |
1.2495 |
1.2550 |
0.0055 |
0.4% |
1.2550 |
| Low |
1.2429 |
1.2400 |
-0.0029 |
-0.2% |
1.2397 |
| Close |
1.2490 |
1.2528 |
0.0038 |
0.3% |
1.2528 |
| Range |
0.0066 |
0.0150 |
0.0084 |
127.3% |
0.0153 |
| ATR |
0.0102 |
0.0106 |
0.0003 |
3.3% |
0.0000 |
| Volume |
161,386 |
319,049 |
157,663 |
97.7% |
1,049,937 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2943 |
1.2885 |
1.2611 |
|
| R3 |
1.2793 |
1.2735 |
1.2569 |
|
| R2 |
1.2643 |
1.2643 |
1.2556 |
|
| R1 |
1.2585 |
1.2585 |
1.2542 |
1.2614 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2507 |
| S1 |
1.2435 |
1.2435 |
1.2514 |
1.2464 |
| S2 |
1.2343 |
1.2343 |
1.2501 |
|
| S3 |
1.2193 |
1.2285 |
1.2487 |
|
| S4 |
1.2043 |
1.2135 |
1.2446 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2951 |
1.2892 |
1.2612 |
|
| R3 |
1.2798 |
1.2739 |
1.2570 |
|
| R2 |
1.2645 |
1.2645 |
1.2556 |
|
| R1 |
1.2586 |
1.2586 |
1.2542 |
1.2616 |
| PP |
1.2492 |
1.2492 |
1.2492 |
1.2506 |
| S1 |
1.2433 |
1.2433 |
1.2514 |
1.2463 |
| S2 |
1.2339 |
1.2339 |
1.2500 |
|
| S3 |
1.2186 |
1.2280 |
1.2486 |
|
| S4 |
1.2033 |
1.2127 |
1.2444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2550 |
1.2397 |
0.0153 |
1.2% |
0.0099 |
0.8% |
86% |
True |
False |
209,987 |
| 10 |
1.2581 |
1.2361 |
0.0220 |
1.8% |
0.0105 |
0.8% |
76% |
False |
False |
242,384 |
| 20 |
1.2845 |
1.2361 |
0.0484 |
3.9% |
0.0100 |
0.8% |
35% |
False |
False |
222,050 |
| 40 |
1.2908 |
1.2361 |
0.0547 |
4.4% |
0.0106 |
0.8% |
31% |
False |
False |
247,091 |
| 60 |
1.3304 |
1.2361 |
0.0943 |
7.5% |
0.0096 |
0.8% |
18% |
False |
False |
199,343 |
| 80 |
1.3477 |
1.2361 |
0.1116 |
8.9% |
0.0085 |
0.7% |
15% |
False |
False |
149,964 |
| 100 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0076 |
0.6% |
12% |
False |
False |
120,089 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0072 |
0.6% |
12% |
False |
False |
100,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3188 |
|
2.618 |
1.2943 |
|
1.618 |
1.2793 |
|
1.000 |
1.2700 |
|
0.618 |
1.2643 |
|
HIGH |
1.2550 |
|
0.618 |
1.2493 |
|
0.500 |
1.2475 |
|
0.382 |
1.2457 |
|
LOW |
1.2400 |
|
0.618 |
1.2307 |
|
1.000 |
1.2250 |
|
1.618 |
1.2157 |
|
2.618 |
1.2007 |
|
4.250 |
1.1763 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2510 |
1.2510 |
| PP |
1.2493 |
1.2493 |
| S1 |
1.2475 |
1.2475 |
|