CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2550 |
1.2545 |
-0.0005 |
0.0% |
1.2521 |
| High |
1.2577 |
1.2570 |
-0.0007 |
-0.1% |
1.2605 |
| Low |
1.2506 |
1.2377 |
-0.0129 |
-1.0% |
1.2377 |
| Close |
1.2552 |
1.2389 |
-0.0163 |
-1.3% |
1.2389 |
| Range |
0.0071 |
0.0193 |
0.0122 |
171.8% |
0.0228 |
| ATR |
0.0104 |
0.0110 |
0.0006 |
6.1% |
0.0000 |
| Volume |
265,602 |
322,282 |
56,680 |
21.3% |
1,237,000 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3024 |
1.2900 |
1.2495 |
|
| R3 |
1.2831 |
1.2707 |
1.2442 |
|
| R2 |
1.2638 |
1.2638 |
1.2424 |
|
| R1 |
1.2514 |
1.2514 |
1.2407 |
1.2480 |
| PP |
1.2445 |
1.2445 |
1.2445 |
1.2428 |
| S1 |
1.2321 |
1.2321 |
1.2371 |
1.2287 |
| S2 |
1.2252 |
1.2252 |
1.2354 |
|
| S3 |
1.2059 |
1.2128 |
1.2336 |
|
| S4 |
1.1866 |
1.1935 |
1.2283 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3141 |
1.2993 |
1.2514 |
|
| R3 |
1.2913 |
1.2765 |
1.2452 |
|
| R2 |
1.2685 |
1.2685 |
1.2431 |
|
| R1 |
1.2537 |
1.2537 |
1.2410 |
1.2497 |
| PP |
1.2457 |
1.2457 |
1.2457 |
1.2437 |
| S1 |
1.2309 |
1.2309 |
1.2368 |
1.2269 |
| S2 |
1.2229 |
1.2229 |
1.2347 |
|
| S3 |
1.2001 |
1.2081 |
1.2326 |
|
| S4 |
1.1773 |
1.1853 |
1.2264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2605 |
1.2377 |
0.0228 |
1.8% |
0.0118 |
1.0% |
5% |
False |
True |
247,400 |
| 10 |
1.2605 |
1.2377 |
0.0228 |
1.8% |
0.0109 |
0.9% |
5% |
False |
True |
228,693 |
| 20 |
1.2775 |
1.2361 |
0.0414 |
3.3% |
0.0107 |
0.9% |
7% |
False |
False |
239,004 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0112 |
0.9% |
5% |
False |
False |
251,099 |
| 60 |
1.3205 |
1.2361 |
0.0844 |
6.8% |
0.0102 |
0.8% |
3% |
False |
False |
219,681 |
| 80 |
1.3451 |
1.2361 |
0.1090 |
8.8% |
0.0090 |
0.7% |
3% |
False |
False |
165,270 |
| 100 |
1.3674 |
1.2361 |
0.1313 |
10.6% |
0.0080 |
0.6% |
2% |
False |
False |
132,437 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.9% |
0.0076 |
0.6% |
2% |
False |
False |
110,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3390 |
|
2.618 |
1.3075 |
|
1.618 |
1.2882 |
|
1.000 |
1.2763 |
|
0.618 |
1.2689 |
|
HIGH |
1.2570 |
|
0.618 |
1.2496 |
|
0.500 |
1.2474 |
|
0.382 |
1.2451 |
|
LOW |
1.2377 |
|
0.618 |
1.2258 |
|
1.000 |
1.2184 |
|
1.618 |
1.2065 |
|
2.618 |
1.1872 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2474 |
1.2491 |
| PP |
1.2445 |
1.2457 |
| S1 |
1.2417 |
1.2423 |
|