CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2545 |
1.2376 |
-0.0169 |
-1.3% |
1.2521 |
| High |
1.2570 |
1.2446 |
-0.0124 |
-1.0% |
1.2605 |
| Low |
1.2377 |
1.2366 |
-0.0011 |
-0.1% |
1.2377 |
| Close |
1.2389 |
1.2436 |
0.0047 |
0.4% |
1.2389 |
| Range |
0.0193 |
0.0080 |
-0.0113 |
-58.5% |
0.0228 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
322,282 |
201,664 |
-120,618 |
-37.4% |
1,237,000 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2626 |
1.2480 |
|
| R3 |
1.2576 |
1.2546 |
1.2458 |
|
| R2 |
1.2496 |
1.2496 |
1.2451 |
|
| R1 |
1.2466 |
1.2466 |
1.2443 |
1.2481 |
| PP |
1.2416 |
1.2416 |
1.2416 |
1.2424 |
| S1 |
1.2386 |
1.2386 |
1.2429 |
1.2401 |
| S2 |
1.2336 |
1.2336 |
1.2421 |
|
| S3 |
1.2256 |
1.2306 |
1.2414 |
|
| S4 |
1.2176 |
1.2226 |
1.2392 |
|
|
| 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 |
1.2366 |
0.0239 |
1.9% |
0.0108 |
0.9% |
29% |
False |
True |
250,054 |
| 10 |
1.2605 |
1.2366 |
0.0239 |
1.9% |
0.0107 |
0.9% |
29% |
False |
True |
231,974 |
| 20 |
1.2775 |
1.2361 |
0.0414 |
3.3% |
0.0109 |
0.9% |
18% |
False |
False |
241,926 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0112 |
0.9% |
14% |
False |
False |
251,592 |
| 60 |
1.3170 |
1.2361 |
0.0809 |
6.5% |
0.0102 |
0.8% |
9% |
False |
False |
222,924 |
| 80 |
1.3440 |
1.2361 |
0.1079 |
8.7% |
0.0090 |
0.7% |
7% |
False |
False |
167,746 |
| 100 |
1.3657 |
1.2361 |
0.1296 |
10.4% |
0.0080 |
0.6% |
6% |
False |
False |
134,451 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0075 |
0.6% |
6% |
False |
False |
112,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2786 |
|
2.618 |
1.2655 |
|
1.618 |
1.2575 |
|
1.000 |
1.2526 |
|
0.618 |
1.2495 |
|
HIGH |
1.2446 |
|
0.618 |
1.2415 |
|
0.500 |
1.2406 |
|
0.382 |
1.2397 |
|
LOW |
1.2366 |
|
0.618 |
1.2317 |
|
1.000 |
1.2286 |
|
1.618 |
1.2237 |
|
2.618 |
1.2157 |
|
4.250 |
1.2026 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2426 |
1.2472 |
| PP |
1.2416 |
1.2460 |
| S1 |
1.2406 |
1.2448 |
|