CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2376 |
1.2441 |
0.0065 |
0.5% |
1.2521 |
| High |
1.2446 |
1.2489 |
0.0043 |
0.3% |
1.2605 |
| Low |
1.2366 |
1.2403 |
0.0037 |
0.3% |
1.2377 |
| Close |
1.2436 |
1.2473 |
0.0037 |
0.3% |
1.2389 |
| Range |
0.0080 |
0.0086 |
0.0006 |
7.5% |
0.0228 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
201,664 |
206,182 |
4,518 |
2.2% |
1,237,000 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2713 |
1.2679 |
1.2520 |
|
| R3 |
1.2627 |
1.2593 |
1.2497 |
|
| R2 |
1.2541 |
1.2541 |
1.2489 |
|
| R1 |
1.2507 |
1.2507 |
1.2481 |
1.2524 |
| PP |
1.2455 |
1.2455 |
1.2455 |
1.2464 |
| S1 |
1.2421 |
1.2421 |
1.2465 |
1.2438 |
| S2 |
1.2369 |
1.2369 |
1.2457 |
|
| S3 |
1.2283 |
1.2335 |
1.2449 |
|
| S4 |
1.2197 |
1.2249 |
1.2426 |
|
|
| 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% |
0.0104 |
0.8% |
45% |
False |
False |
249,435 |
| 10 |
1.2605 |
1.2366 |
0.0239 |
1.9% |
0.0105 |
0.8% |
45% |
False |
False |
235,941 |
| 20 |
1.2775 |
1.2361 |
0.0414 |
3.3% |
0.0109 |
0.9% |
27% |
False |
False |
243,348 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0111 |
0.9% |
21% |
False |
False |
248,551 |
| 60 |
1.3170 |
1.2361 |
0.0809 |
6.5% |
0.0103 |
0.8% |
14% |
False |
False |
226,198 |
| 80 |
1.3440 |
1.2361 |
0.1079 |
8.7% |
0.0091 |
0.7% |
10% |
False |
False |
170,305 |
| 100 |
1.3657 |
1.2361 |
0.1296 |
10.4% |
0.0080 |
0.6% |
9% |
False |
False |
136,482 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0075 |
0.6% |
8% |
False |
False |
113,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2855 |
|
2.618 |
1.2714 |
|
1.618 |
1.2628 |
|
1.000 |
1.2575 |
|
0.618 |
1.2542 |
|
HIGH |
1.2489 |
|
0.618 |
1.2456 |
|
0.500 |
1.2446 |
|
0.382 |
1.2436 |
|
LOW |
1.2403 |
|
0.618 |
1.2350 |
|
1.000 |
1.2317 |
|
1.618 |
1.2264 |
|
2.618 |
1.2178 |
|
4.250 |
1.2038 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2464 |
1.2471 |
| PP |
1.2455 |
1.2470 |
| S1 |
1.2446 |
1.2468 |
|