CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2441 |
1.2475 |
0.0034 |
0.3% |
1.2521 |
| High |
1.2489 |
1.2534 |
0.0045 |
0.4% |
1.2605 |
| Low |
1.2403 |
1.2445 |
0.0042 |
0.3% |
1.2377 |
| Close |
1.2473 |
1.2516 |
0.0043 |
0.3% |
1.2389 |
| Range |
0.0086 |
0.0089 |
0.0003 |
3.5% |
0.0228 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
206,182 |
208,798 |
2,616 |
1.3% |
1,237,000 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2765 |
1.2730 |
1.2565 |
|
| R3 |
1.2676 |
1.2641 |
1.2540 |
|
| R2 |
1.2587 |
1.2587 |
1.2532 |
|
| R1 |
1.2552 |
1.2552 |
1.2524 |
1.2570 |
| PP |
1.2498 |
1.2498 |
1.2498 |
1.2507 |
| S1 |
1.2463 |
1.2463 |
1.2508 |
1.2481 |
| S2 |
1.2409 |
1.2409 |
1.2500 |
|
| S3 |
1.2320 |
1.2374 |
1.2492 |
|
| S4 |
1.2231 |
1.2285 |
1.2467 |
|
|
| 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 |
1.2577 |
1.2366 |
0.0211 |
1.7% |
0.0104 |
0.8% |
71% |
False |
False |
240,905 |
| 10 |
1.2605 |
1.2366 |
0.0239 |
1.9% |
0.0106 |
0.8% |
63% |
False |
False |
233,407 |
| 20 |
1.2643 |
1.2361 |
0.0282 |
2.3% |
0.0106 |
0.8% |
55% |
False |
False |
244,183 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0112 |
0.9% |
29% |
False |
False |
247,156 |
| 60 |
1.3163 |
1.2361 |
0.0802 |
6.4% |
0.0104 |
0.8% |
19% |
False |
False |
229,524 |
| 80 |
1.3440 |
1.2361 |
0.1079 |
8.6% |
0.0091 |
0.7% |
14% |
False |
False |
172,913 |
| 100 |
1.3657 |
1.2361 |
0.1296 |
10.4% |
0.0081 |
0.6% |
12% |
False |
False |
138,563 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0075 |
0.6% |
11% |
False |
False |
115,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2912 |
|
2.618 |
1.2767 |
|
1.618 |
1.2678 |
|
1.000 |
1.2623 |
|
0.618 |
1.2589 |
|
HIGH |
1.2534 |
|
0.618 |
1.2500 |
|
0.500 |
1.2490 |
|
0.382 |
1.2479 |
|
LOW |
1.2445 |
|
0.618 |
1.2390 |
|
1.000 |
1.2356 |
|
1.618 |
1.2301 |
|
2.618 |
1.2212 |
|
4.250 |
1.2067 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2507 |
1.2494 |
| PP |
1.2498 |
1.2472 |
| S1 |
1.2490 |
1.2450 |
|