CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2506 |
0.0031 |
0.2% |
1.2376 |
| High |
1.2534 |
1.2525 |
-0.0009 |
-0.1% |
1.2534 |
| Low |
1.2445 |
1.2428 |
-0.0017 |
-0.1% |
1.2366 |
| Close |
1.2516 |
1.2436 |
-0.0080 |
-0.6% |
1.2436 |
| Range |
0.0089 |
0.0097 |
0.0008 |
9.0% |
0.0168 |
| ATR |
0.0105 |
0.0105 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
208,798 |
233,459 |
24,661 |
11.8% |
850,103 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2754 |
1.2692 |
1.2489 |
|
| R3 |
1.2657 |
1.2595 |
1.2463 |
|
| R2 |
1.2560 |
1.2560 |
1.2454 |
|
| R1 |
1.2498 |
1.2498 |
1.2445 |
1.2481 |
| PP |
1.2463 |
1.2463 |
1.2463 |
1.2454 |
| S1 |
1.2401 |
1.2401 |
1.2427 |
1.2384 |
| S2 |
1.2366 |
1.2366 |
1.2418 |
|
| S3 |
1.2269 |
1.2304 |
1.2409 |
|
| S4 |
1.2172 |
1.2207 |
1.2383 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2861 |
1.2528 |
|
| R3 |
1.2781 |
1.2693 |
1.2482 |
|
| R2 |
1.2613 |
1.2613 |
1.2467 |
|
| R1 |
1.2525 |
1.2525 |
1.2451 |
1.2569 |
| PP |
1.2445 |
1.2445 |
1.2445 |
1.2468 |
| S1 |
1.2357 |
1.2357 |
1.2421 |
1.2401 |
| S2 |
1.2277 |
1.2277 |
1.2405 |
|
| S3 |
1.2109 |
1.2189 |
1.2390 |
|
| S4 |
1.1941 |
1.2021 |
1.2344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2570 |
1.2366 |
0.0204 |
1.6% |
0.0109 |
0.9% |
34% |
False |
False |
234,477 |
| 10 |
1.2605 |
1.2366 |
0.0239 |
1.9% |
0.0109 |
0.9% |
29% |
False |
False |
240,615 |
| 20 |
1.2619 |
1.2361 |
0.0258 |
2.1% |
0.0106 |
0.9% |
29% |
False |
False |
243,389 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0112 |
0.9% |
14% |
False |
False |
244,137 |
| 60 |
1.3006 |
1.2361 |
0.0645 |
5.2% |
0.0102 |
0.8% |
12% |
False |
False |
232,757 |
| 80 |
1.3440 |
1.2361 |
0.1079 |
8.7% |
0.0092 |
0.7% |
7% |
False |
False |
175,809 |
| 100 |
1.3656 |
1.2361 |
0.1295 |
10.4% |
0.0082 |
0.7% |
6% |
False |
False |
140,892 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0076 |
0.6% |
6% |
False |
False |
117,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2937 |
|
2.618 |
1.2779 |
|
1.618 |
1.2682 |
|
1.000 |
1.2622 |
|
0.618 |
1.2585 |
|
HIGH |
1.2525 |
|
0.618 |
1.2488 |
|
0.500 |
1.2477 |
|
0.382 |
1.2465 |
|
LOW |
1.2428 |
|
0.618 |
1.2368 |
|
1.000 |
1.2331 |
|
1.618 |
1.2271 |
|
2.618 |
1.2174 |
|
4.250 |
1.2016 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2477 |
1.2469 |
| PP |
1.2463 |
1.2458 |
| S1 |
1.2450 |
1.2447 |
|