CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2624 |
1.2521 |
-0.0103 |
-0.8% |
1.2690 |
| High |
1.2625 |
1.2522 |
-0.0103 |
-0.8% |
1.2781 |
| Low |
1.2497 |
1.2453 |
-0.0044 |
-0.4% |
1.2497 |
| Close |
1.2537 |
1.2502 |
-0.0035 |
-0.3% |
1.2537 |
| Range |
0.0128 |
0.0069 |
-0.0059 |
-46.1% |
0.0284 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,077 |
4,105 |
2,028 |
97.6% |
4,720 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2699 |
1.2670 |
1.2540 |
|
| R3 |
1.2630 |
1.2601 |
1.2521 |
|
| R2 |
1.2561 |
1.2561 |
1.2515 |
|
| R1 |
1.2532 |
1.2532 |
1.2508 |
1.2512 |
| PP |
1.2492 |
1.2492 |
1.2492 |
1.2483 |
| S1 |
1.2463 |
1.2463 |
1.2496 |
1.2443 |
| S2 |
1.2423 |
1.2423 |
1.2489 |
|
| S3 |
1.2354 |
1.2394 |
1.2483 |
|
| S4 |
1.2285 |
1.2325 |
1.2464 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3457 |
1.3281 |
1.2693 |
|
| R3 |
1.3173 |
1.2997 |
1.2615 |
|
| R2 |
1.2889 |
1.2889 |
1.2589 |
|
| R1 |
1.2713 |
1.2713 |
1.2563 |
1.2659 |
| PP |
1.2605 |
1.2605 |
1.2605 |
1.2578 |
| S1 |
1.2429 |
1.2429 |
1.2511 |
1.2375 |
| S2 |
1.2321 |
1.2321 |
1.2485 |
|
| S3 |
1.2037 |
1.2145 |
1.2459 |
|
| S4 |
1.1753 |
1.1861 |
1.2381 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2781 |
1.2453 |
0.0328 |
2.6% |
0.0102 |
0.8% |
15% |
False |
True |
1,638 |
| 10 |
1.2851 |
1.2453 |
0.0398 |
3.2% |
0.0090 |
0.7% |
12% |
False |
True |
1,250 |
| 20 |
1.2896 |
1.2453 |
0.0443 |
3.5% |
0.0106 |
0.8% |
11% |
False |
True |
1,136 |
| 40 |
1.3010 |
1.2453 |
0.0557 |
4.5% |
0.0094 |
0.8% |
9% |
False |
True |
813 |
| 60 |
1.3420 |
1.2453 |
0.0967 |
7.7% |
0.0077 |
0.6% |
5% |
False |
True |
592 |
| 80 |
1.3637 |
1.2453 |
0.1184 |
9.5% |
0.0063 |
0.5% |
4% |
False |
True |
455 |
| 100 |
1.3710 |
1.2453 |
0.1257 |
10.1% |
0.0054 |
0.4% |
4% |
False |
True |
369 |
| 120 |
1.3735 |
1.2453 |
0.1282 |
10.3% |
0.0049 |
0.4% |
4% |
False |
True |
309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2815 |
|
2.618 |
1.2703 |
|
1.618 |
1.2634 |
|
1.000 |
1.2591 |
|
0.618 |
1.2565 |
|
HIGH |
1.2522 |
|
0.618 |
1.2496 |
|
0.500 |
1.2488 |
|
0.382 |
1.2479 |
|
LOW |
1.2453 |
|
0.618 |
1.2410 |
|
1.000 |
1.2384 |
|
1.618 |
1.2341 |
|
2.618 |
1.2272 |
|
4.250 |
1.2160 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2497 |
1.2551 |
| PP |
1.2492 |
1.2535 |
| S1 |
1.2488 |
1.2518 |
|