CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2521 |
1.2505 |
-0.0016 |
-0.1% |
1.2690 |
| High |
1.2522 |
1.2585 |
0.0063 |
0.5% |
1.2781 |
| Low |
1.2453 |
1.2504 |
0.0051 |
0.4% |
1.2497 |
| Close |
1.2502 |
1.2568 |
0.0066 |
0.5% |
1.2537 |
| Range |
0.0069 |
0.0081 |
0.0012 |
17.4% |
0.0284 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
4,105 |
1,477 |
-2,628 |
-64.0% |
4,720 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2795 |
1.2763 |
1.2613 |
|
| R3 |
1.2714 |
1.2682 |
1.2590 |
|
| R2 |
1.2633 |
1.2633 |
1.2583 |
|
| R1 |
1.2601 |
1.2601 |
1.2575 |
1.2617 |
| PP |
1.2552 |
1.2552 |
1.2552 |
1.2561 |
| S1 |
1.2520 |
1.2520 |
1.2561 |
1.2536 |
| S2 |
1.2471 |
1.2471 |
1.2553 |
|
| S3 |
1.2390 |
1.2439 |
1.2546 |
|
| S4 |
1.2309 |
1.2358 |
1.2523 |
|
|
| 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% |
0.0103 |
0.8% |
35% |
False |
False |
1,767 |
| 10 |
1.2781 |
1.2453 |
0.0328 |
2.6% |
0.0086 |
0.7% |
35% |
False |
False |
1,260 |
| 20 |
1.2896 |
1.2453 |
0.0443 |
3.5% |
0.0105 |
0.8% |
26% |
False |
False |
1,163 |
| 40 |
1.3010 |
1.2453 |
0.0557 |
4.4% |
0.0094 |
0.7% |
21% |
False |
False |
844 |
| 60 |
1.3420 |
1.2453 |
0.0967 |
7.7% |
0.0078 |
0.6% |
12% |
False |
False |
611 |
| 80 |
1.3606 |
1.2453 |
0.1153 |
9.2% |
0.0064 |
0.5% |
10% |
False |
False |
474 |
| 100 |
1.3710 |
1.2453 |
0.1257 |
10.0% |
0.0055 |
0.4% |
9% |
False |
False |
383 |
| 120 |
1.3735 |
1.2453 |
0.1282 |
10.2% |
0.0049 |
0.4% |
9% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2929 |
|
2.618 |
1.2797 |
|
1.618 |
1.2716 |
|
1.000 |
1.2666 |
|
0.618 |
1.2635 |
|
HIGH |
1.2585 |
|
0.618 |
1.2554 |
|
0.500 |
1.2545 |
|
0.382 |
1.2535 |
|
LOW |
1.2504 |
|
0.618 |
1.2454 |
|
1.000 |
1.2423 |
|
1.618 |
1.2373 |
|
2.618 |
1.2292 |
|
4.250 |
1.2160 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2560 |
1.2558 |
| PP |
1.2552 |
1.2549 |
| S1 |
1.2545 |
1.2539 |
|