CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2505 |
1.2562 |
0.0057 |
0.5% |
1.2690 |
| High |
1.2585 |
1.2577 |
-0.0008 |
-0.1% |
1.2781 |
| Low |
1.2504 |
1.2470 |
-0.0034 |
-0.3% |
1.2497 |
| Close |
1.2568 |
1.2491 |
-0.0077 |
-0.6% |
1.2537 |
| Range |
0.0081 |
0.0107 |
0.0026 |
32.1% |
0.0284 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,477 |
1,684 |
207 |
14.0% |
4,720 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2834 |
1.2769 |
1.2550 |
|
| R3 |
1.2727 |
1.2662 |
1.2520 |
|
| R2 |
1.2620 |
1.2620 |
1.2511 |
|
| R1 |
1.2555 |
1.2555 |
1.2501 |
1.2534 |
| PP |
1.2513 |
1.2513 |
1.2513 |
1.2502 |
| S1 |
1.2448 |
1.2448 |
1.2481 |
1.2427 |
| S2 |
1.2406 |
1.2406 |
1.2471 |
|
| S3 |
1.2299 |
1.2341 |
1.2462 |
|
| S4 |
1.2192 |
1.2234 |
1.2432 |
|
|
| 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 |
1.2649 |
1.2453 |
0.0196 |
1.6% |
0.0097 |
0.8% |
19% |
False |
False |
1,984 |
| 10 |
1.2781 |
1.2453 |
0.0328 |
2.6% |
0.0087 |
0.7% |
12% |
False |
False |
1,349 |
| 20 |
1.2896 |
1.2453 |
0.0443 |
3.5% |
0.0105 |
0.8% |
9% |
False |
False |
1,188 |
| 40 |
1.3010 |
1.2453 |
0.0557 |
4.5% |
0.0095 |
0.8% |
7% |
False |
False |
882 |
| 60 |
1.3420 |
1.2453 |
0.0967 |
7.7% |
0.0080 |
0.6% |
4% |
False |
False |
639 |
| 80 |
1.3549 |
1.2453 |
0.1096 |
8.8% |
0.0065 |
0.5% |
3% |
False |
False |
494 |
| 100 |
1.3710 |
1.2453 |
0.1257 |
10.1% |
0.0056 |
0.4% |
3% |
False |
False |
400 |
| 120 |
1.3735 |
1.2453 |
0.1282 |
10.3% |
0.0050 |
0.4% |
3% |
False |
False |
335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3032 |
|
2.618 |
1.2857 |
|
1.618 |
1.2750 |
|
1.000 |
1.2684 |
|
0.618 |
1.2643 |
|
HIGH |
1.2577 |
|
0.618 |
1.2536 |
|
0.500 |
1.2524 |
|
0.382 |
1.2511 |
|
LOW |
1.2470 |
|
0.618 |
1.2404 |
|
1.000 |
1.2363 |
|
1.618 |
1.2297 |
|
2.618 |
1.2190 |
|
4.250 |
1.2015 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2524 |
1.2519 |
| PP |
1.2513 |
1.2510 |
| S1 |
1.2502 |
1.2500 |
|