CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2562 |
1.2486 |
-0.0076 |
-0.6% |
1.2690 |
| High |
1.2577 |
1.2543 |
-0.0034 |
-0.3% |
1.2781 |
| Low |
1.2470 |
1.2376 |
-0.0094 |
-0.8% |
1.2497 |
| Close |
1.2491 |
1.2398 |
-0.0093 |
-0.7% |
1.2537 |
| Range |
0.0107 |
0.0167 |
0.0060 |
56.1% |
0.0284 |
| ATR |
0.0099 |
0.0103 |
0.0005 |
5.0% |
0.0000 |
| Volume |
1,684 |
1,106 |
-578 |
-34.3% |
4,720 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2836 |
1.2490 |
|
| R3 |
1.2773 |
1.2669 |
1.2444 |
|
| R2 |
1.2606 |
1.2606 |
1.2429 |
|
| R1 |
1.2502 |
1.2502 |
1.2413 |
1.2471 |
| PP |
1.2439 |
1.2439 |
1.2439 |
1.2423 |
| S1 |
1.2335 |
1.2335 |
1.2383 |
1.2304 |
| S2 |
1.2272 |
1.2272 |
1.2367 |
|
| S3 |
1.2105 |
1.2168 |
1.2352 |
|
| S4 |
1.1938 |
1.2001 |
1.2306 |
|
|
| 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 |
1.2625 |
1.2376 |
0.0249 |
2.0% |
0.0110 |
0.9% |
9% |
False |
True |
2,089 |
| 10 |
1.2781 |
1.2376 |
0.0405 |
3.3% |
0.0098 |
0.8% |
5% |
False |
True |
1,352 |
| 20 |
1.2896 |
1.2376 |
0.0520 |
4.2% |
0.0107 |
0.9% |
4% |
False |
True |
1,197 |
| 40 |
1.3010 |
1.2376 |
0.0634 |
5.1% |
0.0098 |
0.8% |
3% |
False |
True |
904 |
| 60 |
1.3412 |
1.2376 |
0.1036 |
8.4% |
0.0082 |
0.7% |
2% |
False |
True |
657 |
| 80 |
1.3549 |
1.2376 |
0.1173 |
9.5% |
0.0067 |
0.5% |
2% |
False |
True |
508 |
| 100 |
1.3710 |
1.2376 |
0.1334 |
10.8% |
0.0057 |
0.5% |
2% |
False |
True |
411 |
| 120 |
1.3710 |
1.2376 |
0.1334 |
10.8% |
0.0052 |
0.4% |
2% |
False |
True |
344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3253 |
|
2.618 |
1.2980 |
|
1.618 |
1.2813 |
|
1.000 |
1.2710 |
|
0.618 |
1.2646 |
|
HIGH |
1.2543 |
|
0.618 |
1.2479 |
|
0.500 |
1.2460 |
|
0.382 |
1.2440 |
|
LOW |
1.2376 |
|
0.618 |
1.2273 |
|
1.000 |
1.2209 |
|
1.618 |
1.2106 |
|
2.618 |
1.1939 |
|
4.250 |
1.1666 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2460 |
1.2481 |
| PP |
1.2439 |
1.2453 |
| S1 |
1.2419 |
1.2426 |
|