CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2486 |
1.2393 |
-0.0093 |
-0.7% |
1.2521 |
| High |
1.2543 |
1.2481 |
-0.0062 |
-0.5% |
1.2585 |
| Low |
1.2376 |
1.2368 |
-0.0008 |
-0.1% |
1.2368 |
| Close |
1.2398 |
1.2452 |
0.0054 |
0.4% |
1.2452 |
| Range |
0.0167 |
0.0113 |
-0.0054 |
-32.3% |
0.0217 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
0.7% |
0.0000 |
| Volume |
1,106 |
2,016 |
910 |
82.3% |
10,388 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2773 |
1.2725 |
1.2514 |
|
| R3 |
1.2660 |
1.2612 |
1.2483 |
|
| R2 |
1.2547 |
1.2547 |
1.2473 |
|
| R1 |
1.2499 |
1.2499 |
1.2462 |
1.2523 |
| PP |
1.2434 |
1.2434 |
1.2434 |
1.2446 |
| S1 |
1.2386 |
1.2386 |
1.2442 |
1.2410 |
| S2 |
1.2321 |
1.2321 |
1.2431 |
|
| S3 |
1.2208 |
1.2273 |
1.2421 |
|
| S4 |
1.2095 |
1.2160 |
1.2390 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3119 |
1.3003 |
1.2571 |
|
| R3 |
1.2902 |
1.2786 |
1.2512 |
|
| R2 |
1.2685 |
1.2685 |
1.2492 |
|
| R1 |
1.2569 |
1.2569 |
1.2472 |
1.2519 |
| PP |
1.2468 |
1.2468 |
1.2468 |
1.2443 |
| S1 |
1.2352 |
1.2352 |
1.2432 |
1.2302 |
| S2 |
1.2251 |
1.2251 |
1.2412 |
|
| S3 |
1.2034 |
1.2135 |
1.2392 |
|
| S4 |
1.1817 |
1.1918 |
1.2333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2585 |
1.2368 |
0.0217 |
1.7% |
0.0107 |
0.9% |
39% |
False |
True |
2,077 |
| 10 |
1.2781 |
1.2368 |
0.0413 |
3.3% |
0.0104 |
0.8% |
20% |
False |
True |
1,510 |
| 20 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0107 |
0.9% |
16% |
False |
True |
1,228 |
| 40 |
1.3010 |
1.2368 |
0.0642 |
5.2% |
0.0099 |
0.8% |
13% |
False |
True |
952 |
| 60 |
1.3412 |
1.2368 |
0.1044 |
8.4% |
0.0083 |
0.7% |
8% |
False |
True |
690 |
| 80 |
1.3549 |
1.2368 |
0.1181 |
9.5% |
0.0068 |
0.5% |
7% |
False |
True |
532 |
| 100 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0058 |
0.5% |
6% |
False |
True |
431 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0053 |
0.4% |
6% |
False |
True |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2961 |
|
2.618 |
1.2777 |
|
1.618 |
1.2664 |
|
1.000 |
1.2594 |
|
0.618 |
1.2551 |
|
HIGH |
1.2481 |
|
0.618 |
1.2438 |
|
0.500 |
1.2425 |
|
0.382 |
1.2411 |
|
LOW |
1.2368 |
|
0.618 |
1.2298 |
|
1.000 |
1.2255 |
|
1.618 |
1.2185 |
|
2.618 |
1.2072 |
|
4.250 |
1.1888 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2443 |
1.2473 |
| PP |
1.2434 |
1.2466 |
| S1 |
1.2425 |
1.2459 |
|