CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2393 |
1.2472 |
0.0079 |
0.6% |
1.2521 |
| High |
1.2481 |
1.2520 |
0.0039 |
0.3% |
1.2585 |
| Low |
1.2368 |
1.2430 |
0.0062 |
0.5% |
1.2368 |
| Close |
1.2452 |
1.2433 |
-0.0019 |
-0.2% |
1.2452 |
| Range |
0.0113 |
0.0090 |
-0.0023 |
-20.4% |
0.0217 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2,016 |
2,788 |
772 |
38.3% |
10,388 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2731 |
1.2672 |
1.2483 |
|
| R3 |
1.2641 |
1.2582 |
1.2458 |
|
| R2 |
1.2551 |
1.2551 |
1.2450 |
|
| R1 |
1.2492 |
1.2492 |
1.2441 |
1.2477 |
| PP |
1.2461 |
1.2461 |
1.2461 |
1.2453 |
| S1 |
1.2402 |
1.2402 |
1.2425 |
1.2387 |
| S2 |
1.2371 |
1.2371 |
1.2417 |
|
| S3 |
1.2281 |
1.2312 |
1.2408 |
|
| S4 |
1.2191 |
1.2222 |
1.2384 |
|
|
| 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% |
0.0112 |
0.9% |
30% |
False |
False |
1,814 |
| 10 |
1.2781 |
1.2368 |
0.0413 |
3.3% |
0.0107 |
0.9% |
16% |
False |
False |
1,726 |
| 20 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0106 |
0.8% |
12% |
False |
False |
1,338 |
| 40 |
1.3010 |
1.2368 |
0.0642 |
5.2% |
0.0100 |
0.8% |
10% |
False |
False |
1,017 |
| 60 |
1.3410 |
1.2368 |
0.1042 |
8.4% |
0.0085 |
0.7% |
6% |
False |
False |
716 |
| 80 |
1.3547 |
1.2368 |
0.1179 |
9.5% |
0.0069 |
0.6% |
6% |
False |
False |
567 |
| 100 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0059 |
0.5% |
5% |
False |
False |
459 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0053 |
0.4% |
5% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2903 |
|
2.618 |
1.2756 |
|
1.618 |
1.2666 |
|
1.000 |
1.2610 |
|
0.618 |
1.2576 |
|
HIGH |
1.2520 |
|
0.618 |
1.2486 |
|
0.500 |
1.2475 |
|
0.382 |
1.2464 |
|
LOW |
1.2430 |
|
0.618 |
1.2374 |
|
1.000 |
1.2340 |
|
1.618 |
1.2284 |
|
2.618 |
1.2194 |
|
4.250 |
1.2048 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2475 |
1.2456 |
| PP |
1.2461 |
1.2448 |
| S1 |
1.2447 |
1.2441 |
|