CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2472 |
1.2439 |
-0.0033 |
-0.3% |
1.2521 |
| High |
1.2520 |
1.2510 |
-0.0010 |
-0.1% |
1.2585 |
| Low |
1.2430 |
1.2406 |
-0.0024 |
-0.2% |
1.2368 |
| Close |
1.2433 |
1.2475 |
0.0042 |
0.3% |
1.2452 |
| Range |
0.0090 |
0.0104 |
0.0014 |
15.6% |
0.0217 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,788 |
1,831 |
-957 |
-34.3% |
10,388 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2776 |
1.2729 |
1.2532 |
|
| R3 |
1.2672 |
1.2625 |
1.2504 |
|
| R2 |
1.2568 |
1.2568 |
1.2494 |
|
| R1 |
1.2521 |
1.2521 |
1.2485 |
1.2545 |
| PP |
1.2464 |
1.2464 |
1.2464 |
1.2475 |
| S1 |
1.2417 |
1.2417 |
1.2465 |
1.2441 |
| S2 |
1.2360 |
1.2360 |
1.2456 |
|
| S3 |
1.2256 |
1.2313 |
1.2446 |
|
| S4 |
1.2152 |
1.2209 |
1.2418 |
|
|
| 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 |
1.2577 |
1.2368 |
0.0209 |
1.7% |
0.0116 |
0.9% |
51% |
False |
False |
1,885 |
| 10 |
1.2781 |
1.2368 |
0.0413 |
3.3% |
0.0110 |
0.9% |
26% |
False |
False |
1,826 |
| 20 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0106 |
0.8% |
20% |
False |
False |
1,390 |
| 40 |
1.2985 |
1.2368 |
0.0617 |
4.9% |
0.0101 |
0.8% |
17% |
False |
False |
1,058 |
| 60 |
1.3365 |
1.2368 |
0.0997 |
8.0% |
0.0086 |
0.7% |
11% |
False |
False |
747 |
| 80 |
1.3479 |
1.2368 |
0.1111 |
8.9% |
0.0070 |
0.6% |
10% |
False |
False |
589 |
| 100 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0060 |
0.5% |
8% |
False |
False |
476 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0054 |
0.4% |
8% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2952 |
|
2.618 |
1.2782 |
|
1.618 |
1.2678 |
|
1.000 |
1.2614 |
|
0.618 |
1.2574 |
|
HIGH |
1.2510 |
|
0.618 |
1.2470 |
|
0.500 |
1.2458 |
|
0.382 |
1.2446 |
|
LOW |
1.2406 |
|
0.618 |
1.2342 |
|
1.000 |
1.2302 |
|
1.618 |
1.2238 |
|
2.618 |
1.2134 |
|
4.250 |
1.1964 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2469 |
1.2465 |
| PP |
1.2464 |
1.2454 |
| S1 |
1.2458 |
1.2444 |
|