CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2439 |
1.2487 |
0.0048 |
0.4% |
1.2521 |
| High |
1.2510 |
1.2509 |
-0.0001 |
0.0% |
1.2585 |
| Low |
1.2406 |
1.2431 |
0.0025 |
0.2% |
1.2368 |
| Close |
1.2475 |
1.2443 |
-0.0032 |
-0.3% |
1.2452 |
| Range |
0.0104 |
0.0078 |
-0.0026 |
-25.0% |
0.0217 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
1,831 |
1,060 |
-771 |
-42.1% |
10,388 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2695 |
1.2647 |
1.2486 |
|
| R3 |
1.2617 |
1.2569 |
1.2464 |
|
| R2 |
1.2539 |
1.2539 |
1.2457 |
|
| R1 |
1.2491 |
1.2491 |
1.2450 |
1.2476 |
| PP |
1.2461 |
1.2461 |
1.2461 |
1.2454 |
| S1 |
1.2413 |
1.2413 |
1.2436 |
1.2398 |
| S2 |
1.2383 |
1.2383 |
1.2429 |
|
| S3 |
1.2305 |
1.2335 |
1.2422 |
|
| S4 |
1.2227 |
1.2257 |
1.2400 |
|
|
| 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 |
1.2543 |
1.2368 |
0.0175 |
1.4% |
0.0110 |
0.9% |
43% |
False |
False |
1,760 |
| 10 |
1.2649 |
1.2368 |
0.0281 |
2.3% |
0.0104 |
0.8% |
27% |
False |
False |
1,872 |
| 20 |
1.2858 |
1.2368 |
0.0490 |
3.9% |
0.0097 |
0.8% |
15% |
False |
False |
1,410 |
| 40 |
1.2942 |
1.2368 |
0.0574 |
4.6% |
0.0100 |
0.8% |
13% |
False |
False |
1,060 |
| 60 |
1.3310 |
1.2368 |
0.0942 |
7.6% |
0.0086 |
0.7% |
8% |
False |
False |
764 |
| 80 |
1.3478 |
1.2368 |
0.1110 |
8.9% |
0.0071 |
0.6% |
7% |
False |
False |
602 |
| 100 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0060 |
0.5% |
6% |
False |
False |
487 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0054 |
0.4% |
6% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2841 |
|
2.618 |
1.2713 |
|
1.618 |
1.2635 |
|
1.000 |
1.2587 |
|
0.618 |
1.2557 |
|
HIGH |
1.2509 |
|
0.618 |
1.2479 |
|
0.500 |
1.2470 |
|
0.382 |
1.2461 |
|
LOW |
1.2431 |
|
0.618 |
1.2383 |
|
1.000 |
1.2353 |
|
1.618 |
1.2305 |
|
2.618 |
1.2227 |
|
4.250 |
1.2100 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2470 |
1.2463 |
| PP |
1.2461 |
1.2456 |
| S1 |
1.2452 |
1.2450 |
|