CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2487 |
1.2443 |
-0.0044 |
-0.4% |
1.2521 |
| High |
1.2509 |
1.2501 |
-0.0008 |
-0.1% |
1.2585 |
| Low |
1.2431 |
1.2437 |
0.0006 |
0.0% |
1.2368 |
| Close |
1.2443 |
1.2498 |
0.0055 |
0.4% |
1.2452 |
| Range |
0.0078 |
0.0064 |
-0.0014 |
-17.9% |
0.0217 |
| ATR |
0.0101 |
0.0099 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
1,060 |
1,703 |
643 |
60.7% |
10,388 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2671 |
1.2648 |
1.2533 |
|
| R3 |
1.2607 |
1.2584 |
1.2516 |
|
| R2 |
1.2543 |
1.2543 |
1.2510 |
|
| R1 |
1.2520 |
1.2520 |
1.2504 |
1.2532 |
| PP |
1.2479 |
1.2479 |
1.2479 |
1.2484 |
| S1 |
1.2456 |
1.2456 |
1.2492 |
1.2468 |
| S2 |
1.2415 |
1.2415 |
1.2486 |
|
| S3 |
1.2351 |
1.2392 |
1.2480 |
|
| S4 |
1.2287 |
1.2328 |
1.2463 |
|
|
| 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 |
1.2520 |
1.2368 |
0.0152 |
1.2% |
0.0090 |
0.7% |
86% |
False |
False |
1,879 |
| 10 |
1.2625 |
1.2368 |
0.0257 |
2.1% |
0.0100 |
0.8% |
51% |
False |
False |
1,984 |
| 20 |
1.2851 |
1.2368 |
0.0483 |
3.9% |
0.0093 |
0.7% |
27% |
False |
False |
1,380 |
| 40 |
1.2940 |
1.2368 |
0.0572 |
4.6% |
0.0100 |
0.8% |
23% |
False |
False |
1,073 |
| 60 |
1.3298 |
1.2368 |
0.0930 |
7.4% |
0.0087 |
0.7% |
14% |
False |
False |
791 |
| 80 |
1.3478 |
1.2368 |
0.1110 |
8.9% |
0.0072 |
0.6% |
12% |
False |
False |
622 |
| 100 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0061 |
0.5% |
10% |
False |
False |
504 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0055 |
0.4% |
10% |
False |
False |
421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2773 |
|
2.618 |
1.2669 |
|
1.618 |
1.2605 |
|
1.000 |
1.2565 |
|
0.618 |
1.2541 |
|
HIGH |
1.2501 |
|
0.618 |
1.2477 |
|
0.500 |
1.2469 |
|
0.382 |
1.2461 |
|
LOW |
1.2437 |
|
0.618 |
1.2397 |
|
1.000 |
1.2373 |
|
1.618 |
1.2333 |
|
2.618 |
1.2269 |
|
4.250 |
1.2165 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2488 |
1.2485 |
| PP |
1.2479 |
1.2471 |
| S1 |
1.2469 |
1.2458 |
|