CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2485 |
1.2528 |
0.0043 |
0.3% |
1.2472 |
| High |
1.2555 |
1.2588 |
0.0033 |
0.3% |
1.2555 |
| Low |
1.2408 |
1.2457 |
0.0049 |
0.4% |
1.2406 |
| Close |
1.2536 |
1.2462 |
-0.0074 |
-0.6% |
1.2536 |
| Range |
0.0147 |
0.0131 |
-0.0016 |
-10.9% |
0.0149 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.0% |
0.0000 |
| Volume |
2,503 |
2,976 |
473 |
18.9% |
9,885 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2895 |
1.2810 |
1.2534 |
|
| R3 |
1.2764 |
1.2679 |
1.2498 |
|
| R2 |
1.2633 |
1.2633 |
1.2486 |
|
| R1 |
1.2548 |
1.2548 |
1.2474 |
1.2525 |
| PP |
1.2502 |
1.2502 |
1.2502 |
1.2491 |
| S1 |
1.2417 |
1.2417 |
1.2450 |
1.2394 |
| S2 |
1.2371 |
1.2371 |
1.2438 |
|
| S3 |
1.2240 |
1.2286 |
1.2426 |
|
| S4 |
1.2109 |
1.2155 |
1.2390 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2946 |
1.2890 |
1.2618 |
|
| R3 |
1.2797 |
1.2741 |
1.2577 |
|
| R2 |
1.2648 |
1.2648 |
1.2563 |
|
| R1 |
1.2592 |
1.2592 |
1.2550 |
1.2620 |
| PP |
1.2499 |
1.2499 |
1.2499 |
1.2513 |
| S1 |
1.2443 |
1.2443 |
1.2522 |
1.2471 |
| S2 |
1.2350 |
1.2350 |
1.2509 |
|
| S3 |
1.2201 |
1.2294 |
1.2495 |
|
| S4 |
1.2052 |
1.2145 |
1.2454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2588 |
1.2406 |
0.0182 |
1.5% |
0.0105 |
0.8% |
31% |
True |
False |
2,014 |
| 10 |
1.2588 |
1.2368 |
0.0220 |
1.8% |
0.0108 |
0.9% |
43% |
True |
False |
1,914 |
| 20 |
1.2851 |
1.2368 |
0.0483 |
3.9% |
0.0099 |
0.8% |
19% |
False |
False |
1,582 |
| 40 |
1.2916 |
1.2368 |
0.0548 |
4.4% |
0.0103 |
0.8% |
17% |
False |
False |
1,197 |
| 60 |
1.3225 |
1.2368 |
0.0857 |
6.9% |
0.0090 |
0.7% |
11% |
False |
False |
882 |
| 80 |
1.3453 |
1.2368 |
0.1085 |
8.7% |
0.0075 |
0.6% |
9% |
False |
False |
691 |
| 100 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0064 |
0.5% |
7% |
False |
False |
558 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0057 |
0.5% |
7% |
False |
False |
467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3145 |
|
2.618 |
1.2931 |
|
1.618 |
1.2800 |
|
1.000 |
1.2719 |
|
0.618 |
1.2669 |
|
HIGH |
1.2588 |
|
0.618 |
1.2538 |
|
0.500 |
1.2523 |
|
0.382 |
1.2507 |
|
LOW |
1.2457 |
|
0.618 |
1.2376 |
|
1.000 |
1.2326 |
|
1.618 |
1.2245 |
|
2.618 |
1.2114 |
|
4.250 |
1.1900 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2523 |
1.2498 |
| PP |
1.2502 |
1.2486 |
| S1 |
1.2482 |
1.2474 |
|