CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2542 |
1.2552 |
0.0010 |
0.1% |
1.2472 |
| High |
1.2610 |
1.2584 |
-0.0026 |
-0.2% |
1.2555 |
| Low |
1.2522 |
1.2515 |
-0.0007 |
-0.1% |
1.2406 |
| Close |
1.2554 |
1.2559 |
0.0005 |
0.0% |
1.2536 |
| Range |
0.0088 |
0.0069 |
-0.0019 |
-21.6% |
0.0149 |
| ATR |
0.0103 |
0.0100 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
2,401 |
2,215 |
-186 |
-7.7% |
9,885 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2760 |
1.2728 |
1.2597 |
|
| R3 |
1.2691 |
1.2659 |
1.2578 |
|
| R2 |
1.2622 |
1.2622 |
1.2572 |
|
| R1 |
1.2590 |
1.2590 |
1.2565 |
1.2606 |
| PP |
1.2553 |
1.2553 |
1.2553 |
1.2561 |
| S1 |
1.2521 |
1.2521 |
1.2553 |
1.2537 |
| S2 |
1.2484 |
1.2484 |
1.2546 |
|
| S3 |
1.2415 |
1.2452 |
1.2540 |
|
| S4 |
1.2346 |
1.2383 |
1.2521 |
|
|
| 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 |
1.2610 |
1.2408 |
0.0202 |
1.6% |
0.0107 |
0.9% |
75% |
False |
False |
2,400 |
| 10 |
1.2610 |
1.2368 |
0.0242 |
1.9% |
0.0098 |
0.8% |
79% |
False |
False |
2,139 |
| 20 |
1.2781 |
1.2368 |
0.0413 |
3.3% |
0.0098 |
0.8% |
46% |
False |
False |
1,745 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0104 |
0.8% |
36% |
False |
False |
1,332 |
| 60 |
1.3201 |
1.2368 |
0.0833 |
6.6% |
0.0093 |
0.7% |
23% |
False |
False |
988 |
| 80 |
1.3446 |
1.2368 |
0.1078 |
8.6% |
0.0078 |
0.6% |
18% |
False |
False |
771 |
| 100 |
1.3696 |
1.2368 |
0.1328 |
10.6% |
0.0066 |
0.5% |
14% |
False |
False |
623 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0059 |
0.5% |
14% |
False |
False |
521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2877 |
|
2.618 |
1.2765 |
|
1.618 |
1.2696 |
|
1.000 |
1.2653 |
|
0.618 |
1.2627 |
|
HIGH |
1.2584 |
|
0.618 |
1.2558 |
|
0.500 |
1.2550 |
|
0.382 |
1.2541 |
|
LOW |
1.2515 |
|
0.618 |
1.2472 |
|
1.000 |
1.2446 |
|
1.618 |
1.2403 |
|
2.618 |
1.2334 |
|
4.250 |
1.2222 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2556 |
1.2550 |
| PP |
1.2553 |
1.2541 |
| S1 |
1.2550 |
1.2533 |
|