CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2386 |
1.2447 |
0.0061 |
0.5% |
1.2528 |
| High |
1.2453 |
1.2494 |
0.0041 |
0.3% |
1.2610 |
| Low |
1.2373 |
1.2410 |
0.0037 |
0.3% |
1.2385 |
| Close |
1.2444 |
1.2480 |
0.0036 |
0.3% |
1.2396 |
| Range |
0.0080 |
0.0084 |
0.0004 |
5.0% |
0.0225 |
| ATR |
0.0105 |
0.0104 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
4,697 |
3,180 |
-1,517 |
-32.3% |
11,984 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2713 |
1.2681 |
1.2526 |
|
| R3 |
1.2629 |
1.2597 |
1.2503 |
|
| R2 |
1.2545 |
1.2545 |
1.2495 |
|
| R1 |
1.2513 |
1.2513 |
1.2488 |
1.2529 |
| PP |
1.2461 |
1.2461 |
1.2461 |
1.2470 |
| S1 |
1.2429 |
1.2429 |
1.2472 |
1.2445 |
| S2 |
1.2377 |
1.2377 |
1.2465 |
|
| S3 |
1.2293 |
1.2345 |
1.2457 |
|
| S4 |
1.2209 |
1.2261 |
1.2434 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3139 |
1.2992 |
1.2520 |
|
| R3 |
1.2914 |
1.2767 |
1.2458 |
|
| R2 |
1.2689 |
1.2689 |
1.2437 |
|
| R1 |
1.2542 |
1.2542 |
1.2417 |
1.2503 |
| PP |
1.2464 |
1.2464 |
1.2464 |
1.2444 |
| S1 |
1.2317 |
1.2317 |
1.2375 |
1.2278 |
| S2 |
1.2239 |
1.2239 |
1.2355 |
|
| S3 |
1.2014 |
1.2092 |
1.2334 |
|
| S4 |
1.1789 |
1.1867 |
1.2272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2610 |
1.2373 |
0.0237 |
1.9% |
0.0103 |
0.8% |
45% |
False |
False |
2,996 |
| 10 |
1.2610 |
1.2373 |
0.0237 |
1.9% |
0.0103 |
0.8% |
45% |
False |
False |
2,512 |
| 20 |
1.2781 |
1.2368 |
0.0413 |
3.3% |
0.0107 |
0.9% |
27% |
False |
False |
2,169 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0107 |
0.9% |
21% |
False |
False |
1,550 |
| 60 |
1.3175 |
1.2368 |
0.0807 |
6.5% |
0.0097 |
0.8% |
14% |
False |
False |
1,159 |
| 80 |
1.3436 |
1.2368 |
0.1068 |
8.6% |
0.0081 |
0.7% |
10% |
False |
False |
897 |
| 100 |
1.3664 |
1.2368 |
0.1296 |
10.4% |
0.0068 |
0.5% |
9% |
False |
False |
726 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0060 |
0.5% |
8% |
False |
False |
607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2851 |
|
2.618 |
1.2714 |
|
1.618 |
1.2630 |
|
1.000 |
1.2578 |
|
0.618 |
1.2546 |
|
HIGH |
1.2494 |
|
0.618 |
1.2462 |
|
0.500 |
1.2452 |
|
0.382 |
1.2442 |
|
LOW |
1.2410 |
|
0.618 |
1.2358 |
|
1.000 |
1.2326 |
|
1.618 |
1.2274 |
|
2.618 |
1.2190 |
|
4.250 |
1.2053 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2471 |
1.2478 |
| PP |
1.2461 |
1.2477 |
| S1 |
1.2452 |
1.2475 |
|