CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2482 |
1.2518 |
0.0036 |
0.3% |
1.2386 |
| High |
1.2544 |
1.2532 |
-0.0012 |
-0.1% |
1.2544 |
| Low |
1.2453 |
1.2437 |
-0.0016 |
-0.1% |
1.2373 |
| Close |
1.2524 |
1.2444 |
-0.0080 |
-0.6% |
1.2444 |
| Range |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0171 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
4,475 |
9,039 |
4,564 |
102.0% |
21,391 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2756 |
1.2695 |
1.2496 |
|
| R3 |
1.2661 |
1.2600 |
1.2470 |
|
| R2 |
1.2566 |
1.2566 |
1.2461 |
|
| R1 |
1.2505 |
1.2505 |
1.2453 |
1.2488 |
| PP |
1.2471 |
1.2471 |
1.2471 |
1.2463 |
| S1 |
1.2410 |
1.2410 |
1.2435 |
1.2393 |
| S2 |
1.2376 |
1.2376 |
1.2427 |
|
| S3 |
1.2281 |
1.2315 |
1.2418 |
|
| S4 |
1.2186 |
1.2220 |
1.2392 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2876 |
1.2538 |
|
| R3 |
1.2796 |
1.2705 |
1.2491 |
|
| R2 |
1.2625 |
1.2625 |
1.2475 |
|
| R1 |
1.2534 |
1.2534 |
1.2460 |
1.2580 |
| PP |
1.2454 |
1.2454 |
1.2454 |
1.2476 |
| S1 |
1.2363 |
1.2363 |
1.2428 |
1.2409 |
| S2 |
1.2283 |
1.2283 |
1.2413 |
|
| S3 |
1.2112 |
1.2192 |
1.2397 |
|
| S4 |
1.1941 |
1.2021 |
1.2350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2577 |
1.2373 |
0.0204 |
1.6% |
0.0108 |
0.9% |
35% |
False |
False |
4,775 |
| 10 |
1.2610 |
1.2373 |
0.0237 |
1.9% |
0.0108 |
0.9% |
30% |
False |
False |
3,587 |
| 20 |
1.2625 |
1.2368 |
0.0257 |
2.1% |
0.0104 |
0.8% |
30% |
False |
False |
2,786 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0108 |
0.9% |
14% |
False |
False |
1,856 |
| 60 |
1.3010 |
1.2368 |
0.0642 |
5.2% |
0.0096 |
0.8% |
12% |
False |
False |
1,381 |
| 80 |
1.3436 |
1.2368 |
0.1068 |
8.6% |
0.0083 |
0.7% |
7% |
False |
False |
1,063 |
| 100 |
1.3664 |
1.2368 |
0.1296 |
10.4% |
0.0070 |
0.6% |
6% |
False |
False |
860 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0061 |
0.5% |
6% |
False |
False |
720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2936 |
|
2.618 |
1.2781 |
|
1.618 |
1.2686 |
|
1.000 |
1.2627 |
|
0.618 |
1.2591 |
|
HIGH |
1.2532 |
|
0.618 |
1.2496 |
|
0.500 |
1.2485 |
|
0.382 |
1.2473 |
|
LOW |
1.2437 |
|
0.618 |
1.2378 |
|
1.000 |
1.2342 |
|
1.618 |
1.2283 |
|
2.618 |
1.2188 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2485 |
1.2477 |
| PP |
1.2471 |
1.2466 |
| S1 |
1.2458 |
1.2455 |
|