CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2494 |
1.2448 |
-0.0046 |
-0.4% |
1.2516 |
| High |
1.2515 |
1.2515 |
0.0000 |
0.0% |
1.2590 |
| Low |
1.2443 |
1.2415 |
-0.0028 |
-0.2% |
1.2392 |
| Close |
1.2443 |
1.2485 |
0.0042 |
0.3% |
1.2462 |
| Range |
0.0072 |
0.0100 |
0.0028 |
38.9% |
0.0198 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0000 |
| Volume |
85 |
47 |
-38 |
-44.7% |
436 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2772 |
1.2728 |
1.2540 |
|
| R3 |
1.2672 |
1.2628 |
1.2513 |
|
| R2 |
1.2572 |
1.2572 |
1.2503 |
|
| R1 |
1.2528 |
1.2528 |
1.2494 |
1.2550 |
| PP |
1.2472 |
1.2472 |
1.2472 |
1.2483 |
| S1 |
1.2428 |
1.2428 |
1.2476 |
1.2450 |
| S2 |
1.2372 |
1.2372 |
1.2467 |
|
| S3 |
1.2272 |
1.2328 |
1.2458 |
|
| S4 |
1.2172 |
1.2228 |
1.2430 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3075 |
1.2967 |
1.2571 |
|
| R3 |
1.2877 |
1.2769 |
1.2516 |
|
| R2 |
1.2679 |
1.2679 |
1.2498 |
|
| R1 |
1.2571 |
1.2571 |
1.2480 |
1.2526 |
| PP |
1.2481 |
1.2481 |
1.2481 |
1.2459 |
| S1 |
1.2373 |
1.2373 |
1.2444 |
1.2328 |
| S2 |
1.2283 |
1.2283 |
1.2426 |
|
| S3 |
1.2085 |
1.2175 |
1.2408 |
|
| S4 |
1.1887 |
1.1977 |
1.2353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2580 |
1.2392 |
0.0188 |
1.5% |
0.0099 |
0.8% |
49% |
False |
False |
62 |
| 10 |
1.2778 |
1.2392 |
0.0386 |
3.1% |
0.0086 |
0.7% |
24% |
False |
False |
94 |
| 20 |
1.2865 |
1.2392 |
0.0473 |
3.8% |
0.0077 |
0.6% |
20% |
False |
False |
59 |
| 40 |
1.3010 |
1.2392 |
0.0618 |
4.9% |
0.0081 |
0.6% |
15% |
False |
False |
54 |
| 60 |
1.3350 |
1.2392 |
0.0958 |
7.7% |
0.0068 |
0.5% |
10% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2940 |
|
2.618 |
1.2777 |
|
1.618 |
1.2677 |
|
1.000 |
1.2615 |
|
0.618 |
1.2577 |
|
HIGH |
1.2515 |
|
0.618 |
1.2477 |
|
0.500 |
1.2465 |
|
0.382 |
1.2453 |
|
LOW |
1.2415 |
|
0.618 |
1.2353 |
|
1.000 |
1.2315 |
|
1.618 |
1.2253 |
|
2.618 |
1.2153 |
|
4.250 |
1.1990 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2478 |
1.2475 |
| PP |
1.2472 |
1.2464 |
| S1 |
1.2465 |
1.2454 |
|