CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2443 |
1.2498 |
0.0055 |
0.4% |
1.2539 |
| High |
1.2500 |
1.2535 |
0.0035 |
0.3% |
1.2610 |
| Low |
1.2419 |
1.2470 |
0.0051 |
0.4% |
1.2398 |
| Close |
1.2490 |
1.2533 |
0.0043 |
0.3% |
1.2406 |
| Range |
0.0081 |
0.0065 |
-0.0016 |
-19.8% |
0.0212 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
23 |
202 |
179 |
778.3% |
285 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2708 |
1.2685 |
1.2569 |
|
| R3 |
1.2643 |
1.2620 |
1.2551 |
|
| R2 |
1.2578 |
1.2578 |
1.2545 |
|
| R1 |
1.2555 |
1.2555 |
1.2539 |
1.2567 |
| PP |
1.2513 |
1.2513 |
1.2513 |
1.2518 |
| S1 |
1.2490 |
1.2490 |
1.2527 |
1.2502 |
| S2 |
1.2448 |
1.2448 |
1.2521 |
|
| S3 |
1.2383 |
1.2425 |
1.2515 |
|
| S4 |
1.2318 |
1.2360 |
1.2497 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3107 |
1.2969 |
1.2523 |
|
| R3 |
1.2895 |
1.2757 |
1.2464 |
|
| R2 |
1.2683 |
1.2683 |
1.2445 |
|
| R1 |
1.2545 |
1.2545 |
1.2425 |
1.2508 |
| PP |
1.2471 |
1.2471 |
1.2471 |
1.2453 |
| S1 |
1.2333 |
1.2333 |
1.2387 |
1.2296 |
| S2 |
1.2259 |
1.2259 |
1.2367 |
|
| S3 |
1.2047 |
1.2121 |
1.2348 |
|
| S4 |
1.1835 |
1.1909 |
1.2289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2580 |
1.2391 |
0.0189 |
1.5% |
0.0088 |
0.7% |
75% |
False |
False |
183 |
| 10 |
1.2610 |
1.2391 |
0.0219 |
1.7% |
0.0088 |
0.7% |
65% |
False |
False |
113 |
| 20 |
1.2642 |
1.2391 |
0.0251 |
2.0% |
0.0084 |
0.7% |
57% |
False |
False |
102 |
| 40 |
1.2865 |
1.2391 |
0.0474 |
3.8% |
0.0086 |
0.7% |
30% |
False |
False |
71 |
| 60 |
1.3155 |
1.2391 |
0.0764 |
6.1% |
0.0079 |
0.6% |
19% |
False |
False |
58 |
| 80 |
1.3434 |
1.2391 |
0.1043 |
8.3% |
0.0064 |
0.5% |
14% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2811 |
|
2.618 |
1.2705 |
|
1.618 |
1.2640 |
|
1.000 |
1.2600 |
|
0.618 |
1.2575 |
|
HIGH |
1.2535 |
|
0.618 |
1.2510 |
|
0.500 |
1.2503 |
|
0.382 |
1.2495 |
|
LOW |
1.2470 |
|
0.618 |
1.2430 |
|
1.000 |
1.2405 |
|
1.618 |
1.2365 |
|
2.618 |
1.2300 |
|
4.250 |
1.2194 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2523 |
1.2510 |
| PP |
1.2513 |
1.2486 |
| S1 |
1.2503 |
1.2463 |
|