CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2447 |
1.2473 |
0.0026 |
0.2% |
1.2376 |
| High |
1.2509 |
1.2478 |
-0.0031 |
-0.2% |
1.2534 |
| Low |
1.2421 |
1.2378 |
-0.0043 |
-0.3% |
1.2366 |
| Close |
1.2479 |
1.2381 |
-0.0098 |
-0.8% |
1.2436 |
| Range |
0.0088 |
0.0100 |
0.0012 |
13.6% |
0.0168 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
241,437 |
191,569 |
-49,868 |
-20.7% |
850,103 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2712 |
1.2647 |
1.2436 |
|
| R3 |
1.2612 |
1.2547 |
1.2409 |
|
| R2 |
1.2512 |
1.2512 |
1.2399 |
|
| R1 |
1.2447 |
1.2447 |
1.2390 |
1.2430 |
| PP |
1.2412 |
1.2412 |
1.2412 |
1.2404 |
| S1 |
1.2347 |
1.2347 |
1.2372 |
1.2330 |
| S2 |
1.2312 |
1.2312 |
1.2363 |
|
| S3 |
1.2212 |
1.2247 |
1.2354 |
|
| S4 |
1.2112 |
1.2147 |
1.2326 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2861 |
1.2528 |
|
| R3 |
1.2781 |
1.2693 |
1.2482 |
|
| R2 |
1.2613 |
1.2613 |
1.2467 |
|
| R1 |
1.2525 |
1.2525 |
1.2451 |
1.2569 |
| PP |
1.2445 |
1.2445 |
1.2445 |
1.2468 |
| S1 |
1.2357 |
1.2357 |
1.2421 |
1.2401 |
| S2 |
1.2277 |
1.2277 |
1.2405 |
|
| S3 |
1.2109 |
1.2189 |
1.2390 |
|
| S4 |
1.1941 |
1.2021 |
1.2344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2534 |
1.2378 |
0.0156 |
1.3% |
0.0092 |
0.7% |
2% |
False |
True |
216,289 |
| 10 |
1.2605 |
1.2366 |
0.0239 |
1.9% |
0.0100 |
0.8% |
6% |
False |
False |
233,171 |
| 20 |
1.2605 |
1.2361 |
0.0244 |
2.0% |
0.0105 |
0.9% |
8% |
False |
False |
235,907 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0108 |
0.9% |
4% |
False |
False |
241,135 |
| 60 |
1.3006 |
1.2361 |
0.0645 |
5.2% |
0.0102 |
0.8% |
3% |
False |
False |
238,374 |
| 80 |
1.3420 |
1.2361 |
0.1059 |
8.6% |
0.0092 |
0.7% |
2% |
False |
False |
181,199 |
| 100 |
1.3648 |
1.2361 |
0.1287 |
10.4% |
0.0083 |
0.7% |
2% |
False |
False |
145,217 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.9% |
0.0077 |
0.6% |
1% |
False |
False |
121,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2903 |
|
2.618 |
1.2740 |
|
1.618 |
1.2640 |
|
1.000 |
1.2578 |
|
0.618 |
1.2540 |
|
HIGH |
1.2478 |
|
0.618 |
1.2440 |
|
0.500 |
1.2428 |
|
0.382 |
1.2416 |
|
LOW |
1.2378 |
|
0.618 |
1.2316 |
|
1.000 |
1.2278 |
|
1.618 |
1.2216 |
|
2.618 |
1.2116 |
|
4.250 |
1.1953 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2428 |
1.2452 |
| PP |
1.2412 |
1.2428 |
| S1 |
1.2397 |
1.2405 |
|