CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2473 |
1.2384 |
-0.0089 |
-0.7% |
1.2376 |
| High |
1.2478 |
1.2392 |
-0.0086 |
-0.7% |
1.2534 |
| Low |
1.2378 |
1.2302 |
-0.0076 |
-0.6% |
1.2366 |
| Close |
1.2381 |
1.2311 |
-0.0070 |
-0.6% |
1.2436 |
| Range |
0.0100 |
0.0090 |
-0.0010 |
-10.0% |
0.0168 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
191,569 |
254,613 |
63,044 |
32.9% |
850,103 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2605 |
1.2548 |
1.2361 |
|
| R3 |
1.2515 |
1.2458 |
1.2336 |
|
| R2 |
1.2425 |
1.2425 |
1.2328 |
|
| R1 |
1.2368 |
1.2368 |
1.2319 |
1.2352 |
| PP |
1.2335 |
1.2335 |
1.2335 |
1.2327 |
| S1 |
1.2278 |
1.2278 |
1.2303 |
1.2262 |
| S2 |
1.2245 |
1.2245 |
1.2295 |
|
| S3 |
1.2155 |
1.2188 |
1.2286 |
|
| S4 |
1.2065 |
1.2098 |
1.2262 |
|
|
| 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 |
1.2302 |
0.0232 |
1.9% |
0.0093 |
0.8% |
4% |
False |
True |
225,975 |
| 10 |
1.2605 |
1.2302 |
0.0303 |
2.5% |
0.0099 |
0.8% |
3% |
False |
True |
237,705 |
| 20 |
1.2605 |
1.2302 |
0.0303 |
2.5% |
0.0105 |
0.9% |
3% |
False |
True |
237,705 |
| 40 |
1.2893 |
1.2302 |
0.0591 |
4.8% |
0.0108 |
0.9% |
2% |
False |
True |
240,377 |
| 60 |
1.3006 |
1.2302 |
0.0704 |
5.7% |
0.0102 |
0.8% |
1% |
False |
True |
240,296 |
| 80 |
1.3420 |
1.2302 |
0.1118 |
9.1% |
0.0093 |
0.8% |
1% |
False |
True |
184,366 |
| 100 |
1.3634 |
1.2302 |
0.1332 |
10.8% |
0.0083 |
0.7% |
1% |
False |
True |
147,761 |
| 120 |
1.3709 |
1.2302 |
0.1407 |
11.4% |
0.0077 |
0.6% |
1% |
False |
True |
123,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2775 |
|
2.618 |
1.2628 |
|
1.618 |
1.2538 |
|
1.000 |
1.2482 |
|
0.618 |
1.2448 |
|
HIGH |
1.2392 |
|
0.618 |
1.2358 |
|
0.500 |
1.2347 |
|
0.382 |
1.2336 |
|
LOW |
1.2302 |
|
0.618 |
1.2246 |
|
1.000 |
1.2212 |
|
1.618 |
1.2156 |
|
2.618 |
1.2066 |
|
4.250 |
1.1920 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2347 |
1.2406 |
| PP |
1.2335 |
1.2374 |
| S1 |
1.2323 |
1.2343 |
|