CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2288 |
1.2316 |
0.0028 |
0.2% |
1.2447 |
| High |
1.2346 |
1.2450 |
0.0104 |
0.8% |
1.2509 |
| Low |
1.2248 |
1.2293 |
0.0045 |
0.4% |
1.2272 |
| Close |
1.2327 |
1.2378 |
0.0051 |
0.4% |
1.2289 |
| Range |
0.0098 |
0.0157 |
0.0059 |
60.2% |
0.0237 |
| ATR |
0.0108 |
0.0112 |
0.0003 |
3.2% |
0.0000 |
| Volume |
209,860 |
348,515 |
138,655 |
66.1% |
1,427,334 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2845 |
1.2768 |
1.2464 |
|
| R3 |
1.2688 |
1.2611 |
1.2421 |
|
| R2 |
1.2531 |
1.2531 |
1.2407 |
|
| R1 |
1.2454 |
1.2454 |
1.2392 |
1.2493 |
| PP |
1.2374 |
1.2374 |
1.2374 |
1.2393 |
| S1 |
1.2297 |
1.2297 |
1.2364 |
1.2336 |
| S2 |
1.2217 |
1.2217 |
1.2349 |
|
| S3 |
1.2060 |
1.2140 |
1.2335 |
|
| S4 |
1.1903 |
1.1983 |
1.2292 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.2915 |
1.2419 |
|
| R3 |
1.2831 |
1.2678 |
1.2354 |
|
| R2 |
1.2594 |
1.2594 |
1.2332 |
|
| R1 |
1.2441 |
1.2441 |
1.2311 |
1.2399 |
| PP |
1.2357 |
1.2357 |
1.2357 |
1.2336 |
| S1 |
1.2204 |
1.2204 |
1.2267 |
1.2162 |
| S2 |
1.2120 |
1.2120 |
1.2246 |
|
| S3 |
1.1883 |
1.1967 |
1.2224 |
|
| S4 |
1.1646 |
1.1730 |
1.2159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2458 |
1.2248 |
0.0210 |
1.7% |
0.0130 |
1.0% |
62% |
False |
False |
310,540 |
| 10 |
1.2534 |
1.2248 |
0.0286 |
2.3% |
0.0111 |
0.9% |
45% |
False |
False |
263,414 |
| 20 |
1.2605 |
1.2248 |
0.0357 |
2.9% |
0.0109 |
0.9% |
36% |
False |
False |
247,694 |
| 40 |
1.2893 |
1.2248 |
0.0645 |
5.2% |
0.0110 |
0.9% |
20% |
False |
False |
246,259 |
| 60 |
1.3006 |
1.2248 |
0.0758 |
6.1% |
0.0107 |
0.9% |
17% |
False |
False |
248,592 |
| 80 |
1.3406 |
1.2248 |
0.1158 |
9.4% |
0.0097 |
0.8% |
11% |
False |
False |
200,533 |
| 100 |
1.3555 |
1.2248 |
0.1307 |
10.6% |
0.0087 |
0.7% |
10% |
False |
False |
160,723 |
| 120 |
1.3709 |
1.2248 |
0.1461 |
11.8% |
0.0080 |
0.6% |
9% |
False |
False |
134,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3117 |
|
2.618 |
1.2861 |
|
1.618 |
1.2704 |
|
1.000 |
1.2607 |
|
0.618 |
1.2547 |
|
HIGH |
1.2450 |
|
0.618 |
1.2390 |
|
0.500 |
1.2372 |
|
0.382 |
1.2353 |
|
LOW |
1.2293 |
|
0.618 |
1.2196 |
|
1.000 |
1.2136 |
|
1.618 |
1.2039 |
|
2.618 |
1.1882 |
|
4.250 |
1.1626 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2376 |
1.2368 |
| PP |
1.2374 |
1.2359 |
| S1 |
1.2372 |
1.2349 |
|