CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2378 |
1.2447 |
0.0069 |
0.6% |
1.2447 |
| High |
1.2449 |
1.2496 |
0.0047 |
0.4% |
1.2509 |
| Low |
1.2362 |
1.2371 |
0.0009 |
0.1% |
1.2272 |
| Close |
1.2443 |
1.2385 |
-0.0058 |
-0.5% |
1.2289 |
| Range |
0.0087 |
0.0125 |
0.0038 |
43.7% |
0.0237 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
1.0% |
0.0000 |
| Volume |
347,256 |
360,548 |
13,292 |
3.8% |
1,427,334 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2792 |
1.2714 |
1.2454 |
|
| R3 |
1.2667 |
1.2589 |
1.2419 |
|
| R2 |
1.2542 |
1.2542 |
1.2408 |
|
| R1 |
1.2464 |
1.2464 |
1.2396 |
1.2441 |
| PP |
1.2417 |
1.2417 |
1.2417 |
1.2406 |
| S1 |
1.2339 |
1.2339 |
1.2374 |
1.2316 |
| S2 |
1.2292 |
1.2292 |
1.2362 |
|
| S3 |
1.2167 |
1.2214 |
1.2351 |
|
| S4 |
1.2042 |
1.2089 |
1.2316 |
|
|
| 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 |
1.2496 |
1.2248 |
0.0248 |
2.0% |
0.0118 |
1.0% |
55% |
True |
False |
314,339 |
| 10 |
1.2525 |
1.2248 |
0.0277 |
2.2% |
0.0115 |
0.9% |
49% |
False |
False |
292,697 |
| 20 |
1.2605 |
1.2248 |
0.0357 |
2.9% |
0.0110 |
0.9% |
38% |
False |
False |
263,052 |
| 40 |
1.2850 |
1.2248 |
0.0602 |
4.9% |
0.0106 |
0.9% |
23% |
False |
False |
244,256 |
| 60 |
1.2939 |
1.2248 |
0.0691 |
5.6% |
0.0107 |
0.9% |
20% |
False |
False |
251,860 |
| 80 |
1.3330 |
1.2248 |
0.1082 |
8.7% |
0.0099 |
0.8% |
13% |
False |
False |
209,317 |
| 100 |
1.3490 |
1.2248 |
0.1242 |
10.0% |
0.0088 |
0.7% |
11% |
False |
False |
167,795 |
| 120 |
1.3709 |
1.2248 |
0.1461 |
11.8% |
0.0081 |
0.7% |
9% |
False |
False |
139,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3027 |
|
2.618 |
1.2823 |
|
1.618 |
1.2698 |
|
1.000 |
1.2621 |
|
0.618 |
1.2573 |
|
HIGH |
1.2496 |
|
0.618 |
1.2448 |
|
0.500 |
1.2434 |
|
0.382 |
1.2419 |
|
LOW |
1.2371 |
|
0.618 |
1.2294 |
|
1.000 |
1.2246 |
|
1.618 |
1.2169 |
|
2.618 |
1.2044 |
|
4.250 |
1.1840 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2434 |
1.2395 |
| PP |
1.2417 |
1.2391 |
| S1 |
1.2401 |
1.2388 |
|