CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2408 |
1.2473 |
0.0065 |
0.5% |
1.2288 |
| High |
1.2486 |
1.2474 |
-0.0012 |
-0.1% |
1.2496 |
| Low |
1.2385 |
1.2416 |
0.0031 |
0.3% |
1.2248 |
| Close |
1.2452 |
1.2423 |
-0.0029 |
-0.2% |
1.2452 |
| Range |
0.0101 |
0.0058 |
-0.0043 |
-42.6% |
0.0248 |
| ATR |
0.0110 |
0.0107 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
89,881 |
89,881 |
0 |
0.0% |
1,356,060 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2612 |
1.2575 |
1.2455 |
|
| R3 |
1.2554 |
1.2517 |
1.2439 |
|
| R2 |
1.2496 |
1.2496 |
1.2434 |
|
| R1 |
1.2459 |
1.2459 |
1.2428 |
1.2449 |
| PP |
1.2438 |
1.2438 |
1.2438 |
1.2432 |
| S1 |
1.2401 |
1.2401 |
1.2418 |
1.2391 |
| S2 |
1.2380 |
1.2380 |
1.2412 |
|
| S3 |
1.2322 |
1.2343 |
1.2407 |
|
| S4 |
1.2264 |
1.2285 |
1.2391 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3143 |
1.3045 |
1.2588 |
|
| R3 |
1.2895 |
1.2797 |
1.2520 |
|
| R2 |
1.2647 |
1.2647 |
1.2497 |
|
| R1 |
1.2549 |
1.2549 |
1.2475 |
1.2598 |
| PP |
1.2399 |
1.2399 |
1.2399 |
1.2423 |
| S1 |
1.2301 |
1.2301 |
1.2429 |
1.2350 |
| S2 |
1.2151 |
1.2151 |
1.2407 |
|
| S3 |
1.1903 |
1.2053 |
1.2384 |
|
| S4 |
1.1655 |
1.1805 |
1.2316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2496 |
1.2293 |
0.0203 |
1.6% |
0.0106 |
0.9% |
64% |
False |
False |
247,216 |
| 10 |
1.2496 |
1.2248 |
0.0248 |
2.0% |
0.0112 |
0.9% |
71% |
False |
False |
263,183 |
| 20 |
1.2605 |
1.2248 |
0.0357 |
2.9% |
0.0108 |
0.9% |
49% |
False |
False |
248,018 |
| 40 |
1.2845 |
1.2248 |
0.0597 |
4.8% |
0.0104 |
0.8% |
29% |
False |
False |
235,034 |
| 60 |
1.2908 |
1.2248 |
0.0660 |
5.3% |
0.0107 |
0.9% |
27% |
False |
False |
247,400 |
| 80 |
1.3304 |
1.2248 |
0.1056 |
8.5% |
0.0099 |
0.8% |
17% |
False |
False |
211,512 |
| 100 |
1.3477 |
1.2248 |
0.1229 |
9.9% |
0.0089 |
0.7% |
14% |
False |
False |
169,575 |
| 120 |
1.3709 |
1.2248 |
0.1461 |
11.8% |
0.0081 |
0.7% |
12% |
False |
False |
141,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2721 |
|
2.618 |
1.2626 |
|
1.618 |
1.2568 |
|
1.000 |
1.2532 |
|
0.618 |
1.2510 |
|
HIGH |
1.2474 |
|
0.618 |
1.2452 |
|
0.500 |
1.2445 |
|
0.382 |
1.2438 |
|
LOW |
1.2416 |
|
0.618 |
1.2380 |
|
1.000 |
1.2358 |
|
1.618 |
1.2322 |
|
2.618 |
1.2264 |
|
4.250 |
1.2170 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2445 |
1.2434 |
| PP |
1.2438 |
1.2430 |
| S1 |
1.2430 |
1.2427 |
|