CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2518 |
1.2453 |
-0.0065 |
-0.5% |
1.2386 |
| High |
1.2532 |
1.2516 |
-0.0016 |
-0.1% |
1.2544 |
| Low |
1.2437 |
1.2429 |
-0.0008 |
-0.1% |
1.2373 |
| Close |
1.2444 |
1.2487 |
0.0043 |
0.3% |
1.2444 |
| Range |
0.0095 |
0.0087 |
-0.0008 |
-8.4% |
0.0171 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
9,039 |
7,410 |
-1,629 |
-18.0% |
21,391 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2738 |
1.2700 |
1.2535 |
|
| R3 |
1.2651 |
1.2613 |
1.2511 |
|
| R2 |
1.2564 |
1.2564 |
1.2503 |
|
| R1 |
1.2526 |
1.2526 |
1.2495 |
1.2545 |
| PP |
1.2477 |
1.2477 |
1.2477 |
1.2487 |
| S1 |
1.2439 |
1.2439 |
1.2479 |
1.2458 |
| S2 |
1.2390 |
1.2390 |
1.2471 |
|
| S3 |
1.2303 |
1.2352 |
1.2463 |
|
| S4 |
1.2216 |
1.2265 |
1.2439 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2876 |
1.2538 |
|
| R3 |
1.2796 |
1.2705 |
1.2491 |
|
| R2 |
1.2625 |
1.2625 |
1.2475 |
|
| R1 |
1.2534 |
1.2534 |
1.2460 |
1.2580 |
| PP |
1.2454 |
1.2454 |
1.2454 |
1.2476 |
| S1 |
1.2363 |
1.2363 |
1.2428 |
1.2409 |
| S2 |
1.2283 |
1.2283 |
1.2413 |
|
| S3 |
1.2112 |
1.2192 |
1.2397 |
|
| S4 |
1.1941 |
1.2021 |
1.2350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2544 |
1.2373 |
0.0171 |
1.4% |
0.0087 |
0.7% |
67% |
False |
False |
5,760 |
| 10 |
1.2610 |
1.2373 |
0.0237 |
1.9% |
0.0102 |
0.8% |
48% |
False |
False |
4,078 |
| 20 |
1.2610 |
1.2368 |
0.0242 |
1.9% |
0.0102 |
0.8% |
49% |
False |
False |
3,052 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.2% |
0.0106 |
0.9% |
23% |
False |
False |
2,014 |
| 60 |
1.3010 |
1.2368 |
0.0642 |
5.1% |
0.0097 |
0.8% |
19% |
False |
False |
1,497 |
| 80 |
1.3436 |
1.2368 |
0.1068 |
8.6% |
0.0084 |
0.7% |
11% |
False |
False |
1,156 |
| 100 |
1.3637 |
1.2368 |
0.1269 |
10.2% |
0.0070 |
0.6% |
9% |
False |
False |
934 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.7% |
0.0062 |
0.5% |
9% |
False |
False |
782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2886 |
|
2.618 |
1.2744 |
|
1.618 |
1.2657 |
|
1.000 |
1.2603 |
|
0.618 |
1.2570 |
|
HIGH |
1.2516 |
|
0.618 |
1.2483 |
|
0.500 |
1.2473 |
|
0.382 |
1.2462 |
|
LOW |
1.2429 |
|
0.618 |
1.2375 |
|
1.000 |
1.2342 |
|
1.618 |
1.2288 |
|
2.618 |
1.2201 |
|
4.250 |
1.2059 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2482 |
1.2487 |
| PP |
1.2477 |
1.2487 |
| S1 |
1.2473 |
1.2487 |
|