CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2453 |
1.2483 |
0.0030 |
0.2% |
1.2386 |
| High |
1.2516 |
1.2485 |
-0.0031 |
-0.2% |
1.2544 |
| Low |
1.2429 |
1.2386 |
-0.0043 |
-0.3% |
1.2373 |
| Close |
1.2487 |
1.2389 |
-0.0098 |
-0.8% |
1.2444 |
| Range |
0.0087 |
0.0099 |
0.0012 |
13.8% |
0.0171 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.0% |
0.0000 |
| Volume |
7,410 |
12,931 |
5,521 |
74.5% |
21,391 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2717 |
1.2652 |
1.2443 |
|
| R3 |
1.2618 |
1.2553 |
1.2416 |
|
| R2 |
1.2519 |
1.2519 |
1.2407 |
|
| R1 |
1.2454 |
1.2454 |
1.2398 |
1.2437 |
| PP |
1.2420 |
1.2420 |
1.2420 |
1.2412 |
| S1 |
1.2355 |
1.2355 |
1.2380 |
1.2338 |
| S2 |
1.2321 |
1.2321 |
1.2371 |
|
| S3 |
1.2222 |
1.2256 |
1.2362 |
|
| S4 |
1.2123 |
1.2157 |
1.2335 |
|
|
| 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 |
1.2386 |
0.0158 |
1.3% |
0.0091 |
0.7% |
2% |
False |
True |
7,407 |
| 10 |
1.2610 |
1.2373 |
0.0237 |
1.9% |
0.0099 |
0.8% |
7% |
False |
False |
5,074 |
| 20 |
1.2610 |
1.2368 |
0.0242 |
2.0% |
0.0103 |
0.8% |
9% |
False |
False |
3,494 |
| 40 |
1.2896 |
1.2368 |
0.0528 |
4.3% |
0.0105 |
0.8% |
4% |
False |
False |
2,315 |
| 60 |
1.3010 |
1.2368 |
0.0642 |
5.2% |
0.0097 |
0.8% |
3% |
False |
False |
1,706 |
| 80 |
1.3420 |
1.2368 |
0.1052 |
8.5% |
0.0084 |
0.7% |
2% |
False |
False |
1,317 |
| 100 |
1.3637 |
1.2368 |
0.1269 |
10.2% |
0.0071 |
0.6% |
2% |
False |
False |
1,063 |
| 120 |
1.3710 |
1.2368 |
0.1342 |
10.8% |
0.0062 |
0.5% |
2% |
False |
False |
889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2906 |
|
2.618 |
1.2744 |
|
1.618 |
1.2645 |
|
1.000 |
1.2584 |
|
0.618 |
1.2546 |
|
HIGH |
1.2485 |
|
0.618 |
1.2447 |
|
0.500 |
1.2436 |
|
0.382 |
1.2424 |
|
LOW |
1.2386 |
|
0.618 |
1.2325 |
|
1.000 |
1.2287 |
|
1.618 |
1.2226 |
|
2.618 |
1.2127 |
|
4.250 |
1.1965 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2436 |
1.2459 |
| PP |
1.2420 |
1.2436 |
| S1 |
1.2405 |
1.2412 |
|