CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2483 |
1.2394 |
-0.0089 |
-0.7% |
1.2386 |
| High |
1.2485 |
1.2400 |
-0.0085 |
-0.7% |
1.2544 |
| Low |
1.2386 |
1.2311 |
-0.0075 |
-0.6% |
1.2373 |
| Close |
1.2389 |
1.2319 |
-0.0070 |
-0.6% |
1.2444 |
| Range |
0.0099 |
0.0089 |
-0.0010 |
-10.1% |
0.0171 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
12,931 |
15,243 |
2,312 |
17.9% |
21,391 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2610 |
1.2554 |
1.2368 |
|
| R3 |
1.2521 |
1.2465 |
1.2343 |
|
| R2 |
1.2432 |
1.2432 |
1.2335 |
|
| R1 |
1.2376 |
1.2376 |
1.2327 |
1.2360 |
| PP |
1.2343 |
1.2343 |
1.2343 |
1.2335 |
| S1 |
1.2287 |
1.2287 |
1.2311 |
1.2271 |
| S2 |
1.2254 |
1.2254 |
1.2303 |
|
| S3 |
1.2165 |
1.2198 |
1.2295 |
|
| S4 |
1.2076 |
1.2109 |
1.2270 |
|
|
| 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 |
1.2311 |
0.0233 |
1.9% |
0.0092 |
0.7% |
3% |
False |
True |
9,819 |
| 10 |
1.2610 |
1.2311 |
0.0299 |
2.4% |
0.0097 |
0.8% |
3% |
False |
True |
6,407 |
| 20 |
1.2610 |
1.2311 |
0.0299 |
2.4% |
0.0104 |
0.8% |
3% |
False |
True |
4,182 |
| 40 |
1.2896 |
1.2311 |
0.0585 |
4.7% |
0.0105 |
0.8% |
1% |
False |
True |
2,672 |
| 60 |
1.3010 |
1.2311 |
0.0699 |
5.7% |
0.0097 |
0.8% |
1% |
False |
True |
1,957 |
| 80 |
1.3420 |
1.2311 |
0.1109 |
9.0% |
0.0085 |
0.7% |
1% |
False |
True |
1,504 |
| 100 |
1.3606 |
1.2311 |
0.1295 |
10.5% |
0.0072 |
0.6% |
1% |
False |
True |
1,215 |
| 120 |
1.3710 |
1.2311 |
0.1399 |
11.4% |
0.0063 |
0.5% |
1% |
False |
True |
1,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2778 |
|
2.618 |
1.2633 |
|
1.618 |
1.2544 |
|
1.000 |
1.2489 |
|
0.618 |
1.2455 |
|
HIGH |
1.2400 |
|
0.618 |
1.2366 |
|
0.500 |
1.2356 |
|
0.382 |
1.2345 |
|
LOW |
1.2311 |
|
0.618 |
1.2256 |
|
1.000 |
1.2222 |
|
1.618 |
1.2167 |
|
2.618 |
1.2078 |
|
4.250 |
1.1933 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2356 |
1.2414 |
| PP |
1.2343 |
1.2382 |
| S1 |
1.2331 |
1.2351 |
|