CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2394 |
1.2318 |
-0.0076 |
-0.6% |
1.2386 |
| High |
1.2400 |
1.2465 |
0.0065 |
0.5% |
1.2544 |
| Low |
1.2311 |
1.2287 |
-0.0024 |
-0.2% |
1.2373 |
| Close |
1.2319 |
1.2376 |
0.0057 |
0.5% |
1.2444 |
| Range |
0.0089 |
0.0178 |
0.0089 |
100.0% |
0.0171 |
| ATR |
0.0100 |
0.0106 |
0.0006 |
5.6% |
0.0000 |
| Volume |
15,243 |
36,030 |
20,787 |
136.4% |
21,391 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2910 |
1.2821 |
1.2474 |
|
| R3 |
1.2732 |
1.2643 |
1.2425 |
|
| R2 |
1.2554 |
1.2554 |
1.2409 |
|
| R1 |
1.2465 |
1.2465 |
1.2392 |
1.2510 |
| PP |
1.2376 |
1.2376 |
1.2376 |
1.2398 |
| S1 |
1.2287 |
1.2287 |
1.2360 |
1.2332 |
| S2 |
1.2198 |
1.2198 |
1.2343 |
|
| S3 |
1.2020 |
1.2109 |
1.2327 |
|
| S4 |
1.1842 |
1.1931 |
1.2278 |
|
|
| 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 |
1.2532 |
1.2287 |
0.0245 |
2.0% |
0.0110 |
0.9% |
36% |
False |
True |
16,130 |
| 10 |
1.2584 |
1.2287 |
0.0297 |
2.4% |
0.0106 |
0.9% |
30% |
False |
True |
9,770 |
| 20 |
1.2610 |
1.2287 |
0.0323 |
2.6% |
0.0107 |
0.9% |
28% |
False |
True |
5,899 |
| 40 |
1.2896 |
1.2287 |
0.0609 |
4.9% |
0.0106 |
0.9% |
15% |
False |
True |
3,543 |
| 60 |
1.3010 |
1.2287 |
0.0723 |
5.8% |
0.0099 |
0.8% |
12% |
False |
True |
2,554 |
| 80 |
1.3420 |
1.2287 |
0.1133 |
9.2% |
0.0087 |
0.7% |
8% |
False |
True |
1,954 |
| 100 |
1.3549 |
1.2287 |
0.1262 |
10.2% |
0.0073 |
0.6% |
7% |
False |
True |
1,575 |
| 120 |
1.3710 |
1.2287 |
0.1423 |
11.5% |
0.0064 |
0.5% |
6% |
False |
True |
1,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3222 |
|
2.618 |
1.2931 |
|
1.618 |
1.2753 |
|
1.000 |
1.2643 |
|
0.618 |
1.2575 |
|
HIGH |
1.2465 |
|
0.618 |
1.2397 |
|
0.500 |
1.2376 |
|
0.382 |
1.2355 |
|
LOW |
1.2287 |
|
0.618 |
1.2177 |
|
1.000 |
1.2109 |
|
1.618 |
1.1999 |
|
2.618 |
1.1821 |
|
4.250 |
1.1531 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2376 |
1.2386 |
| PP |
1.2376 |
1.2383 |
| S1 |
1.2376 |
1.2379 |
|