CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2318 |
1.2388 |
0.0070 |
0.6% |
1.2453 |
| High |
1.2465 |
1.2401 |
-0.0064 |
-0.5% |
1.2516 |
| Low |
1.2287 |
1.2280 |
-0.0007 |
-0.1% |
1.2280 |
| Close |
1.2376 |
1.2297 |
-0.0079 |
-0.6% |
1.2297 |
| Range |
0.0178 |
0.0121 |
-0.0057 |
-32.0% |
0.0236 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.0% |
0.0000 |
| Volume |
36,030 |
25,803 |
-10,227 |
-28.4% |
97,417 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2689 |
1.2614 |
1.2364 |
|
| R3 |
1.2568 |
1.2493 |
1.2330 |
|
| R2 |
1.2447 |
1.2447 |
1.2319 |
|
| R1 |
1.2372 |
1.2372 |
1.2308 |
1.2349 |
| PP |
1.2326 |
1.2326 |
1.2326 |
1.2315 |
| S1 |
1.2251 |
1.2251 |
1.2286 |
1.2228 |
| S2 |
1.2205 |
1.2205 |
1.2275 |
|
| S3 |
1.2084 |
1.2130 |
1.2264 |
|
| S4 |
1.1963 |
1.2009 |
1.2230 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.2921 |
1.2427 |
|
| R3 |
1.2836 |
1.2685 |
1.2362 |
|
| R2 |
1.2600 |
1.2600 |
1.2340 |
|
| R1 |
1.2449 |
1.2449 |
1.2319 |
1.2407 |
| PP |
1.2364 |
1.2364 |
1.2364 |
1.2343 |
| S1 |
1.2213 |
1.2213 |
1.2275 |
1.2171 |
| S2 |
1.2128 |
1.2128 |
1.2254 |
|
| S3 |
1.1892 |
1.1977 |
1.2232 |
|
| S4 |
1.1656 |
1.1741 |
1.2167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2516 |
1.2280 |
0.0236 |
1.9% |
0.0115 |
0.9% |
7% |
False |
True |
19,483 |
| 10 |
1.2577 |
1.2280 |
0.0297 |
2.4% |
0.0112 |
0.9% |
6% |
False |
True |
12,129 |
| 20 |
1.2610 |
1.2280 |
0.0330 |
2.7% |
0.0105 |
0.9% |
5% |
False |
True |
7,134 |
| 40 |
1.2896 |
1.2280 |
0.0616 |
5.0% |
0.0106 |
0.9% |
3% |
False |
True |
4,166 |
| 60 |
1.3010 |
1.2280 |
0.0730 |
5.9% |
0.0100 |
0.8% |
2% |
False |
True |
2,981 |
| 80 |
1.3412 |
1.2280 |
0.1132 |
9.2% |
0.0088 |
0.7% |
2% |
False |
True |
2,277 |
| 100 |
1.3549 |
1.2280 |
0.1269 |
10.3% |
0.0075 |
0.6% |
1% |
False |
True |
1,833 |
| 120 |
1.3710 |
1.2280 |
0.1430 |
11.6% |
0.0065 |
0.5% |
1% |
False |
True |
1,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2915 |
|
2.618 |
1.2718 |
|
1.618 |
1.2597 |
|
1.000 |
1.2522 |
|
0.618 |
1.2476 |
|
HIGH |
1.2401 |
|
0.618 |
1.2355 |
|
0.500 |
1.2341 |
|
0.382 |
1.2326 |
|
LOW |
1.2280 |
|
0.618 |
1.2205 |
|
1.000 |
1.2159 |
|
1.618 |
1.2084 |
|
2.618 |
1.1963 |
|
4.250 |
1.1766 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2341 |
1.2373 |
| PP |
1.2326 |
1.2347 |
| S1 |
1.2312 |
1.2322 |
|