CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2387 |
1.2453 |
0.0066 |
0.5% |
1.2453 |
| High |
1.2455 |
1.2503 |
0.0048 |
0.4% |
1.2516 |
| Low |
1.2370 |
1.2377 |
0.0007 |
0.1% |
1.2280 |
| Close |
1.2449 |
1.2392 |
-0.0057 |
-0.5% |
1.2297 |
| Range |
0.0085 |
0.0126 |
0.0041 |
48.2% |
0.0236 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
1.2% |
0.0000 |
| Volume |
188,985 |
212,364 |
23,379 |
12.4% |
97,417 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2802 |
1.2723 |
1.2461 |
|
| R3 |
1.2676 |
1.2597 |
1.2427 |
|
| R2 |
1.2550 |
1.2550 |
1.2415 |
|
| R1 |
1.2471 |
1.2471 |
1.2404 |
1.2448 |
| PP |
1.2424 |
1.2424 |
1.2424 |
1.2412 |
| S1 |
1.2345 |
1.2345 |
1.2380 |
1.2322 |
| S2 |
1.2298 |
1.2298 |
1.2369 |
|
| S3 |
1.2172 |
1.2219 |
1.2357 |
|
| S4 |
1.2046 |
1.2093 |
1.2323 |
|
|
| 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 |
1.2503 |
1.2255 |
0.0248 |
2.0% |
0.0117 |
0.9% |
55% |
True |
False |
117,153 |
| 10 |
1.2532 |
1.2255 |
0.0277 |
2.2% |
0.0114 |
0.9% |
49% |
False |
False |
66,642 |
| 20 |
1.2610 |
1.2255 |
0.0355 |
2.9% |
0.0109 |
0.9% |
39% |
False |
False |
34,748 |
| 40 |
1.2858 |
1.2255 |
0.0603 |
4.9% |
0.0103 |
0.8% |
23% |
False |
False |
18,079 |
| 60 |
1.2942 |
1.2255 |
0.0687 |
5.5% |
0.0103 |
0.8% |
20% |
False |
False |
12,289 |
| 80 |
1.3310 |
1.2255 |
0.1055 |
8.5% |
0.0092 |
0.7% |
13% |
False |
False |
9,260 |
| 100 |
1.3478 |
1.2255 |
0.1223 |
9.9% |
0.0079 |
0.6% |
11% |
False |
False |
7,431 |
| 120 |
1.3710 |
1.2255 |
0.1455 |
11.7% |
0.0068 |
0.6% |
9% |
False |
False |
6,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3039 |
|
2.618 |
1.2833 |
|
1.618 |
1.2707 |
|
1.000 |
1.2629 |
|
0.618 |
1.2581 |
|
HIGH |
1.2503 |
|
0.618 |
1.2455 |
|
0.500 |
1.2440 |
|
0.382 |
1.2425 |
|
LOW |
1.2377 |
|
0.618 |
1.2299 |
|
1.000 |
1.2251 |
|
1.618 |
1.2173 |
|
2.618 |
1.2047 |
|
4.250 |
1.1842 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2440 |
1.2402 |
| PP |
1.2424 |
1.2398 |
| S1 |
1.2408 |
1.2395 |
|