CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2412 |
1.2480 |
0.0068 |
0.5% |
1.2297 |
| High |
1.2493 |
1.2484 |
-0.0009 |
-0.1% |
1.2503 |
| Low |
1.2391 |
1.2422 |
0.0031 |
0.3% |
1.2255 |
| Close |
1.2459 |
1.2444 |
-0.0015 |
-0.1% |
1.2459 |
| Range |
0.0102 |
0.0062 |
-0.0040 |
-39.2% |
0.0248 |
| ATR |
0.0109 |
0.0105 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
254,091 |
204,489 |
-49,602 |
-19.5% |
814,057 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2636 |
1.2602 |
1.2478 |
|
| R3 |
1.2574 |
1.2540 |
1.2461 |
|
| R2 |
1.2512 |
1.2512 |
1.2455 |
|
| R1 |
1.2478 |
1.2478 |
1.2450 |
1.2464 |
| PP |
1.2450 |
1.2450 |
1.2450 |
1.2443 |
| S1 |
1.2416 |
1.2416 |
1.2438 |
1.2402 |
| S2 |
1.2388 |
1.2388 |
1.2433 |
|
| S3 |
1.2326 |
1.2354 |
1.2427 |
|
| S4 |
1.2264 |
1.2292 |
1.2410 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.3052 |
1.2595 |
|
| R3 |
1.2902 |
1.2804 |
1.2527 |
|
| R2 |
1.2654 |
1.2654 |
1.2504 |
|
| R1 |
1.2556 |
1.2556 |
1.2482 |
1.2605 |
| PP |
1.2406 |
1.2406 |
1.2406 |
1.2430 |
| S1 |
1.2308 |
1.2308 |
1.2436 |
1.2357 |
| S2 |
1.2158 |
1.2158 |
1.2414 |
|
| S3 |
1.1910 |
1.2060 |
1.2391 |
|
| S4 |
1.1662 |
1.1812 |
1.2323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2503 |
1.2300 |
0.0203 |
1.6% |
0.0106 |
0.9% |
71% |
False |
False |
194,984 |
| 10 |
1.2503 |
1.2255 |
0.0248 |
2.0% |
0.0112 |
0.9% |
76% |
False |
False |
110,855 |
| 20 |
1.2610 |
1.2255 |
0.0355 |
2.9% |
0.0107 |
0.9% |
53% |
False |
False |
57,466 |
| 40 |
1.2851 |
1.2255 |
0.0596 |
4.8% |
0.0102 |
0.8% |
32% |
False |
False |
29,461 |
| 60 |
1.2916 |
1.2255 |
0.0661 |
5.3% |
0.0103 |
0.8% |
29% |
False |
False |
19,909 |
| 80 |
1.3276 |
1.2255 |
0.1021 |
8.2% |
0.0093 |
0.7% |
19% |
False |
False |
14,991 |
| 100 |
1.3458 |
1.2255 |
0.1203 |
9.7% |
0.0080 |
0.6% |
16% |
False |
False |
12,016 |
| 120 |
1.3710 |
1.2255 |
0.1455 |
11.7% |
0.0070 |
0.6% |
13% |
False |
False |
10,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2748 |
|
2.618 |
1.2646 |
|
1.618 |
1.2584 |
|
1.000 |
1.2546 |
|
0.618 |
1.2522 |
|
HIGH |
1.2484 |
|
0.618 |
1.2460 |
|
0.500 |
1.2453 |
|
0.382 |
1.2446 |
|
LOW |
1.2422 |
|
0.618 |
1.2384 |
|
1.000 |
1.2360 |
|
1.618 |
1.2322 |
|
2.618 |
1.2260 |
|
4.250 |
1.2159 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2453 |
1.2443 |
| PP |
1.2450 |
1.2441 |
| S1 |
1.2447 |
1.2440 |
|