CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2451 |
1.2520 |
0.0069 |
0.6% |
1.2297 |
| High |
1.2579 |
1.2523 |
-0.0056 |
-0.4% |
1.2503 |
| Low |
1.2443 |
1.2328 |
-0.0115 |
-0.9% |
1.2255 |
| Close |
1.2495 |
1.2337 |
-0.0158 |
-1.3% |
1.2459 |
| Range |
0.0136 |
0.0195 |
0.0059 |
43.4% |
0.0248 |
| ATR |
0.0108 |
0.0114 |
0.0006 |
5.8% |
0.0000 |
| Volume |
319,531 |
309,581 |
-9,950 |
-3.1% |
814,057 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2981 |
1.2854 |
1.2444 |
|
| R3 |
1.2786 |
1.2659 |
1.2391 |
|
| R2 |
1.2591 |
1.2591 |
1.2373 |
|
| R1 |
1.2464 |
1.2464 |
1.2355 |
1.2430 |
| PP |
1.2396 |
1.2396 |
1.2396 |
1.2379 |
| S1 |
1.2269 |
1.2269 |
1.2319 |
1.2235 |
| S2 |
1.2201 |
1.2201 |
1.2301 |
|
| S3 |
1.2006 |
1.2074 |
1.2283 |
|
| S4 |
1.1811 |
1.1879 |
1.2230 |
|
|
| 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 |
1.2579 |
1.2328 |
0.0251 |
2.0% |
0.0124 |
1.0% |
4% |
False |
True |
260,011 |
| 10 |
1.2579 |
1.2255 |
0.0324 |
2.6% |
0.0126 |
1.0% |
25% |
False |
False |
170,949 |
| 20 |
1.2610 |
1.2255 |
0.0355 |
2.9% |
0.0112 |
0.9% |
23% |
False |
False |
88,678 |
| 40 |
1.2781 |
1.2255 |
0.0526 |
4.3% |
0.0105 |
0.8% |
16% |
False |
False |
45,143 |
| 60 |
1.2896 |
1.2255 |
0.0641 |
5.2% |
0.0107 |
0.9% |
13% |
False |
False |
30,384 |
| 80 |
1.3225 |
1.2255 |
0.0970 |
7.9% |
0.0097 |
0.8% |
8% |
False |
False |
22,854 |
| 100 |
1.3446 |
1.2255 |
0.1191 |
9.7% |
0.0083 |
0.7% |
7% |
False |
False |
18,307 |
| 120 |
1.3710 |
1.2255 |
0.1455 |
11.8% |
0.0072 |
0.6% |
6% |
False |
False |
15,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3352 |
|
2.618 |
1.3034 |
|
1.618 |
1.2839 |
|
1.000 |
1.2718 |
|
0.618 |
1.2644 |
|
HIGH |
1.2523 |
|
0.618 |
1.2449 |
|
0.500 |
1.2426 |
|
0.382 |
1.2402 |
|
LOW |
1.2328 |
|
0.618 |
1.2207 |
|
1.000 |
1.2133 |
|
1.618 |
1.2012 |
|
2.618 |
1.1817 |
|
4.250 |
1.1499 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2426 |
1.2454 |
| PP |
1.2396 |
1.2415 |
| S1 |
1.2367 |
1.2376 |
|