CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2520 |
1.2344 |
-0.0176 |
-1.4% |
1.2297 |
| High |
1.2523 |
1.2362 |
-0.0161 |
-1.3% |
1.2503 |
| Low |
1.2328 |
1.2275 |
-0.0053 |
-0.4% |
1.2255 |
| Close |
1.2337 |
1.2292 |
-0.0045 |
-0.4% |
1.2459 |
| Range |
0.0195 |
0.0087 |
-0.0108 |
-55.4% |
0.0248 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
309,581 |
218,920 |
-90,661 |
-29.3% |
814,057 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2571 |
1.2518 |
1.2340 |
|
| R3 |
1.2484 |
1.2431 |
1.2316 |
|
| R2 |
1.2397 |
1.2397 |
1.2308 |
|
| R1 |
1.2344 |
1.2344 |
1.2300 |
1.2327 |
| PP |
1.2310 |
1.2310 |
1.2310 |
1.2301 |
| S1 |
1.2257 |
1.2257 |
1.2284 |
1.2240 |
| S2 |
1.2223 |
1.2223 |
1.2276 |
|
| S3 |
1.2136 |
1.2170 |
1.2268 |
|
| S4 |
1.2049 |
1.2083 |
1.2244 |
|
|
| 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 |
1.2275 |
0.0304 |
2.5% |
0.0116 |
0.9% |
6% |
False |
True |
261,322 |
| 10 |
1.2579 |
1.2255 |
0.0324 |
2.6% |
0.0117 |
1.0% |
11% |
False |
False |
189,238 |
| 20 |
1.2584 |
1.2255 |
0.0329 |
2.7% |
0.0112 |
0.9% |
11% |
False |
False |
99,504 |
| 40 |
1.2781 |
1.2255 |
0.0526 |
4.3% |
0.0105 |
0.9% |
7% |
False |
False |
50,596 |
| 60 |
1.2896 |
1.2255 |
0.0641 |
5.2% |
0.0107 |
0.9% |
6% |
False |
False |
34,028 |
| 80 |
1.3225 |
1.2255 |
0.0970 |
7.9% |
0.0097 |
0.8% |
4% |
False |
False |
25,590 |
| 100 |
1.3446 |
1.2255 |
0.1191 |
9.7% |
0.0084 |
0.7% |
3% |
False |
False |
20,496 |
| 120 |
1.3701 |
1.2255 |
0.1446 |
11.8% |
0.0073 |
0.6% |
3% |
False |
False |
17,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2732 |
|
2.618 |
1.2590 |
|
1.618 |
1.2503 |
|
1.000 |
1.2449 |
|
0.618 |
1.2416 |
|
HIGH |
1.2362 |
|
0.618 |
1.2329 |
|
0.500 |
1.2319 |
|
0.382 |
1.2308 |
|
LOW |
1.2275 |
|
0.618 |
1.2221 |
|
1.000 |
1.2188 |
|
1.618 |
1.2134 |
|
2.618 |
1.2047 |
|
4.250 |
1.1905 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2319 |
1.2427 |
| PP |
1.2310 |
1.2382 |
| S1 |
1.2301 |
1.2337 |
|