CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2231 |
1.2237 |
0.0006 |
0.0% |
1.2480 |
| High |
1.2281 |
1.2254 |
-0.0027 |
-0.2% |
1.2579 |
| Low |
1.2226 |
1.2173 |
-0.0053 |
-0.4% |
1.2229 |
| Close |
1.2230 |
1.2185 |
-0.0045 |
-0.4% |
1.2235 |
| Range |
0.0055 |
0.0081 |
0.0026 |
47.3% |
0.0350 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
96,628 |
106,871 |
10,243 |
10.6% |
1,220,605 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2447 |
1.2397 |
1.2230 |
|
| R3 |
1.2366 |
1.2316 |
1.2207 |
|
| R2 |
1.2285 |
1.2285 |
1.2200 |
|
| R1 |
1.2235 |
1.2235 |
1.2192 |
1.2220 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2196 |
| S1 |
1.2154 |
1.2154 |
1.2178 |
1.2139 |
| S2 |
1.2123 |
1.2123 |
1.2170 |
|
| S3 |
1.2042 |
1.2073 |
1.2163 |
|
| S4 |
1.1961 |
1.1992 |
1.2140 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3398 |
1.3166 |
1.2428 |
|
| R3 |
1.3048 |
1.2816 |
1.2331 |
|
| R2 |
1.2698 |
1.2698 |
1.2299 |
|
| R1 |
1.2466 |
1.2466 |
1.2267 |
1.2407 |
| PP |
1.2348 |
1.2348 |
1.2348 |
1.2318 |
| S1 |
1.2116 |
1.2116 |
1.2203 |
1.2057 |
| S2 |
1.1998 |
1.1998 |
1.2171 |
|
| S3 |
1.1648 |
1.1766 |
1.2139 |
|
| S4 |
1.1298 |
1.1416 |
1.2043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2523 |
1.2173 |
0.0350 |
2.9% |
0.0100 |
0.8% |
3% |
False |
True |
180,016 |
| 10 |
1.2579 |
1.2173 |
0.0406 |
3.3% |
0.0101 |
0.8% |
3% |
False |
True |
207,954 |
| 20 |
1.2579 |
1.2173 |
0.0406 |
3.3% |
0.0106 |
0.9% |
3% |
False |
True |
117,613 |
| 40 |
1.2781 |
1.2173 |
0.0608 |
5.0% |
0.0106 |
0.9% |
2% |
False |
True |
59,832 |
| 60 |
1.2896 |
1.2173 |
0.0723 |
5.9% |
0.0107 |
0.9% |
2% |
False |
True |
40,195 |
| 80 |
1.3175 |
1.2173 |
0.1002 |
8.2% |
0.0099 |
0.8% |
1% |
False |
True |
30,233 |
| 100 |
1.3436 |
1.2173 |
0.1263 |
10.4% |
0.0085 |
0.7% |
1% |
False |
True |
24,208 |
| 120 |
1.3664 |
1.2173 |
0.1491 |
12.2% |
0.0074 |
0.6% |
1% |
False |
True |
20,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2598 |
|
2.618 |
1.2466 |
|
1.618 |
1.2385 |
|
1.000 |
1.2335 |
|
0.618 |
1.2304 |
|
HIGH |
1.2254 |
|
0.618 |
1.2223 |
|
0.500 |
1.2214 |
|
0.382 |
1.2204 |
|
LOW |
1.2173 |
|
0.618 |
1.2123 |
|
1.000 |
1.2092 |
|
1.618 |
1.2042 |
|
2.618 |
1.1961 |
|
4.250 |
1.1829 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2214 |
1.2243 |
| PP |
1.2204 |
1.2223 |
| S1 |
1.2195 |
1.2204 |
|