CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2312 |
1.2338 |
0.0026 |
0.2% |
1.2463 |
| High |
1.2360 |
1.2467 |
0.0107 |
0.9% |
1.2522 |
| Low |
1.2275 |
1.2326 |
0.0051 |
0.4% |
1.2270 |
| Close |
1.2346 |
1.2397 |
0.0051 |
0.4% |
1.2307 |
| Range |
0.0085 |
0.0141 |
0.0056 |
65.9% |
0.0252 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
3.5% |
0.0000 |
| Volume |
243 |
178 |
-65 |
-26.7% |
540 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2820 |
1.2749 |
1.2475 |
|
| R3 |
1.2679 |
1.2608 |
1.2436 |
|
| R2 |
1.2538 |
1.2538 |
1.2423 |
|
| R1 |
1.2467 |
1.2467 |
1.2410 |
1.2503 |
| PP |
1.2397 |
1.2397 |
1.2397 |
1.2414 |
| S1 |
1.2326 |
1.2326 |
1.2384 |
1.2362 |
| S2 |
1.2256 |
1.2256 |
1.2371 |
|
| S3 |
1.2115 |
1.2185 |
1.2358 |
|
| S4 |
1.1974 |
1.2044 |
1.2319 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.2967 |
1.2446 |
|
| R3 |
1.2870 |
1.2715 |
1.2376 |
|
| R2 |
1.2618 |
1.2618 |
1.2353 |
|
| R1 |
1.2463 |
1.2463 |
1.2330 |
1.2415 |
| PP |
1.2366 |
1.2366 |
1.2366 |
1.2342 |
| S1 |
1.2211 |
1.2211 |
1.2284 |
1.2163 |
| S2 |
1.2114 |
1.2114 |
1.2261 |
|
| S3 |
1.1862 |
1.1959 |
1.2238 |
|
| S4 |
1.1610 |
1.1707 |
1.2168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2473 |
1.2270 |
0.0203 |
1.6% |
0.0121 |
1.0% |
63% |
False |
False |
174 |
| 10 |
1.2535 |
1.2270 |
0.0265 |
2.1% |
0.0097 |
0.8% |
48% |
False |
False |
125 |
| 20 |
1.2610 |
1.2270 |
0.0340 |
2.7% |
0.0093 |
0.8% |
37% |
False |
False |
114 |
| 40 |
1.2865 |
1.2270 |
0.0595 |
4.8% |
0.0084 |
0.7% |
21% |
False |
False |
86 |
| 60 |
1.3029 |
1.2270 |
0.0759 |
6.1% |
0.0084 |
0.7% |
17% |
False |
False |
73 |
| 80 |
1.3386 |
1.2270 |
0.1116 |
9.0% |
0.0073 |
0.6% |
11% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3066 |
|
2.618 |
1.2836 |
|
1.618 |
1.2695 |
|
1.000 |
1.2608 |
|
0.618 |
1.2554 |
|
HIGH |
1.2467 |
|
0.618 |
1.2413 |
|
0.500 |
1.2397 |
|
0.382 |
1.2380 |
|
LOW |
1.2326 |
|
0.618 |
1.2239 |
|
1.000 |
1.2185 |
|
1.618 |
1.2098 |
|
2.618 |
1.1957 |
|
4.250 |
1.1727 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2397 |
1.2388 |
| PP |
1.2397 |
1.2378 |
| S1 |
1.2397 |
1.2369 |
|