CME Euro FX (E) Future June 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 |
1.2420 |
1.2477 |
0.0057 |
0.5% |
1.2312 |
| High |
1.2500 |
1.2495 |
-0.0005 |
0.0% |
1.2506 |
| Low |
1.2416 |
1.2434 |
0.0018 |
0.1% |
1.2275 |
| Close |
1.2469 |
1.2454 |
-0.0015 |
-0.1% |
1.2469 |
| Range |
0.0084 |
0.0061 |
-0.0023 |
-27.4% |
0.0231 |
| ATR |
0.0098 |
0.0096 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
255 |
359 |
104 |
40.8% |
1,399 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2644 |
1.2610 |
1.2488 |
|
| R3 |
1.2583 |
1.2549 |
1.2471 |
|
| R2 |
1.2522 |
1.2522 |
1.2465 |
|
| R1 |
1.2488 |
1.2488 |
1.2460 |
1.2475 |
| PP |
1.2461 |
1.2461 |
1.2461 |
1.2454 |
| S1 |
1.2427 |
1.2427 |
1.2448 |
1.2414 |
| S2 |
1.2400 |
1.2400 |
1.2443 |
|
| S3 |
1.2339 |
1.2366 |
1.2437 |
|
| S4 |
1.2278 |
1.2305 |
1.2420 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.3020 |
1.2596 |
|
| R3 |
1.2879 |
1.2789 |
1.2533 |
|
| R2 |
1.2648 |
1.2648 |
1.2511 |
|
| R1 |
1.2558 |
1.2558 |
1.2490 |
1.2603 |
| PP |
1.2417 |
1.2417 |
1.2417 |
1.2439 |
| S1 |
1.2327 |
1.2327 |
1.2448 |
1.2372 |
| S2 |
1.2186 |
1.2186 |
1.2427 |
|
| S3 |
1.1955 |
1.2096 |
1.2405 |
|
| S4 |
1.1724 |
1.1865 |
1.2342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2506 |
1.2326 |
0.0180 |
1.4% |
0.0097 |
0.8% |
71% |
False |
False |
303 |
| 10 |
1.2506 |
1.2270 |
0.0236 |
1.9% |
0.0102 |
0.8% |
78% |
False |
False |
226 |
| 20 |
1.2610 |
1.2270 |
0.0340 |
2.7% |
0.0094 |
0.8% |
54% |
False |
False |
172 |
| 40 |
1.2831 |
1.2270 |
0.0561 |
4.5% |
0.0083 |
0.7% |
33% |
False |
False |
114 |
| 60 |
1.2903 |
1.2270 |
0.0633 |
5.1% |
0.0085 |
0.7% |
29% |
False |
False |
94 |
| 80 |
1.3299 |
1.2270 |
0.1029 |
8.3% |
0.0077 |
0.6% |
18% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2754 |
|
2.618 |
1.2655 |
|
1.618 |
1.2594 |
|
1.000 |
1.2556 |
|
0.618 |
1.2533 |
|
HIGH |
1.2495 |
|
0.618 |
1.2472 |
|
0.500 |
1.2465 |
|
0.382 |
1.2457 |
|
LOW |
1.2434 |
|
0.618 |
1.2396 |
|
1.000 |
1.2373 |
|
1.618 |
1.2335 |
|
2.618 |
1.2274 |
|
4.250 |
1.2175 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2452 |
| PP |
1.2461 |
1.2450 |
| S1 |
1.2458 |
1.2448 |
|