CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2357 |
1.2306 |
-0.0051 |
-0.4% |
1.2477 |
| High |
1.2366 |
1.2322 |
-0.0044 |
-0.4% |
1.2582 |
| Low |
1.2287 |
1.2242 |
-0.0045 |
-0.4% |
1.2242 |
| Close |
1.2303 |
1.2246 |
-0.0057 |
-0.5% |
1.2246 |
| Range |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0340 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
389 |
229 |
-160 |
-41.1% |
2,594 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2510 |
1.2458 |
1.2290 |
|
| R3 |
1.2430 |
1.2378 |
1.2268 |
|
| R2 |
1.2350 |
1.2350 |
1.2261 |
|
| R1 |
1.2298 |
1.2298 |
1.2253 |
1.2284 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2263 |
| S1 |
1.2218 |
1.2218 |
1.2239 |
1.2204 |
| S2 |
1.2190 |
1.2190 |
1.2231 |
|
| S3 |
1.2110 |
1.2138 |
1.2224 |
|
| S4 |
1.2030 |
1.2058 |
1.2202 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3377 |
1.3151 |
1.2433 |
|
| R3 |
1.3037 |
1.2811 |
1.2340 |
|
| R2 |
1.2697 |
1.2697 |
1.2308 |
|
| R1 |
1.2471 |
1.2471 |
1.2277 |
1.2414 |
| PP |
1.2357 |
1.2357 |
1.2357 |
1.2328 |
| S1 |
1.2131 |
1.2131 |
1.2215 |
1.2074 |
| S2 |
1.2017 |
1.2017 |
1.2184 |
|
| S3 |
1.1677 |
1.1791 |
1.2153 |
|
| S4 |
1.1337 |
1.1451 |
1.2059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2582 |
1.2242 |
0.0340 |
2.8% |
0.0109 |
0.9% |
1% |
False |
True |
518 |
| 10 |
1.2582 |
1.2242 |
0.0340 |
2.8% |
0.0106 |
0.9% |
1% |
False |
True |
399 |
| 20 |
1.2582 |
1.2242 |
0.0340 |
2.8% |
0.0102 |
0.8% |
1% |
False |
True |
273 |
| 40 |
1.2781 |
1.2242 |
0.0539 |
4.4% |
0.0089 |
0.7% |
1% |
False |
True |
169 |
| 60 |
1.2865 |
1.2242 |
0.0623 |
5.1% |
0.0090 |
0.7% |
1% |
False |
True |
129 |
| 80 |
1.3240 |
1.2242 |
0.0998 |
8.1% |
0.0082 |
0.7% |
0% |
False |
True |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2662 |
|
2.618 |
1.2531 |
|
1.618 |
1.2451 |
|
1.000 |
1.2402 |
|
0.618 |
1.2371 |
|
HIGH |
1.2322 |
|
0.618 |
1.2291 |
|
0.500 |
1.2282 |
|
0.382 |
1.2273 |
|
LOW |
1.2242 |
|
0.618 |
1.2193 |
|
1.000 |
1.2162 |
|
1.618 |
1.2113 |
|
2.618 |
1.2033 |
|
4.250 |
1.1902 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2282 |
1.2387 |
| PP |
1.2270 |
1.2340 |
| S1 |
1.2258 |
1.2293 |
|