CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2306 |
1.2242 |
-0.0064 |
-0.5% |
1.2477 |
| High |
1.2322 |
1.2290 |
-0.0032 |
-0.3% |
1.2582 |
| Low |
1.2242 |
1.2238 |
-0.0004 |
0.0% |
1.2242 |
| Close |
1.2246 |
1.2241 |
-0.0005 |
0.0% |
1.2246 |
| Range |
0.0080 |
0.0052 |
-0.0028 |
-35.0% |
0.0340 |
| ATR |
0.0102 |
0.0098 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
229 |
522 |
293 |
127.9% |
2,594 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2412 |
1.2379 |
1.2270 |
|
| R3 |
1.2360 |
1.2327 |
1.2255 |
|
| R2 |
1.2308 |
1.2308 |
1.2251 |
|
| R1 |
1.2275 |
1.2275 |
1.2246 |
1.2266 |
| PP |
1.2256 |
1.2256 |
1.2256 |
1.2252 |
| S1 |
1.2223 |
1.2223 |
1.2236 |
1.2214 |
| S2 |
1.2204 |
1.2204 |
1.2231 |
|
| S3 |
1.2152 |
1.2171 |
1.2227 |
|
| S4 |
1.2100 |
1.2119 |
1.2212 |
|
|
| 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 |
1.2238 |
0.0344 |
2.8% |
0.0108 |
0.9% |
1% |
False |
True |
551 |
| 10 |
1.2582 |
1.2238 |
0.0344 |
2.8% |
0.0102 |
0.8% |
1% |
False |
True |
427 |
| 20 |
1.2582 |
1.2238 |
0.0344 |
2.8% |
0.0096 |
0.8% |
1% |
False |
True |
296 |
| 40 |
1.2781 |
1.2238 |
0.0543 |
4.4% |
0.0090 |
0.7% |
1% |
False |
True |
182 |
| 60 |
1.2865 |
1.2238 |
0.0627 |
5.1% |
0.0089 |
0.7% |
0% |
False |
True |
137 |
| 80 |
1.3220 |
1.2238 |
0.0982 |
8.0% |
0.0082 |
0.7% |
0% |
False |
True |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2511 |
|
2.618 |
1.2426 |
|
1.618 |
1.2374 |
|
1.000 |
1.2342 |
|
0.618 |
1.2322 |
|
HIGH |
1.2290 |
|
0.618 |
1.2270 |
|
0.500 |
1.2264 |
|
0.382 |
1.2258 |
|
LOW |
1.2238 |
|
0.618 |
1.2206 |
|
1.000 |
1.2186 |
|
1.618 |
1.2154 |
|
2.618 |
1.2102 |
|
4.250 |
1.2017 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2264 |
1.2302 |
| PP |
1.2256 |
1.2282 |
| S1 |
1.2249 |
1.2261 |
|