CME Euro FX (E) Future June 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 |
1.2242 |
1.2250 |
0.0008 |
0.1% |
1.2477 |
| High |
1.2290 |
1.2256 |
-0.0034 |
-0.3% |
1.2582 |
| Low |
1.2238 |
1.2186 |
-0.0052 |
-0.4% |
1.2242 |
| Close |
1.2241 |
1.2196 |
-0.0045 |
-0.4% |
1.2246 |
| Range |
0.0052 |
0.0070 |
0.0018 |
34.6% |
0.0340 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
522 |
112 |
-410 |
-78.5% |
2,594 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2423 |
1.2379 |
1.2235 |
|
| R3 |
1.2353 |
1.2309 |
1.2215 |
|
| R2 |
1.2283 |
1.2283 |
1.2209 |
|
| R1 |
1.2239 |
1.2239 |
1.2202 |
1.2226 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2206 |
| S1 |
1.2169 |
1.2169 |
1.2190 |
1.2156 |
| S2 |
1.2143 |
1.2143 |
1.2183 |
|
| S3 |
1.2073 |
1.2099 |
1.2177 |
|
| S4 |
1.2003 |
1.2029 |
1.2158 |
|
|
| 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 |
1.2531 |
1.2186 |
0.0345 |
2.8% |
0.0094 |
0.8% |
3% |
False |
True |
528 |
| 10 |
1.2582 |
1.2186 |
0.0396 |
3.2% |
0.0095 |
0.8% |
3% |
False |
True |
420 |
| 20 |
1.2582 |
1.2186 |
0.0396 |
3.2% |
0.0096 |
0.8% |
3% |
False |
True |
273 |
| 40 |
1.2781 |
1.2186 |
0.0595 |
4.9% |
0.0091 |
0.7% |
2% |
False |
True |
184 |
| 60 |
1.2865 |
1.2186 |
0.0679 |
5.6% |
0.0090 |
0.7% |
1% |
False |
True |
138 |
| 80 |
1.3189 |
1.2186 |
0.1003 |
8.2% |
0.0082 |
0.7% |
1% |
False |
True |
109 |
| 100 |
1.3440 |
1.2186 |
0.1254 |
10.3% |
0.0069 |
0.6% |
1% |
False |
True |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2554 |
|
2.618 |
1.2439 |
|
1.618 |
1.2369 |
|
1.000 |
1.2326 |
|
0.618 |
1.2299 |
|
HIGH |
1.2256 |
|
0.618 |
1.2229 |
|
0.500 |
1.2221 |
|
0.382 |
1.2213 |
|
LOW |
1.2186 |
|
0.618 |
1.2143 |
|
1.000 |
1.2116 |
|
1.618 |
1.2073 |
|
2.618 |
1.2003 |
|
4.250 |
1.1889 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2221 |
1.2254 |
| PP |
1.2213 |
1.2235 |
| S1 |
1.2204 |
1.2215 |
|