CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2250 |
1.2198 |
-0.0052 |
-0.4% |
1.2477 |
| High |
1.2256 |
1.2236 |
-0.0020 |
-0.2% |
1.2582 |
| Low |
1.2186 |
1.2194 |
0.0008 |
0.1% |
1.2242 |
| Close |
1.2196 |
1.2210 |
0.0014 |
0.1% |
1.2246 |
| Range |
0.0070 |
0.0042 |
-0.0028 |
-40.0% |
0.0340 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
112 |
164 |
52 |
46.4% |
2,594 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2339 |
1.2317 |
1.2233 |
|
| R3 |
1.2297 |
1.2275 |
1.2222 |
|
| R2 |
1.2255 |
1.2255 |
1.2218 |
|
| R1 |
1.2233 |
1.2233 |
1.2214 |
1.2244 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2219 |
| S1 |
1.2191 |
1.2191 |
1.2206 |
1.2202 |
| S2 |
1.2171 |
1.2171 |
1.2202 |
|
| S3 |
1.2129 |
1.2149 |
1.2198 |
|
| S4 |
1.2087 |
1.2107 |
1.2187 |
|
|
| 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 |
1.2366 |
1.2186 |
0.0180 |
1.5% |
0.0065 |
0.5% |
13% |
False |
False |
283 |
| 10 |
1.2582 |
1.2186 |
0.0396 |
3.2% |
0.0091 |
0.7% |
6% |
False |
False |
384 |
| 20 |
1.2582 |
1.2186 |
0.0396 |
3.2% |
0.0094 |
0.8% |
6% |
False |
False |
280 |
| 40 |
1.2778 |
1.2186 |
0.0592 |
4.8% |
0.0090 |
0.7% |
4% |
False |
False |
188 |
| 60 |
1.2865 |
1.2186 |
0.0679 |
5.6% |
0.0089 |
0.7% |
4% |
False |
False |
140 |
| 80 |
1.3189 |
1.2186 |
0.1003 |
8.2% |
0.0082 |
0.7% |
2% |
False |
False |
111 |
| 100 |
1.3434 |
1.2186 |
0.1248 |
10.2% |
0.0069 |
0.6% |
2% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2415 |
|
2.618 |
1.2346 |
|
1.618 |
1.2304 |
|
1.000 |
1.2278 |
|
0.618 |
1.2262 |
|
HIGH |
1.2236 |
|
0.618 |
1.2220 |
|
0.500 |
1.2215 |
|
0.382 |
1.2210 |
|
LOW |
1.2194 |
|
0.618 |
1.2168 |
|
1.000 |
1.2152 |
|
1.618 |
1.2126 |
|
2.618 |
1.2084 |
|
4.250 |
1.2016 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2215 |
1.2238 |
| PP |
1.2213 |
1.2229 |
| S1 |
1.2212 |
1.2219 |
|