CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2233 |
1.2199 |
-0.0034 |
-0.3% |
1.2242 |
| High |
1.2233 |
1.2234 |
0.0001 |
0.0% |
1.2290 |
| Low |
1.2190 |
1.2163 |
-0.0027 |
-0.2% |
1.2186 |
| Close |
1.2196 |
1.2176 |
-0.0020 |
-0.2% |
1.2196 |
| Range |
0.0043 |
0.0071 |
0.0028 |
65.1% |
0.0104 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
70 |
44 |
-26 |
-37.1% |
868 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2404 |
1.2361 |
1.2215 |
|
| R3 |
1.2333 |
1.2290 |
1.2196 |
|
| R2 |
1.2262 |
1.2262 |
1.2189 |
|
| R1 |
1.2219 |
1.2219 |
1.2183 |
1.2205 |
| PP |
1.2191 |
1.2191 |
1.2191 |
1.2184 |
| S1 |
1.2148 |
1.2148 |
1.2169 |
1.2134 |
| S2 |
1.2120 |
1.2120 |
1.2163 |
|
| S3 |
1.2049 |
1.2077 |
1.2156 |
|
| S4 |
1.1978 |
1.2006 |
1.2137 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2536 |
1.2470 |
1.2253 |
|
| R3 |
1.2432 |
1.2366 |
1.2225 |
|
| R2 |
1.2328 |
1.2328 |
1.2215 |
|
| R1 |
1.2262 |
1.2262 |
1.2206 |
1.2243 |
| PP |
1.2224 |
1.2224 |
1.2224 |
1.2215 |
| S1 |
1.2158 |
1.2158 |
1.2186 |
1.2139 |
| S2 |
1.2120 |
1.2120 |
1.2177 |
|
| S3 |
1.2016 |
1.2054 |
1.2167 |
|
| S4 |
1.1912 |
1.1950 |
1.2139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2290 |
1.2163 |
0.0127 |
1.0% |
0.0056 |
0.5% |
10% |
False |
True |
182 |
| 10 |
1.2582 |
1.2163 |
0.0419 |
3.4% |
0.0083 |
0.7% |
3% |
False |
True |
350 |
| 20 |
1.2582 |
1.2163 |
0.0419 |
3.4% |
0.0093 |
0.8% |
3% |
False |
True |
272 |
| 40 |
1.2626 |
1.2163 |
0.0463 |
3.8% |
0.0089 |
0.7% |
3% |
False |
True |
187 |
| 60 |
1.2865 |
1.2163 |
0.0702 |
5.8% |
0.0089 |
0.7% |
2% |
False |
True |
138 |
| 80 |
1.3029 |
1.2163 |
0.0866 |
7.1% |
0.0081 |
0.7% |
2% |
False |
True |
112 |
| 100 |
1.3434 |
1.2163 |
0.1271 |
10.4% |
0.0070 |
0.6% |
1% |
False |
True |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2536 |
|
2.618 |
1.2420 |
|
1.618 |
1.2349 |
|
1.000 |
1.2305 |
|
0.618 |
1.2278 |
|
HIGH |
1.2234 |
|
0.618 |
1.2207 |
|
0.500 |
1.2199 |
|
0.382 |
1.2190 |
|
LOW |
1.2163 |
|
0.618 |
1.2119 |
|
1.000 |
1.2092 |
|
1.618 |
1.2048 |
|
2.618 |
1.1977 |
|
4.250 |
1.1861 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2199 |
1.2200 |
| PP |
1.2191 |
1.2192 |
| S1 |
1.2184 |
1.2184 |
|