CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2453 |
1.2412 |
-0.0041 |
-0.3% |
1.2297 |
| High |
1.2503 |
1.2493 |
-0.0010 |
-0.1% |
1.2503 |
| Low |
1.2377 |
1.2391 |
0.0014 |
0.1% |
1.2255 |
| Close |
1.2392 |
1.2459 |
0.0067 |
0.5% |
1.2459 |
| Range |
0.0126 |
0.0102 |
-0.0024 |
-19.0% |
0.0248 |
| ATR |
0.0109 |
0.0109 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
212,364 |
254,091 |
41,727 |
19.6% |
814,057 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2754 |
1.2708 |
1.2515 |
|
| R3 |
1.2652 |
1.2606 |
1.2487 |
|
| R2 |
1.2550 |
1.2550 |
1.2478 |
|
| R1 |
1.2504 |
1.2504 |
1.2468 |
1.2527 |
| PP |
1.2448 |
1.2448 |
1.2448 |
1.2459 |
| S1 |
1.2402 |
1.2402 |
1.2450 |
1.2425 |
| S2 |
1.2346 |
1.2346 |
1.2440 |
|
| S3 |
1.2244 |
1.2300 |
1.2431 |
|
| S4 |
1.2142 |
1.2198 |
1.2403 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.3052 |
1.2595 |
|
| R3 |
1.2902 |
1.2804 |
1.2527 |
|
| R2 |
1.2654 |
1.2654 |
1.2504 |
|
| R1 |
1.2556 |
1.2556 |
1.2482 |
1.2605 |
| PP |
1.2406 |
1.2406 |
1.2406 |
1.2430 |
| S1 |
1.2308 |
1.2308 |
1.2436 |
1.2357 |
| S2 |
1.2158 |
1.2158 |
1.2414 |
|
| S3 |
1.1910 |
1.2060 |
1.2391 |
|
| S4 |
1.1662 |
1.1812 |
1.2323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2503 |
1.2255 |
0.0248 |
2.0% |
0.0114 |
0.9% |
82% |
False |
False |
162,811 |
| 10 |
1.2516 |
1.2255 |
0.0261 |
2.1% |
0.0114 |
0.9% |
78% |
False |
False |
91,147 |
| 20 |
1.2610 |
1.2255 |
0.0355 |
2.8% |
0.0111 |
0.9% |
57% |
False |
False |
47,367 |
| 40 |
1.2851 |
1.2255 |
0.0596 |
4.8% |
0.0102 |
0.8% |
34% |
False |
False |
24,374 |
| 60 |
1.2940 |
1.2255 |
0.0685 |
5.5% |
0.0104 |
0.8% |
30% |
False |
False |
16,504 |
| 80 |
1.3298 |
1.2255 |
0.1043 |
8.4% |
0.0093 |
0.7% |
20% |
False |
False |
12,435 |
| 100 |
1.3478 |
1.2255 |
0.1223 |
9.8% |
0.0080 |
0.6% |
17% |
False |
False |
9,971 |
| 120 |
1.3710 |
1.2255 |
0.1455 |
11.7% |
0.0069 |
0.6% |
14% |
False |
False |
8,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2927 |
|
2.618 |
1.2760 |
|
1.618 |
1.2658 |
|
1.000 |
1.2595 |
|
0.618 |
1.2556 |
|
HIGH |
1.2493 |
|
0.618 |
1.2454 |
|
0.500 |
1.2442 |
|
0.382 |
1.2430 |
|
LOW |
1.2391 |
|
0.618 |
1.2328 |
|
1.000 |
1.2289 |
|
1.618 |
1.2226 |
|
2.618 |
1.2124 |
|
4.250 |
1.1958 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2453 |
1.2452 |
| PP |
1.2448 |
1.2444 |
| S1 |
1.2442 |
1.2437 |
|