CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2506 |
1.2447 |
-0.0059 |
-0.5% |
1.2376 |
| High |
1.2525 |
1.2509 |
-0.0016 |
-0.1% |
1.2534 |
| Low |
1.2428 |
1.2421 |
-0.0007 |
-0.1% |
1.2366 |
| Close |
1.2436 |
1.2479 |
0.0043 |
0.3% |
1.2436 |
| Range |
0.0097 |
0.0088 |
-0.0009 |
-9.3% |
0.0168 |
| ATR |
0.0105 |
0.0103 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
233,459 |
241,437 |
7,978 |
3.4% |
850,103 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2734 |
1.2694 |
1.2527 |
|
| R3 |
1.2646 |
1.2606 |
1.2503 |
|
| R2 |
1.2558 |
1.2558 |
1.2495 |
|
| R1 |
1.2518 |
1.2518 |
1.2487 |
1.2538 |
| PP |
1.2470 |
1.2470 |
1.2470 |
1.2480 |
| S1 |
1.2430 |
1.2430 |
1.2471 |
1.2450 |
| S2 |
1.2382 |
1.2382 |
1.2463 |
|
| S3 |
1.2294 |
1.2342 |
1.2455 |
|
| S4 |
1.2206 |
1.2254 |
1.2431 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2861 |
1.2528 |
|
| R3 |
1.2781 |
1.2693 |
1.2482 |
|
| R2 |
1.2613 |
1.2613 |
1.2467 |
|
| R1 |
1.2525 |
1.2525 |
1.2451 |
1.2569 |
| PP |
1.2445 |
1.2445 |
1.2445 |
1.2468 |
| S1 |
1.2357 |
1.2357 |
1.2421 |
1.2401 |
| S2 |
1.2277 |
1.2277 |
1.2405 |
|
| S3 |
1.2109 |
1.2189 |
1.2390 |
|
| S4 |
1.1941 |
1.2021 |
1.2344 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2534 |
1.2366 |
0.0168 |
1.3% |
0.0088 |
0.7% |
67% |
False |
False |
218,308 |
| 10 |
1.2605 |
1.2366 |
0.0239 |
1.9% |
0.0103 |
0.8% |
47% |
False |
False |
232,854 |
| 20 |
1.2605 |
1.2361 |
0.0244 |
2.0% |
0.0104 |
0.8% |
48% |
False |
False |
237,619 |
| 40 |
1.2893 |
1.2361 |
0.0532 |
4.3% |
0.0110 |
0.9% |
22% |
False |
False |
243,070 |
| 60 |
1.3006 |
1.2361 |
0.0645 |
5.2% |
0.0102 |
0.8% |
18% |
False |
False |
236,321 |
| 80 |
1.3440 |
1.2361 |
0.1079 |
8.6% |
0.0092 |
0.7% |
11% |
False |
False |
178,813 |
| 100 |
1.3648 |
1.2361 |
0.1287 |
10.3% |
0.0082 |
0.7% |
9% |
False |
False |
143,304 |
| 120 |
1.3709 |
1.2361 |
0.1348 |
10.8% |
0.0076 |
0.6% |
9% |
False |
False |
119,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2883 |
|
2.618 |
1.2739 |
|
1.618 |
1.2651 |
|
1.000 |
1.2597 |
|
0.618 |
1.2563 |
|
HIGH |
1.2509 |
|
0.618 |
1.2475 |
|
0.500 |
1.2465 |
|
0.382 |
1.2455 |
|
LOW |
1.2421 |
|
0.618 |
1.2367 |
|
1.000 |
1.2333 |
|
1.618 |
1.2279 |
|
2.618 |
1.2191 |
|
4.250 |
1.2047 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2474 |
1.2479 |
| PP |
1.2470 |
1.2478 |
| S1 |
1.2465 |
1.2478 |
|