CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2384 |
1.2309 |
-0.0075 |
-0.6% |
1.2376 |
| High |
1.2392 |
1.2458 |
0.0066 |
0.5% |
1.2534 |
| Low |
1.2302 |
1.2277 |
-0.0025 |
-0.2% |
1.2366 |
| Close |
1.2311 |
1.2368 |
0.0057 |
0.5% |
1.2436 |
| Range |
0.0090 |
0.0181 |
0.0091 |
101.1% |
0.0168 |
| ATR |
0.0102 |
0.0108 |
0.0006 |
5.5% |
0.0000 |
| Volume |
254,613 |
434,195 |
179,582 |
70.5% |
850,103 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2911 |
1.2820 |
1.2468 |
|
| R3 |
1.2730 |
1.2639 |
1.2418 |
|
| R2 |
1.2549 |
1.2549 |
1.2401 |
|
| R1 |
1.2458 |
1.2458 |
1.2385 |
1.2504 |
| PP |
1.2368 |
1.2368 |
1.2368 |
1.2390 |
| S1 |
1.2277 |
1.2277 |
1.2351 |
1.2323 |
| S2 |
1.2187 |
1.2187 |
1.2335 |
|
| S3 |
1.2006 |
1.2096 |
1.2318 |
|
| S4 |
1.1825 |
1.1915 |
1.2268 |
|
|
| 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 |
1.2525 |
1.2277 |
0.0248 |
2.0% |
0.0111 |
0.9% |
37% |
False |
True |
271,054 |
| 10 |
1.2577 |
1.2277 |
0.0300 |
2.4% |
0.0108 |
0.9% |
30% |
False |
True |
255,980 |
| 20 |
1.2605 |
1.2277 |
0.0328 |
2.7% |
0.0109 |
0.9% |
28% |
False |
True |
246,800 |
| 40 |
1.2893 |
1.2277 |
0.0616 |
5.0% |
0.0110 |
0.9% |
15% |
False |
True |
242,947 |
| 60 |
1.3006 |
1.2277 |
0.0729 |
5.9% |
0.0104 |
0.8% |
12% |
False |
True |
244,395 |
| 80 |
1.3420 |
1.2277 |
0.1143 |
9.2% |
0.0095 |
0.8% |
8% |
False |
True |
189,789 |
| 100 |
1.3576 |
1.2277 |
0.1299 |
10.5% |
0.0084 |
0.7% |
7% |
False |
True |
152,099 |
| 120 |
1.3709 |
1.2277 |
0.1432 |
11.6% |
0.0078 |
0.6% |
6% |
False |
True |
126,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3227 |
|
2.618 |
1.2932 |
|
1.618 |
1.2751 |
|
1.000 |
1.2639 |
|
0.618 |
1.2570 |
|
HIGH |
1.2458 |
|
0.618 |
1.2389 |
|
0.500 |
1.2368 |
|
0.382 |
1.2346 |
|
LOW |
1.2277 |
|
0.618 |
1.2165 |
|
1.000 |
1.2096 |
|
1.618 |
1.1984 |
|
2.618 |
1.1803 |
|
4.250 |
1.1508 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2368 |
1.2378 |
| PP |
1.2368 |
1.2374 |
| S1 |
1.2368 |
1.2371 |
|