CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2309 |
1.2379 |
0.0070 |
0.6% |
1.2447 |
| High |
1.2458 |
1.2394 |
-0.0064 |
-0.5% |
1.2509 |
| Low |
1.2277 |
1.2272 |
-0.0005 |
0.0% |
1.2272 |
| Close |
1.2368 |
1.2289 |
-0.0079 |
-0.6% |
1.2289 |
| Range |
0.0181 |
0.0122 |
-0.0059 |
-32.6% |
0.0237 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.9% |
0.0000 |
| Volume |
434,195 |
305,520 |
-128,675 |
-29.6% |
1,427,334 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2684 |
1.2609 |
1.2356 |
|
| R3 |
1.2562 |
1.2487 |
1.2323 |
|
| R2 |
1.2440 |
1.2440 |
1.2311 |
|
| R1 |
1.2365 |
1.2365 |
1.2300 |
1.2342 |
| PP |
1.2318 |
1.2318 |
1.2318 |
1.2307 |
| S1 |
1.2243 |
1.2243 |
1.2278 |
1.2220 |
| S2 |
1.2196 |
1.2196 |
1.2267 |
|
| S3 |
1.2074 |
1.2121 |
1.2255 |
|
| S4 |
1.1952 |
1.1999 |
1.2222 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.2915 |
1.2419 |
|
| R3 |
1.2831 |
1.2678 |
1.2354 |
|
| R2 |
1.2594 |
1.2594 |
1.2332 |
|
| R1 |
1.2441 |
1.2441 |
1.2311 |
1.2399 |
| PP |
1.2357 |
1.2357 |
1.2357 |
1.2336 |
| S1 |
1.2204 |
1.2204 |
1.2267 |
1.2162 |
| S2 |
1.2120 |
1.2120 |
1.2246 |
|
| S3 |
1.1883 |
1.1967 |
1.2224 |
|
| S4 |
1.1646 |
1.1730 |
1.2159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2509 |
1.2272 |
0.0237 |
1.9% |
0.0116 |
0.9% |
7% |
False |
True |
285,466 |
| 10 |
1.2570 |
1.2272 |
0.0298 |
2.4% |
0.0113 |
0.9% |
6% |
False |
True |
259,971 |
| 20 |
1.2605 |
1.2272 |
0.0333 |
2.7% |
0.0107 |
0.9% |
5% |
False |
True |
244,587 |
| 40 |
1.2893 |
1.2272 |
0.0621 |
5.1% |
0.0109 |
0.9% |
3% |
False |
True |
242,087 |
| 60 |
1.3006 |
1.2272 |
0.0734 |
6.0% |
0.0105 |
0.9% |
2% |
False |
True |
246,471 |
| 80 |
1.3419 |
1.2272 |
0.1147 |
9.3% |
0.0095 |
0.8% |
1% |
False |
True |
193,597 |
| 100 |
1.3555 |
1.2272 |
0.1283 |
10.4% |
0.0085 |
0.7% |
1% |
False |
True |
155,149 |
| 120 |
1.3709 |
1.2272 |
0.1437 |
11.7% |
0.0078 |
0.6% |
1% |
False |
True |
129,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2913 |
|
2.618 |
1.2713 |
|
1.618 |
1.2591 |
|
1.000 |
1.2516 |
|
0.618 |
1.2469 |
|
HIGH |
1.2394 |
|
0.618 |
1.2347 |
|
0.500 |
1.2333 |
|
0.382 |
1.2319 |
|
LOW |
1.2272 |
|
0.618 |
1.2197 |
|
1.000 |
1.2150 |
|
1.618 |
1.2075 |
|
2.618 |
1.1953 |
|
4.250 |
1.1754 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2333 |
1.2365 |
| PP |
1.2318 |
1.2340 |
| S1 |
1.2304 |
1.2314 |
|