CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2379 |
1.2288 |
-0.0091 |
-0.7% |
1.2447 |
| High |
1.2394 |
1.2346 |
-0.0048 |
-0.4% |
1.2509 |
| Low |
1.2272 |
1.2248 |
-0.0024 |
-0.2% |
1.2272 |
| Close |
1.2289 |
1.2327 |
0.0038 |
0.3% |
1.2289 |
| Range |
0.0122 |
0.0098 |
-0.0024 |
-19.7% |
0.0237 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
305,520 |
209,860 |
-95,660 |
-31.3% |
1,427,334 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2601 |
1.2562 |
1.2381 |
|
| R3 |
1.2503 |
1.2464 |
1.2354 |
|
| R2 |
1.2405 |
1.2405 |
1.2345 |
|
| R1 |
1.2366 |
1.2366 |
1.2336 |
1.2386 |
| PP |
1.2307 |
1.2307 |
1.2307 |
1.2317 |
| S1 |
1.2268 |
1.2268 |
1.2318 |
1.2288 |
| S2 |
1.2209 |
1.2209 |
1.2309 |
|
| S3 |
1.2111 |
1.2170 |
1.2300 |
|
| S4 |
1.2013 |
1.2072 |
1.2273 |
|
|
| 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 |
1.2478 |
1.2248 |
0.0230 |
1.9% |
0.0118 |
1.0% |
34% |
False |
True |
279,151 |
| 10 |
1.2534 |
1.2248 |
0.0286 |
2.3% |
0.0103 |
0.8% |
28% |
False |
True |
248,729 |
| 20 |
1.2605 |
1.2248 |
0.0357 |
2.9% |
0.0106 |
0.9% |
22% |
False |
True |
238,711 |
| 40 |
1.2893 |
1.2248 |
0.0645 |
5.2% |
0.0109 |
0.9% |
12% |
False |
True |
241,794 |
| 60 |
1.3006 |
1.2248 |
0.0758 |
6.1% |
0.0105 |
0.9% |
10% |
False |
True |
245,402 |
| 80 |
1.3419 |
1.2248 |
0.1171 |
9.5% |
0.0096 |
0.8% |
7% |
False |
True |
196,206 |
| 100 |
1.3555 |
1.2248 |
0.1307 |
10.6% |
0.0086 |
0.7% |
6% |
False |
True |
157,241 |
| 120 |
1.3709 |
1.2248 |
0.1461 |
11.9% |
0.0079 |
0.6% |
5% |
False |
True |
131,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2763 |
|
2.618 |
1.2603 |
|
1.618 |
1.2505 |
|
1.000 |
1.2444 |
|
0.618 |
1.2407 |
|
HIGH |
1.2346 |
|
0.618 |
1.2309 |
|
0.500 |
1.2297 |
|
0.382 |
1.2285 |
|
LOW |
1.2248 |
|
0.618 |
1.2187 |
|
1.000 |
1.2150 |
|
1.618 |
1.2089 |
|
2.618 |
1.1991 |
|
4.250 |
1.1832 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2317 |
1.2353 |
| PP |
1.2307 |
1.2344 |
| S1 |
1.2297 |
1.2336 |
|