CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2316 |
1.2378 |
0.0062 |
0.5% |
1.2447 |
| High |
1.2450 |
1.2449 |
-0.0001 |
0.0% |
1.2509 |
| Low |
1.2293 |
1.2362 |
0.0069 |
0.6% |
1.2272 |
| Close |
1.2378 |
1.2443 |
0.0065 |
0.5% |
1.2289 |
| Range |
0.0157 |
0.0087 |
-0.0070 |
-44.6% |
0.0237 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
348,515 |
347,256 |
-1,259 |
-0.4% |
1,427,334 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2679 |
1.2648 |
1.2491 |
|
| R3 |
1.2592 |
1.2561 |
1.2467 |
|
| R2 |
1.2505 |
1.2505 |
1.2459 |
|
| R1 |
1.2474 |
1.2474 |
1.2451 |
1.2490 |
| PP |
1.2418 |
1.2418 |
1.2418 |
1.2426 |
| S1 |
1.2387 |
1.2387 |
1.2435 |
1.2403 |
| S2 |
1.2331 |
1.2331 |
1.2427 |
|
| S3 |
1.2244 |
1.2300 |
1.2419 |
|
| S4 |
1.2157 |
1.2213 |
1.2395 |
|
|
| 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 |
1.2458 |
1.2248 |
0.0210 |
1.7% |
0.0129 |
1.0% |
93% |
False |
False |
329,069 |
| 10 |
1.2534 |
1.2248 |
0.0286 |
2.3% |
0.0111 |
0.9% |
68% |
False |
False |
277,522 |
| 20 |
1.2605 |
1.2248 |
0.0357 |
2.9% |
0.0108 |
0.9% |
55% |
False |
False |
256,731 |
| 40 |
1.2893 |
1.2248 |
0.0645 |
5.2% |
0.0109 |
0.9% |
30% |
False |
False |
249,318 |
| 60 |
1.2993 |
1.2248 |
0.0745 |
6.0% |
0.0107 |
0.9% |
26% |
False |
False |
250,826 |
| 80 |
1.3370 |
1.2248 |
0.1122 |
9.0% |
0.0098 |
0.8% |
17% |
False |
False |
204,864 |
| 100 |
1.3534 |
1.2248 |
0.1286 |
10.3% |
0.0088 |
0.7% |
15% |
False |
False |
164,190 |
| 120 |
1.3709 |
1.2248 |
0.1461 |
11.7% |
0.0080 |
0.6% |
13% |
False |
False |
136,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2819 |
|
2.618 |
1.2677 |
|
1.618 |
1.2590 |
|
1.000 |
1.2536 |
|
0.618 |
1.2503 |
|
HIGH |
1.2449 |
|
0.618 |
1.2416 |
|
0.500 |
1.2406 |
|
0.382 |
1.2395 |
|
LOW |
1.2362 |
|
0.618 |
1.2308 |
|
1.000 |
1.2275 |
|
1.618 |
1.2221 |
|
2.618 |
1.2134 |
|
4.250 |
1.1992 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2431 |
1.2412 |
| PP |
1.2418 |
1.2380 |
| S1 |
1.2406 |
1.2349 |
|