CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2447 |
1.2408 |
-0.0039 |
-0.3% |
1.2288 |
| High |
1.2496 |
1.2486 |
-0.0010 |
-0.1% |
1.2496 |
| Low |
1.2371 |
1.2385 |
0.0014 |
0.1% |
1.2248 |
| Close |
1.2385 |
1.2452 |
0.0067 |
0.5% |
1.2452 |
| Range |
0.0125 |
0.0101 |
-0.0024 |
-19.2% |
0.0248 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
360,548 |
89,881 |
-270,667 |
-75.1% |
1,356,060 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2744 |
1.2699 |
1.2508 |
|
| R3 |
1.2643 |
1.2598 |
1.2480 |
|
| R2 |
1.2542 |
1.2542 |
1.2471 |
|
| R1 |
1.2497 |
1.2497 |
1.2461 |
1.2520 |
| PP |
1.2441 |
1.2441 |
1.2441 |
1.2452 |
| S1 |
1.2396 |
1.2396 |
1.2443 |
1.2419 |
| S2 |
1.2340 |
1.2340 |
1.2433 |
|
| S3 |
1.2239 |
1.2295 |
1.2424 |
|
| S4 |
1.2138 |
1.2194 |
1.2396 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3143 |
1.3045 |
1.2588 |
|
| R3 |
1.2895 |
1.2797 |
1.2520 |
|
| R2 |
1.2647 |
1.2647 |
1.2497 |
|
| R1 |
1.2549 |
1.2549 |
1.2475 |
1.2598 |
| PP |
1.2399 |
1.2399 |
1.2399 |
1.2423 |
| S1 |
1.2301 |
1.2301 |
1.2429 |
1.2350 |
| S2 |
1.2151 |
1.2151 |
1.2407 |
|
| S3 |
1.1903 |
1.2053 |
1.2384 |
|
| S4 |
1.1655 |
1.1805 |
1.2316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2496 |
1.2248 |
0.0248 |
2.0% |
0.0114 |
0.9% |
82% |
False |
False |
271,212 |
| 10 |
1.2509 |
1.2248 |
0.0261 |
2.1% |
0.0115 |
0.9% |
78% |
False |
False |
278,339 |
| 20 |
1.2605 |
1.2248 |
0.0357 |
2.9% |
0.0112 |
0.9% |
57% |
False |
False |
259,477 |
| 40 |
1.2845 |
1.2248 |
0.0597 |
4.8% |
0.0105 |
0.8% |
34% |
False |
False |
237,175 |
| 60 |
1.2937 |
1.2248 |
0.0689 |
5.5% |
0.0107 |
0.9% |
30% |
False |
False |
249,545 |
| 80 |
1.3304 |
1.2248 |
0.1056 |
8.5% |
0.0099 |
0.8% |
19% |
False |
False |
210,414 |
| 100 |
1.3490 |
1.2248 |
0.1242 |
10.0% |
0.0089 |
0.7% |
16% |
False |
False |
168,681 |
| 120 |
1.3709 |
1.2248 |
0.1461 |
11.7% |
0.0081 |
0.7% |
14% |
False |
False |
140,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2915 |
|
2.618 |
1.2750 |
|
1.618 |
1.2649 |
|
1.000 |
1.2587 |
|
0.618 |
1.2548 |
|
HIGH |
1.2486 |
|
0.618 |
1.2447 |
|
0.500 |
1.2436 |
|
0.382 |
1.2424 |
|
LOW |
1.2385 |
|
0.618 |
1.2323 |
|
1.000 |
1.2284 |
|
1.618 |
1.2222 |
|
2.618 |
1.2121 |
|
4.250 |
1.1956 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2447 |
1.2444 |
| PP |
1.2441 |
1.2437 |
| S1 |
1.2436 |
1.2429 |
|