CME Euro FX (E) Future March 2015
| 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 |
1.2388 |
1.2297 |
-0.0091 |
-0.7% |
1.2453 |
| High |
1.2401 |
1.2353 |
-0.0048 |
-0.4% |
1.2516 |
| Low |
1.2280 |
1.2255 |
-0.0025 |
-0.2% |
1.2280 |
| Close |
1.2297 |
1.2335 |
0.0038 |
0.3% |
1.2297 |
| Range |
0.0121 |
0.0098 |
-0.0023 |
-19.0% |
0.0236 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
25,803 |
43,624 |
17,821 |
69.1% |
97,417 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2608 |
1.2570 |
1.2389 |
|
| R3 |
1.2510 |
1.2472 |
1.2362 |
|
| R2 |
1.2412 |
1.2412 |
1.2353 |
|
| R1 |
1.2374 |
1.2374 |
1.2344 |
1.2393 |
| PP |
1.2314 |
1.2314 |
1.2314 |
1.2324 |
| S1 |
1.2276 |
1.2276 |
1.2326 |
1.2295 |
| S2 |
1.2216 |
1.2216 |
1.2317 |
|
| S3 |
1.2118 |
1.2178 |
1.2308 |
|
| S4 |
1.2020 |
1.2080 |
1.2281 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.2921 |
1.2427 |
|
| R3 |
1.2836 |
1.2685 |
1.2362 |
|
| R2 |
1.2600 |
1.2600 |
1.2340 |
|
| R1 |
1.2449 |
1.2449 |
1.2319 |
1.2407 |
| PP |
1.2364 |
1.2364 |
1.2364 |
1.2343 |
| S1 |
1.2213 |
1.2213 |
1.2275 |
1.2171 |
| S2 |
1.2128 |
1.2128 |
1.2254 |
|
| S3 |
1.1892 |
1.1977 |
1.2232 |
|
| S4 |
1.1656 |
1.1741 |
1.2167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2485 |
1.2255 |
0.0230 |
1.9% |
0.0117 |
0.9% |
35% |
False |
True |
26,726 |
| 10 |
1.2544 |
1.2255 |
0.0289 |
2.3% |
0.0102 |
0.8% |
28% |
False |
True |
16,243 |
| 20 |
1.2610 |
1.2255 |
0.0355 |
2.9% |
0.0104 |
0.8% |
23% |
False |
True |
9,215 |
| 40 |
1.2896 |
1.2255 |
0.0641 |
5.2% |
0.0106 |
0.9% |
12% |
False |
True |
5,221 |
| 60 |
1.3010 |
1.2255 |
0.0755 |
6.1% |
0.0101 |
0.8% |
11% |
False |
True |
3,706 |
| 80 |
1.3412 |
1.2255 |
0.1157 |
9.4% |
0.0089 |
0.7% |
7% |
False |
True |
2,821 |
| 100 |
1.3549 |
1.2255 |
0.1294 |
10.5% |
0.0075 |
0.6% |
6% |
False |
True |
2,269 |
| 120 |
1.3710 |
1.2255 |
0.1455 |
11.8% |
0.0066 |
0.5% |
5% |
False |
True |
1,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2770 |
|
2.618 |
1.2610 |
|
1.618 |
1.2512 |
|
1.000 |
1.2451 |
|
0.618 |
1.2414 |
|
HIGH |
1.2353 |
|
0.618 |
1.2316 |
|
0.500 |
1.2304 |
|
0.382 |
1.2292 |
|
LOW |
1.2255 |
|
0.618 |
1.2194 |
|
1.000 |
1.2157 |
|
1.618 |
1.2096 |
|
2.618 |
1.1998 |
|
4.250 |
1.1839 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2325 |
1.2360 |
| PP |
1.2314 |
1.2352 |
| S1 |
1.2304 |
1.2343 |
|