CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2297 |
1.2323 |
0.0026 |
0.2% |
1.2453 |
| High |
1.2353 |
1.2457 |
0.0104 |
0.8% |
1.2516 |
| Low |
1.2255 |
1.2300 |
0.0045 |
0.4% |
1.2280 |
| Close |
1.2335 |
1.2386 |
0.0051 |
0.4% |
1.2297 |
| Range |
0.0098 |
0.0157 |
0.0059 |
60.2% |
0.0236 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.4% |
0.0000 |
| Volume |
43,624 |
114,993 |
71,369 |
163.6% |
97,417 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2776 |
1.2472 |
|
| R3 |
1.2695 |
1.2619 |
1.2429 |
|
| R2 |
1.2538 |
1.2538 |
1.2415 |
|
| R1 |
1.2462 |
1.2462 |
1.2400 |
1.2500 |
| PP |
1.2381 |
1.2381 |
1.2381 |
1.2400 |
| S1 |
1.2305 |
1.2305 |
1.2372 |
1.2343 |
| S2 |
1.2224 |
1.2224 |
1.2357 |
|
| S3 |
1.2067 |
1.2148 |
1.2343 |
|
| S4 |
1.1910 |
1.1991 |
1.2300 |
|
|
| 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 |
1.2465 |
1.2255 |
0.0210 |
1.7% |
0.0129 |
1.0% |
62% |
False |
False |
47,138 |
| 10 |
1.2544 |
1.2255 |
0.0289 |
2.3% |
0.0110 |
0.9% |
45% |
False |
False |
27,272 |
| 20 |
1.2610 |
1.2255 |
0.0355 |
2.9% |
0.0108 |
0.9% |
37% |
False |
False |
14,825 |
| 40 |
1.2896 |
1.2255 |
0.0641 |
5.2% |
0.0107 |
0.9% |
20% |
False |
False |
8,081 |
| 60 |
1.3010 |
1.2255 |
0.0755 |
6.1% |
0.0103 |
0.8% |
17% |
False |
False |
5,620 |
| 80 |
1.3410 |
1.2255 |
0.1155 |
9.3% |
0.0090 |
0.7% |
11% |
False |
False |
4,243 |
| 100 |
1.3547 |
1.2255 |
0.1292 |
10.4% |
0.0077 |
0.6% |
10% |
False |
False |
3,418 |
| 120 |
1.3710 |
1.2255 |
0.1455 |
11.7% |
0.0067 |
0.5% |
9% |
False |
False |
2,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3124 |
|
2.618 |
1.2868 |
|
1.618 |
1.2711 |
|
1.000 |
1.2614 |
|
0.618 |
1.2554 |
|
HIGH |
1.2457 |
|
0.618 |
1.2397 |
|
0.500 |
1.2379 |
|
0.382 |
1.2360 |
|
LOW |
1.2300 |
|
0.618 |
1.2203 |
|
1.000 |
1.2143 |
|
1.618 |
1.2046 |
|
2.618 |
1.1889 |
|
4.250 |
1.1633 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2384 |
1.2376 |
| PP |
1.2381 |
1.2366 |
| S1 |
1.2379 |
1.2356 |
|