CME Euro FX (E) Future March 2015
| 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 |
1.2323 |
1.2387 |
0.0064 |
0.5% |
1.2453 |
| High |
1.2457 |
1.2455 |
-0.0002 |
0.0% |
1.2516 |
| Low |
1.2300 |
1.2370 |
0.0070 |
0.6% |
1.2280 |
| Close |
1.2386 |
1.2449 |
0.0063 |
0.5% |
1.2297 |
| Range |
0.0157 |
0.0085 |
-0.0072 |
-45.9% |
0.0236 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
114,993 |
188,985 |
73,992 |
64.3% |
97,417 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2680 |
1.2649 |
1.2496 |
|
| R3 |
1.2595 |
1.2564 |
1.2472 |
|
| R2 |
1.2510 |
1.2510 |
1.2465 |
|
| R1 |
1.2479 |
1.2479 |
1.2457 |
1.2495 |
| PP |
1.2425 |
1.2425 |
1.2425 |
1.2432 |
| S1 |
1.2394 |
1.2394 |
1.2441 |
1.2410 |
| S2 |
1.2340 |
1.2340 |
1.2433 |
|
| S3 |
1.2255 |
1.2309 |
1.2426 |
|
| S4 |
1.2170 |
1.2224 |
1.2402 |
|
|
| 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% |
0.0128 |
1.0% |
92% |
False |
False |
81,887 |
| 10 |
1.2544 |
1.2255 |
0.0289 |
2.3% |
0.0110 |
0.9% |
67% |
False |
False |
45,853 |
| 20 |
1.2610 |
1.2255 |
0.0355 |
2.9% |
0.0107 |
0.9% |
55% |
False |
False |
24,183 |
| 40 |
1.2896 |
1.2255 |
0.0641 |
5.1% |
0.0106 |
0.9% |
30% |
False |
False |
12,786 |
| 60 |
1.2985 |
1.2255 |
0.0730 |
5.9% |
0.0103 |
0.8% |
27% |
False |
False |
8,766 |
| 80 |
1.3365 |
1.2255 |
0.1110 |
8.9% |
0.0091 |
0.7% |
17% |
False |
False |
6,606 |
| 100 |
1.3479 |
1.2255 |
0.1224 |
9.8% |
0.0077 |
0.6% |
16% |
False |
False |
5,308 |
| 120 |
1.3710 |
1.2255 |
0.1455 |
11.7% |
0.0067 |
0.5% |
13% |
False |
False |
4,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2816 |
|
2.618 |
1.2678 |
|
1.618 |
1.2593 |
|
1.000 |
1.2540 |
|
0.618 |
1.2508 |
|
HIGH |
1.2455 |
|
0.618 |
1.2423 |
|
0.500 |
1.2413 |
|
0.382 |
1.2402 |
|
LOW |
1.2370 |
|
0.618 |
1.2317 |
|
1.000 |
1.2285 |
|
1.618 |
1.2232 |
|
2.618 |
1.2147 |
|
4.250 |
1.2009 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2437 |
1.2418 |
| PP |
1.2425 |
1.2387 |
| S1 |
1.2413 |
1.2356 |
|