CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2480 |
1.2451 |
-0.0029 |
-0.2% |
1.2297 |
| High |
1.2484 |
1.2579 |
0.0095 |
0.8% |
1.2503 |
| Low |
1.2422 |
1.2443 |
0.0021 |
0.2% |
1.2255 |
| Close |
1.2444 |
1.2495 |
0.0051 |
0.4% |
1.2459 |
| Range |
0.0062 |
0.0136 |
0.0074 |
119.4% |
0.0248 |
| ATR |
0.0105 |
0.0108 |
0.0002 |
2.1% |
0.0000 |
| Volume |
204,489 |
319,531 |
115,042 |
56.3% |
814,057 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2914 |
1.2840 |
1.2570 |
|
| R3 |
1.2778 |
1.2704 |
1.2532 |
|
| R2 |
1.2642 |
1.2642 |
1.2520 |
|
| R1 |
1.2568 |
1.2568 |
1.2507 |
1.2605 |
| PP |
1.2506 |
1.2506 |
1.2506 |
1.2524 |
| S1 |
1.2432 |
1.2432 |
1.2483 |
1.2469 |
| S2 |
1.2370 |
1.2370 |
1.2470 |
|
| S3 |
1.2234 |
1.2296 |
1.2458 |
|
| S4 |
1.2098 |
1.2160 |
1.2420 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.3052 |
1.2595 |
|
| R3 |
1.2902 |
1.2804 |
1.2527 |
|
| R2 |
1.2654 |
1.2654 |
1.2504 |
|
| R1 |
1.2556 |
1.2556 |
1.2482 |
1.2605 |
| PP |
1.2406 |
1.2406 |
1.2406 |
1.2430 |
| S1 |
1.2308 |
1.2308 |
1.2436 |
1.2357 |
| S2 |
1.2158 |
1.2158 |
1.2414 |
|
| S3 |
1.1910 |
1.2060 |
1.2391 |
|
| S4 |
1.1662 |
1.1812 |
1.2323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2579 |
1.2370 |
0.0209 |
1.7% |
0.0102 |
0.8% |
60% |
True |
False |
235,892 |
| 10 |
1.2579 |
1.2255 |
0.0324 |
2.6% |
0.0115 |
0.9% |
74% |
True |
False |
141,515 |
| 20 |
1.2610 |
1.2255 |
0.0355 |
2.8% |
0.0107 |
0.9% |
68% |
False |
False |
73,294 |
| 40 |
1.2851 |
1.2255 |
0.0596 |
4.8% |
0.0103 |
0.8% |
40% |
False |
False |
37,438 |
| 60 |
1.2916 |
1.2255 |
0.0661 |
5.3% |
0.0105 |
0.8% |
36% |
False |
False |
25,229 |
| 80 |
1.3225 |
1.2255 |
0.0970 |
7.8% |
0.0094 |
0.8% |
25% |
False |
False |
18,985 |
| 100 |
1.3453 |
1.2255 |
0.1198 |
9.6% |
0.0081 |
0.7% |
20% |
False |
False |
15,211 |
| 120 |
1.3710 |
1.2255 |
0.1455 |
11.6% |
0.0071 |
0.6% |
16% |
False |
False |
12,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3157 |
|
2.618 |
1.2935 |
|
1.618 |
1.2799 |
|
1.000 |
1.2715 |
|
0.618 |
1.2663 |
|
HIGH |
1.2579 |
|
0.618 |
1.2527 |
|
0.500 |
1.2511 |
|
0.382 |
1.2495 |
|
LOW |
1.2443 |
|
0.618 |
1.2359 |
|
1.000 |
1.2307 |
|
1.618 |
1.2223 |
|
2.618 |
1.2087 |
|
4.250 |
1.1865 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2511 |
1.2492 |
| PP |
1.2506 |
1.2488 |
| S1 |
1.2500 |
1.2485 |
|