CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2344 |
1.2295 |
-0.0049 |
-0.4% |
1.2480 |
| High |
1.2362 |
1.2312 |
-0.0050 |
-0.4% |
1.2579 |
| Low |
1.2275 |
1.2229 |
-0.0046 |
-0.4% |
1.2229 |
| Close |
1.2292 |
1.2235 |
-0.0057 |
-0.5% |
1.2235 |
| Range |
0.0087 |
0.0083 |
-0.0004 |
-4.6% |
0.0350 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
218,920 |
168,084 |
-50,836 |
-23.2% |
1,220,605 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2508 |
1.2454 |
1.2281 |
|
| R3 |
1.2425 |
1.2371 |
1.2258 |
|
| R2 |
1.2342 |
1.2342 |
1.2250 |
|
| R1 |
1.2288 |
1.2288 |
1.2243 |
1.2274 |
| PP |
1.2259 |
1.2259 |
1.2259 |
1.2251 |
| S1 |
1.2205 |
1.2205 |
1.2227 |
1.2191 |
| S2 |
1.2176 |
1.2176 |
1.2220 |
|
| S3 |
1.2093 |
1.2122 |
1.2212 |
|
| S4 |
1.2010 |
1.2039 |
1.2189 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3398 |
1.3166 |
1.2428 |
|
| R3 |
1.3048 |
1.2816 |
1.2331 |
|
| R2 |
1.2698 |
1.2698 |
1.2299 |
|
| R1 |
1.2466 |
1.2466 |
1.2267 |
1.2407 |
| PP |
1.2348 |
1.2348 |
1.2348 |
1.2318 |
| S1 |
1.2116 |
1.2116 |
1.2203 |
1.2057 |
| S2 |
1.1998 |
1.1998 |
1.2171 |
|
| S3 |
1.1648 |
1.1766 |
1.2139 |
|
| S4 |
1.1298 |
1.1416 |
1.2043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2579 |
1.2229 |
0.0350 |
2.9% |
0.0113 |
0.9% |
2% |
False |
True |
244,121 |
| 10 |
1.2579 |
1.2229 |
0.0350 |
2.9% |
0.0113 |
0.9% |
2% |
False |
True |
203,466 |
| 20 |
1.2579 |
1.2229 |
0.0350 |
2.9% |
0.0112 |
0.9% |
2% |
False |
True |
107,797 |
| 40 |
1.2781 |
1.2229 |
0.0552 |
4.5% |
0.0105 |
0.9% |
1% |
False |
True |
54,771 |
| 60 |
1.2896 |
1.2229 |
0.0667 |
5.5% |
0.0107 |
0.9% |
1% |
False |
True |
36,821 |
| 80 |
1.3201 |
1.2229 |
0.0972 |
7.9% |
0.0098 |
0.8% |
1% |
False |
True |
27,691 |
| 100 |
1.3446 |
1.2229 |
0.1217 |
9.9% |
0.0085 |
0.7% |
0% |
False |
True |
22,177 |
| 120 |
1.3696 |
1.2229 |
0.1467 |
12.0% |
0.0074 |
0.6% |
0% |
False |
True |
18,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2665 |
|
2.618 |
1.2529 |
|
1.618 |
1.2446 |
|
1.000 |
1.2395 |
|
0.618 |
1.2363 |
|
HIGH |
1.2312 |
|
0.618 |
1.2280 |
|
0.500 |
1.2271 |
|
0.382 |
1.2261 |
|
LOW |
1.2229 |
|
0.618 |
1.2178 |
|
1.000 |
1.2146 |
|
1.618 |
1.2095 |
|
2.618 |
1.2012 |
|
4.250 |
1.1876 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2271 |
1.2376 |
| PP |
1.2259 |
1.2329 |
| S1 |
1.2247 |
1.2282 |
|