CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2295 |
1.2231 |
-0.0064 |
-0.5% |
1.2480 |
| High |
1.2312 |
1.2281 |
-0.0031 |
-0.3% |
1.2579 |
| Low |
1.2229 |
1.2226 |
-0.0003 |
0.0% |
1.2229 |
| Close |
1.2235 |
1.2230 |
-0.0005 |
0.0% |
1.2235 |
| Range |
0.0083 |
0.0055 |
-0.0028 |
-33.7% |
0.0350 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
168,084 |
96,628 |
-71,456 |
-42.5% |
1,220,605 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2411 |
1.2375 |
1.2260 |
|
| R3 |
1.2356 |
1.2320 |
1.2245 |
|
| R2 |
1.2301 |
1.2301 |
1.2240 |
|
| R1 |
1.2265 |
1.2265 |
1.2235 |
1.2256 |
| PP |
1.2246 |
1.2246 |
1.2246 |
1.2241 |
| S1 |
1.2210 |
1.2210 |
1.2225 |
1.2201 |
| S2 |
1.2191 |
1.2191 |
1.2220 |
|
| S3 |
1.2136 |
1.2155 |
1.2215 |
|
| S4 |
1.2081 |
1.2100 |
1.2200 |
|
|
| 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 |
1.2226 |
0.0353 |
2.9% |
0.0111 |
0.9% |
1% |
False |
True |
222,548 |
| 10 |
1.2579 |
1.2226 |
0.0353 |
2.9% |
0.0109 |
0.9% |
1% |
False |
True |
208,766 |
| 20 |
1.2579 |
1.2226 |
0.0353 |
2.9% |
0.0106 |
0.9% |
1% |
False |
True |
112,504 |
| 40 |
1.2781 |
1.2226 |
0.0555 |
4.5% |
0.0105 |
0.9% |
1% |
False |
True |
57,176 |
| 60 |
1.2896 |
1.2226 |
0.0670 |
5.5% |
0.0107 |
0.9% |
1% |
False |
True |
38,422 |
| 80 |
1.3194 |
1.2226 |
0.0968 |
7.9% |
0.0098 |
0.8% |
0% |
False |
True |
28,898 |
| 100 |
1.3446 |
1.2226 |
0.1220 |
10.0% |
0.0085 |
0.7% |
0% |
False |
True |
23,143 |
| 120 |
1.3664 |
1.2226 |
0.1438 |
11.8% |
0.0074 |
0.6% |
0% |
False |
True |
19,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2515 |
|
2.618 |
1.2425 |
|
1.618 |
1.2370 |
|
1.000 |
1.2336 |
|
0.618 |
1.2315 |
|
HIGH |
1.2281 |
|
0.618 |
1.2260 |
|
0.500 |
1.2254 |
|
0.382 |
1.2247 |
|
LOW |
1.2226 |
|
0.618 |
1.2192 |
|
1.000 |
1.2171 |
|
1.618 |
1.2137 |
|
2.618 |
1.2082 |
|
4.250 |
1.1992 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2254 |
1.2294 |
| PP |
1.2246 |
1.2273 |
| S1 |
1.2238 |
1.2251 |
|