CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2237 |
1.2181 |
-0.0056 |
-0.5% |
1.2480 |
| High |
1.2254 |
1.2229 |
-0.0025 |
-0.2% |
1.2579 |
| Low |
1.2173 |
1.2178 |
0.0005 |
0.0% |
1.2229 |
| Close |
1.2185 |
1.2199 |
0.0014 |
0.1% |
1.2235 |
| Range |
0.0081 |
0.0051 |
-0.0030 |
-37.0% |
0.0350 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
106,871 |
43,012 |
-63,859 |
-59.8% |
1,220,605 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2355 |
1.2328 |
1.2227 |
|
| R3 |
1.2304 |
1.2277 |
1.2213 |
|
| R2 |
1.2253 |
1.2253 |
1.2208 |
|
| R1 |
1.2226 |
1.2226 |
1.2204 |
1.2240 |
| PP |
1.2202 |
1.2202 |
1.2202 |
1.2209 |
| S1 |
1.2175 |
1.2175 |
1.2194 |
1.2189 |
| S2 |
1.2151 |
1.2151 |
1.2190 |
|
| S3 |
1.2100 |
1.2124 |
1.2185 |
|
| S4 |
1.2049 |
1.2073 |
1.2171 |
|
|
| 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 |
1.2362 |
1.2173 |
0.0189 |
1.5% |
0.0071 |
0.6% |
14% |
False |
False |
126,703 |
| 10 |
1.2579 |
1.2173 |
0.0406 |
3.3% |
0.0098 |
0.8% |
6% |
False |
False |
193,357 |
| 20 |
1.2579 |
1.2173 |
0.0406 |
3.3% |
0.0104 |
0.9% |
6% |
False |
False |
119,605 |
| 40 |
1.2781 |
1.2173 |
0.0608 |
5.0% |
0.0105 |
0.9% |
4% |
False |
False |
60,887 |
| 60 |
1.2896 |
1.2173 |
0.0723 |
5.9% |
0.0106 |
0.9% |
4% |
False |
False |
40,902 |
| 80 |
1.3175 |
1.2173 |
0.1002 |
8.2% |
0.0099 |
0.8% |
3% |
False |
False |
30,770 |
| 100 |
1.3436 |
1.2173 |
0.1263 |
10.4% |
0.0086 |
0.7% |
2% |
False |
False |
24,638 |
| 120 |
1.3664 |
1.2173 |
0.1491 |
12.2% |
0.0074 |
0.6% |
2% |
False |
False |
20,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2446 |
|
2.618 |
1.2363 |
|
1.618 |
1.2312 |
|
1.000 |
1.2280 |
|
0.618 |
1.2261 |
|
HIGH |
1.2229 |
|
0.618 |
1.2210 |
|
0.500 |
1.2204 |
|
0.382 |
1.2197 |
|
LOW |
1.2178 |
|
0.618 |
1.2146 |
|
1.000 |
1.2127 |
|
1.618 |
1.2095 |
|
2.618 |
1.2044 |
|
4.250 |
1.1961 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2204 |
1.2227 |
| PP |
1.2202 |
1.2218 |
| S1 |
1.2201 |
1.2208 |
|