CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2181 |
1.2229 |
0.0048 |
0.4% |
1.2231 |
| High |
1.2229 |
1.2237 |
0.0008 |
0.1% |
1.2281 |
| Low |
1.2178 |
1.2176 |
-0.0002 |
0.0% |
1.2173 |
| Close |
1.2199 |
1.2185 |
-0.0014 |
-0.1% |
1.2185 |
| Range |
0.0051 |
0.0061 |
0.0010 |
19.6% |
0.0108 |
| ATR |
0.0100 |
0.0098 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
43,012 |
32,318 |
-10,694 |
-24.9% |
278,829 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2382 |
1.2345 |
1.2219 |
|
| R3 |
1.2321 |
1.2284 |
1.2202 |
|
| R2 |
1.2260 |
1.2260 |
1.2196 |
|
| R1 |
1.2223 |
1.2223 |
1.2191 |
1.2211 |
| PP |
1.2199 |
1.2199 |
1.2199 |
1.2194 |
| S1 |
1.2162 |
1.2162 |
1.2179 |
1.2150 |
| S2 |
1.2138 |
1.2138 |
1.2174 |
|
| S3 |
1.2077 |
1.2101 |
1.2168 |
|
| S4 |
1.2016 |
1.2040 |
1.2151 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2537 |
1.2469 |
1.2244 |
|
| R3 |
1.2429 |
1.2361 |
1.2215 |
|
| R2 |
1.2321 |
1.2321 |
1.2205 |
|
| R1 |
1.2253 |
1.2253 |
1.2195 |
1.2233 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2203 |
| S1 |
1.2145 |
1.2145 |
1.2175 |
1.2125 |
| S2 |
1.2105 |
1.2105 |
1.2165 |
|
| S3 |
1.1997 |
1.2037 |
1.2155 |
|
| S4 |
1.1889 |
1.1929 |
1.2126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2312 |
1.2173 |
0.0139 |
1.1% |
0.0066 |
0.5% |
9% |
False |
False |
89,382 |
| 10 |
1.2579 |
1.2173 |
0.0406 |
3.3% |
0.0091 |
0.7% |
3% |
False |
False |
175,352 |
| 20 |
1.2579 |
1.2173 |
0.0406 |
3.3% |
0.0102 |
0.8% |
3% |
False |
False |
120,997 |
| 40 |
1.2649 |
1.2173 |
0.0476 |
3.9% |
0.0103 |
0.8% |
3% |
False |
False |
61,680 |
| 60 |
1.2896 |
1.2173 |
0.0723 |
5.9% |
0.0106 |
0.9% |
2% |
False |
False |
41,431 |
| 80 |
1.3170 |
1.2173 |
0.0997 |
8.2% |
0.0099 |
0.8% |
1% |
False |
False |
31,173 |
| 100 |
1.3436 |
1.2173 |
0.1263 |
10.4% |
0.0086 |
0.7% |
1% |
False |
False |
24,961 |
| 120 |
1.3664 |
1.2173 |
0.1491 |
12.2% |
0.0075 |
0.6% |
1% |
False |
False |
20,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2496 |
|
2.618 |
1.2397 |
|
1.618 |
1.2336 |
|
1.000 |
1.2298 |
|
0.618 |
1.2275 |
|
HIGH |
1.2237 |
|
0.618 |
1.2214 |
|
0.500 |
1.2207 |
|
0.382 |
1.2199 |
|
LOW |
1.2176 |
|
0.618 |
1.2138 |
|
1.000 |
1.2115 |
|
1.618 |
1.2077 |
|
2.618 |
1.2016 |
|
4.250 |
1.1917 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2207 |
1.2214 |
| PP |
1.2199 |
1.2204 |
| S1 |
1.2192 |
1.2195 |
|