CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2229 |
1.2189 |
-0.0040 |
-0.3% |
1.2231 |
| High |
1.2237 |
1.2230 |
-0.0007 |
-0.1% |
1.2281 |
| Low |
1.2176 |
1.2151 |
-0.0025 |
-0.2% |
1.2173 |
| Close |
1.2185 |
1.2165 |
-0.0020 |
-0.2% |
1.2185 |
| Range |
0.0061 |
0.0079 |
0.0018 |
29.5% |
0.0108 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
32,318 |
100,616 |
68,298 |
211.3% |
278,829 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2419 |
1.2371 |
1.2208 |
|
| R3 |
1.2340 |
1.2292 |
1.2187 |
|
| R2 |
1.2261 |
1.2261 |
1.2179 |
|
| R1 |
1.2213 |
1.2213 |
1.2172 |
1.2198 |
| PP |
1.2182 |
1.2182 |
1.2182 |
1.2174 |
| S1 |
1.2134 |
1.2134 |
1.2158 |
1.2119 |
| S2 |
1.2103 |
1.2103 |
1.2151 |
|
| S3 |
1.2024 |
1.2055 |
1.2143 |
|
| S4 |
1.1945 |
1.1976 |
1.2122 |
|
|
| 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 |
1.2281 |
1.2151 |
0.0130 |
1.1% |
0.0065 |
0.5% |
11% |
False |
True |
75,889 |
| 10 |
1.2579 |
1.2151 |
0.0428 |
3.5% |
0.0089 |
0.7% |
3% |
False |
True |
160,005 |
| 20 |
1.2579 |
1.2151 |
0.0428 |
3.5% |
0.0102 |
0.8% |
3% |
False |
True |
125,576 |
| 40 |
1.2625 |
1.2151 |
0.0474 |
3.9% |
0.0103 |
0.8% |
3% |
False |
True |
64,181 |
| 60 |
1.2896 |
1.2151 |
0.0745 |
6.1% |
0.0106 |
0.9% |
2% |
False |
True |
43,096 |
| 80 |
1.3010 |
1.2151 |
0.0859 |
7.1% |
0.0098 |
0.8% |
2% |
False |
True |
32,430 |
| 100 |
1.3436 |
1.2151 |
0.1285 |
10.6% |
0.0087 |
0.7% |
1% |
False |
True |
25,966 |
| 120 |
1.3664 |
1.2151 |
0.1513 |
12.4% |
0.0075 |
0.6% |
1% |
False |
True |
21,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2566 |
|
2.618 |
1.2437 |
|
1.618 |
1.2358 |
|
1.000 |
1.2309 |
|
0.618 |
1.2279 |
|
HIGH |
1.2230 |
|
0.618 |
1.2200 |
|
0.500 |
1.2191 |
|
0.382 |
1.2181 |
|
LOW |
1.2151 |
|
0.618 |
1.2102 |
|
1.000 |
1.2072 |
|
1.618 |
1.2023 |
|
2.618 |
1.1944 |
|
4.250 |
1.1815 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2191 |
1.2194 |
| PP |
1.2182 |
1.2184 |
| S1 |
1.2174 |
1.2175 |
|