CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2189 |
1.2163 |
-0.0026 |
-0.2% |
1.2231 |
| High |
1.2230 |
1.2196 |
-0.0034 |
-0.3% |
1.2281 |
| Low |
1.2151 |
1.2132 |
-0.0019 |
-0.2% |
1.2173 |
| Close |
1.2165 |
1.2162 |
-0.0003 |
0.0% |
1.2185 |
| Range |
0.0079 |
0.0064 |
-0.0015 |
-19.0% |
0.0108 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
100,616 |
111,793 |
11,177 |
11.1% |
278,829 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2355 |
1.2323 |
1.2197 |
|
| R3 |
1.2291 |
1.2259 |
1.2180 |
|
| R2 |
1.2227 |
1.2227 |
1.2174 |
|
| R1 |
1.2195 |
1.2195 |
1.2168 |
1.2179 |
| PP |
1.2163 |
1.2163 |
1.2163 |
1.2156 |
| S1 |
1.2131 |
1.2131 |
1.2156 |
1.2115 |
| S2 |
1.2099 |
1.2099 |
1.2150 |
|
| S3 |
1.2035 |
1.2067 |
1.2144 |
|
| S4 |
1.1971 |
1.2003 |
1.2127 |
|
|
| 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 |
1.2254 |
1.2132 |
0.0122 |
1.0% |
0.0067 |
0.6% |
25% |
False |
True |
78,922 |
| 10 |
1.2579 |
1.2132 |
0.0447 |
3.7% |
0.0089 |
0.7% |
7% |
False |
True |
150,735 |
| 20 |
1.2579 |
1.2132 |
0.0447 |
3.7% |
0.0100 |
0.8% |
7% |
False |
True |
130,795 |
| 40 |
1.2610 |
1.2132 |
0.0478 |
3.9% |
0.0101 |
0.8% |
6% |
False |
True |
66,924 |
| 60 |
1.2896 |
1.2132 |
0.0764 |
6.3% |
0.0104 |
0.9% |
4% |
False |
True |
44,941 |
| 80 |
1.3010 |
1.2132 |
0.0878 |
7.2% |
0.0098 |
0.8% |
3% |
False |
True |
33,821 |
| 100 |
1.3436 |
1.2132 |
0.1304 |
10.7% |
0.0087 |
0.7% |
2% |
False |
True |
27,083 |
| 120 |
1.3637 |
1.2132 |
0.1505 |
12.4% |
0.0075 |
0.6% |
2% |
False |
True |
22,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2468 |
|
2.618 |
1.2364 |
|
1.618 |
1.2300 |
|
1.000 |
1.2260 |
|
0.618 |
1.2236 |
|
HIGH |
1.2196 |
|
0.618 |
1.2172 |
|
0.500 |
1.2164 |
|
0.382 |
1.2156 |
|
LOW |
1.2132 |
|
0.618 |
1.2092 |
|
1.000 |
1.2068 |
|
1.618 |
1.2028 |
|
2.618 |
1.1964 |
|
4.250 |
1.1860 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2164 |
1.2185 |
| PP |
1.2163 |
1.2177 |
| S1 |
1.2163 |
1.2170 |
|