CME Euro FX (E) Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2163 |
1.2164 |
0.0001 |
0.0% |
1.2231 |
| High |
1.2196 |
1.2178 |
-0.0018 |
-0.1% |
1.2281 |
| Low |
1.2132 |
1.2104 |
-0.0028 |
-0.2% |
1.2173 |
| Close |
1.2162 |
1.2107 |
-0.0055 |
-0.5% |
1.2185 |
| Range |
0.0064 |
0.0074 |
0.0010 |
15.6% |
0.0108 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
111,793 |
73,033 |
-38,760 |
-34.7% |
278,829 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2352 |
1.2303 |
1.2148 |
|
| R3 |
1.2278 |
1.2229 |
1.2127 |
|
| R2 |
1.2204 |
1.2204 |
1.2121 |
|
| R1 |
1.2155 |
1.2155 |
1.2114 |
1.2143 |
| PP |
1.2130 |
1.2130 |
1.2130 |
1.2123 |
| S1 |
1.2081 |
1.2081 |
1.2100 |
1.2069 |
| S2 |
1.2056 |
1.2056 |
1.2093 |
|
| S3 |
1.1982 |
1.2007 |
1.2087 |
|
| S4 |
1.1908 |
1.1933 |
1.2066 |
|
|
| 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 |
1.2237 |
1.2104 |
0.0133 |
1.1% |
0.0066 |
0.5% |
2% |
False |
True |
72,154 |
| 10 |
1.2523 |
1.2104 |
0.0419 |
3.5% |
0.0083 |
0.7% |
1% |
False |
True |
126,085 |
| 20 |
1.2579 |
1.2104 |
0.0475 |
3.9% |
0.0099 |
0.8% |
1% |
False |
True |
133,800 |
| 40 |
1.2610 |
1.2104 |
0.0506 |
4.2% |
0.0101 |
0.8% |
1% |
False |
True |
68,647 |
| 60 |
1.2896 |
1.2104 |
0.0792 |
6.5% |
0.0103 |
0.8% |
0% |
False |
True |
46,143 |
| 80 |
1.3010 |
1.2104 |
0.0906 |
7.5% |
0.0098 |
0.8% |
0% |
False |
True |
34,730 |
| 100 |
1.3420 |
1.2104 |
0.1316 |
10.9% |
0.0087 |
0.7% |
0% |
False |
True |
27,814 |
| 120 |
1.3637 |
1.2104 |
0.1533 |
12.7% |
0.0076 |
0.6% |
0% |
False |
True |
23,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2493 |
|
2.618 |
1.2372 |
|
1.618 |
1.2298 |
|
1.000 |
1.2252 |
|
0.618 |
1.2224 |
|
HIGH |
1.2178 |
|
0.618 |
1.2150 |
|
0.500 |
1.2141 |
|
0.382 |
1.2132 |
|
LOW |
1.2104 |
|
0.618 |
1.2058 |
|
1.000 |
1.2030 |
|
1.618 |
1.1984 |
|
2.618 |
1.1910 |
|
4.250 |
1.1790 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2141 |
1.2167 |
| PP |
1.2130 |
1.2147 |
| S1 |
1.2118 |
1.2127 |
|