CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2529 |
1.2463 |
-0.0066 |
-0.5% |
1.2391 |
| High |
1.2529 |
1.2522 |
-0.0007 |
-0.1% |
1.2535 |
| Low |
1.2451 |
1.2448 |
-0.0003 |
0.0% |
1.2391 |
| Close |
1.2455 |
1.2498 |
0.0043 |
0.3% |
1.2455 |
| Range |
0.0078 |
0.0074 |
-0.0004 |
-5.1% |
0.0144 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
72 |
36 |
-36 |
-50.0% |
869 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2711 |
1.2679 |
1.2539 |
|
| R3 |
1.2637 |
1.2605 |
1.2518 |
|
| R2 |
1.2563 |
1.2563 |
1.2512 |
|
| R1 |
1.2531 |
1.2531 |
1.2505 |
1.2547 |
| PP |
1.2489 |
1.2489 |
1.2489 |
1.2498 |
| S1 |
1.2457 |
1.2457 |
1.2491 |
1.2473 |
| S2 |
1.2415 |
1.2415 |
1.2484 |
|
| S3 |
1.2341 |
1.2383 |
1.2478 |
|
| S4 |
1.2267 |
1.2309 |
1.2457 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2818 |
1.2534 |
|
| R3 |
1.2748 |
1.2674 |
1.2495 |
|
| R2 |
1.2604 |
1.2604 |
1.2481 |
|
| R1 |
1.2530 |
1.2530 |
1.2468 |
1.2567 |
| PP |
1.2460 |
1.2460 |
1.2460 |
1.2479 |
| S1 |
1.2386 |
1.2386 |
1.2442 |
1.2423 |
| S2 |
1.2316 |
1.2316 |
1.2429 |
|
| S3 |
1.2172 |
1.2242 |
1.2415 |
|
| S4 |
1.2028 |
1.2098 |
1.2376 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2535 |
1.2391 |
0.0144 |
1.2% |
0.0074 |
0.6% |
74% |
False |
False |
181 |
| 10 |
1.2610 |
1.2391 |
0.0219 |
1.8% |
0.0086 |
0.7% |
49% |
False |
False |
119 |
| 20 |
1.2610 |
1.2391 |
0.0219 |
1.8% |
0.0084 |
0.7% |
49% |
False |
False |
93 |
| 40 |
1.2865 |
1.2391 |
0.0474 |
3.8% |
0.0084 |
0.7% |
23% |
False |
False |
71 |
| 60 |
1.3029 |
1.2391 |
0.0638 |
5.1% |
0.0078 |
0.6% |
17% |
False |
False |
59 |
| 80 |
1.3434 |
1.2391 |
0.1043 |
8.3% |
0.0066 |
0.5% |
10% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2837 |
|
2.618 |
1.2716 |
|
1.618 |
1.2642 |
|
1.000 |
1.2596 |
|
0.618 |
1.2568 |
|
HIGH |
1.2522 |
|
0.618 |
1.2494 |
|
0.500 |
1.2485 |
|
0.382 |
1.2476 |
|
LOW |
1.2448 |
|
0.618 |
1.2402 |
|
1.000 |
1.2374 |
|
1.618 |
1.2328 |
|
2.618 |
1.2254 |
|
4.250 |
1.2134 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2494 |
1.2496 |
| PP |
1.2489 |
1.2494 |
| S1 |
1.2485 |
1.2492 |
|