CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2463 |
1.2468 |
0.0005 |
0.0% |
1.2391 |
| High |
1.2522 |
1.2468 |
-0.0054 |
-0.4% |
1.2535 |
| Low |
1.2448 |
1.2400 |
-0.0048 |
-0.4% |
1.2391 |
| Close |
1.2498 |
1.2400 |
-0.0098 |
-0.8% |
1.2455 |
| Range |
0.0074 |
0.0068 |
-0.0006 |
-8.1% |
0.0144 |
| ATR |
0.0087 |
0.0087 |
0.0001 |
0.9% |
0.0000 |
| Volume |
36 |
51 |
15 |
41.7% |
869 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2581 |
1.2437 |
|
| R3 |
1.2559 |
1.2513 |
1.2419 |
|
| R2 |
1.2491 |
1.2491 |
1.2412 |
|
| R1 |
1.2445 |
1.2445 |
1.2406 |
1.2434 |
| PP |
1.2423 |
1.2423 |
1.2423 |
1.2417 |
| S1 |
1.2377 |
1.2377 |
1.2394 |
1.2366 |
| S2 |
1.2355 |
1.2355 |
1.2388 |
|
| S3 |
1.2287 |
1.2309 |
1.2381 |
|
| S4 |
1.2219 |
1.2241 |
1.2363 |
|
|
| 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 |
1.2400 |
0.0135 |
1.1% |
0.0073 |
0.6% |
0% |
False |
True |
76 |
| 10 |
1.2610 |
1.2391 |
0.0219 |
1.8% |
0.0080 |
0.6% |
4% |
False |
False |
117 |
| 20 |
1.2610 |
1.2391 |
0.0219 |
1.8% |
0.0084 |
0.7% |
4% |
False |
False |
86 |
| 40 |
1.2865 |
1.2391 |
0.0474 |
3.8% |
0.0083 |
0.7% |
2% |
False |
False |
69 |
| 60 |
1.3029 |
1.2391 |
0.0638 |
5.1% |
0.0078 |
0.6% |
1% |
False |
False |
60 |
| 80 |
1.3430 |
1.2391 |
0.1039 |
8.4% |
0.0066 |
0.5% |
1% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2757 |
|
2.618 |
1.2646 |
|
1.618 |
1.2578 |
|
1.000 |
1.2536 |
|
0.618 |
1.2510 |
|
HIGH |
1.2468 |
|
0.618 |
1.2442 |
|
0.500 |
1.2434 |
|
0.382 |
1.2426 |
|
LOW |
1.2400 |
|
0.618 |
1.2358 |
|
1.000 |
1.2332 |
|
1.618 |
1.2290 |
|
2.618 |
1.2222 |
|
4.250 |
1.2111 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2434 |
1.2465 |
| PP |
1.2423 |
1.2443 |
| S1 |
1.2411 |
1.2422 |
|