CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2468 |
1.2404 |
-0.0064 |
-0.5% |
1.2391 |
| High |
1.2468 |
1.2404 |
-0.0064 |
-0.5% |
1.2535 |
| Low |
1.2400 |
1.2320 |
-0.0080 |
-0.6% |
1.2391 |
| Close |
1.2400 |
1.2330 |
-0.0070 |
-0.6% |
1.2455 |
| Range |
0.0068 |
0.0084 |
0.0016 |
23.5% |
0.0144 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
51 |
87 |
36 |
70.6% |
869 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2603 |
1.2551 |
1.2376 |
|
| R3 |
1.2519 |
1.2467 |
1.2353 |
|
| R2 |
1.2435 |
1.2435 |
1.2345 |
|
| R1 |
1.2383 |
1.2383 |
1.2338 |
1.2367 |
| PP |
1.2351 |
1.2351 |
1.2351 |
1.2344 |
| S1 |
1.2299 |
1.2299 |
1.2322 |
1.2283 |
| S2 |
1.2267 |
1.2267 |
1.2315 |
|
| S3 |
1.2183 |
1.2215 |
1.2307 |
|
| S4 |
1.2099 |
1.2131 |
1.2284 |
|
|
| 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 |
1.2320 |
0.0215 |
1.7% |
0.0074 |
0.6% |
5% |
False |
True |
89 |
| 10 |
1.2610 |
1.2320 |
0.0290 |
2.4% |
0.0081 |
0.7% |
3% |
False |
True |
119 |
| 20 |
1.2610 |
1.2320 |
0.0290 |
2.4% |
0.0087 |
0.7% |
3% |
False |
True |
87 |
| 40 |
1.2865 |
1.2320 |
0.0545 |
4.4% |
0.0082 |
0.7% |
2% |
False |
True |
71 |
| 60 |
1.3029 |
1.2320 |
0.0709 |
5.8% |
0.0078 |
0.6% |
1% |
False |
True |
61 |
| 80 |
1.3430 |
1.2320 |
0.1110 |
9.0% |
0.0067 |
0.5% |
1% |
False |
True |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2761 |
|
2.618 |
1.2624 |
|
1.618 |
1.2540 |
|
1.000 |
1.2488 |
|
0.618 |
1.2456 |
|
HIGH |
1.2404 |
|
0.618 |
1.2372 |
|
0.500 |
1.2362 |
|
0.382 |
1.2352 |
|
LOW |
1.2320 |
|
0.618 |
1.2268 |
|
1.000 |
1.2236 |
|
1.618 |
1.2184 |
|
2.618 |
1.2100 |
|
4.250 |
1.1963 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2362 |
1.2421 |
| PP |
1.2351 |
1.2391 |
| S1 |
1.2341 |
1.2360 |
|