CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2404 |
1.2333 |
-0.0071 |
-0.6% |
1.2391 |
| High |
1.2404 |
1.2473 |
0.0069 |
0.6% |
1.2535 |
| Low |
1.2320 |
1.2310 |
-0.0010 |
-0.1% |
1.2391 |
| Close |
1.2330 |
1.2386 |
0.0056 |
0.5% |
1.2455 |
| Range |
0.0084 |
0.0163 |
0.0079 |
94.0% |
0.0144 |
| ATR |
0.0087 |
0.0093 |
0.0005 |
6.2% |
0.0000 |
| Volume |
87 |
122 |
35 |
40.2% |
869 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2795 |
1.2476 |
|
| R3 |
1.2716 |
1.2632 |
1.2431 |
|
| R2 |
1.2553 |
1.2553 |
1.2416 |
|
| R1 |
1.2469 |
1.2469 |
1.2401 |
1.2511 |
| PP |
1.2390 |
1.2390 |
1.2390 |
1.2411 |
| S1 |
1.2306 |
1.2306 |
1.2371 |
1.2348 |
| S2 |
1.2227 |
1.2227 |
1.2356 |
|
| S3 |
1.2064 |
1.2143 |
1.2341 |
|
| S4 |
1.1901 |
1.1980 |
1.2296 |
|
|
| 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 |
1.2529 |
1.2310 |
0.0219 |
1.8% |
0.0093 |
0.8% |
35% |
False |
True |
73 |
| 10 |
1.2580 |
1.2310 |
0.0270 |
2.2% |
0.0091 |
0.7% |
28% |
False |
True |
128 |
| 20 |
1.2610 |
1.2310 |
0.0300 |
2.4% |
0.0091 |
0.7% |
25% |
False |
True |
92 |
| 40 |
1.2865 |
1.2310 |
0.0555 |
4.5% |
0.0083 |
0.7% |
14% |
False |
True |
73 |
| 60 |
1.3029 |
1.2310 |
0.0719 |
5.8% |
0.0080 |
0.6% |
11% |
False |
True |
63 |
| 80 |
1.3430 |
1.2310 |
0.1120 |
9.0% |
0.0069 |
0.6% |
7% |
False |
True |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3166 |
|
2.618 |
1.2900 |
|
1.618 |
1.2737 |
|
1.000 |
1.2636 |
|
0.618 |
1.2574 |
|
HIGH |
1.2473 |
|
0.618 |
1.2411 |
|
0.500 |
1.2392 |
|
0.382 |
1.2372 |
|
LOW |
1.2310 |
|
0.618 |
1.2209 |
|
1.000 |
1.2147 |
|
1.618 |
1.2046 |
|
2.618 |
1.1883 |
|
4.250 |
1.1617 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2392 |
1.2392 |
| PP |
1.2390 |
1.2390 |
| S1 |
1.2388 |
1.2388 |
|