CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2333 |
1.2403 |
0.0070 |
0.6% |
1.2463 |
| High |
1.2473 |
1.2403 |
-0.0070 |
-0.6% |
1.2522 |
| Low |
1.2310 |
1.2270 |
-0.0040 |
-0.3% |
1.2270 |
| Close |
1.2386 |
1.2307 |
-0.0079 |
-0.6% |
1.2307 |
| Range |
0.0163 |
0.0133 |
-0.0030 |
-18.4% |
0.0252 |
| ATR |
0.0093 |
0.0095 |
0.0003 |
3.1% |
0.0000 |
| Volume |
122 |
244 |
122 |
100.0% |
540 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2726 |
1.2649 |
1.2380 |
|
| R3 |
1.2593 |
1.2516 |
1.2344 |
|
| R2 |
1.2460 |
1.2460 |
1.2331 |
|
| R1 |
1.2383 |
1.2383 |
1.2319 |
1.2355 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2313 |
| S1 |
1.2250 |
1.2250 |
1.2295 |
1.2222 |
| S2 |
1.2194 |
1.2194 |
1.2283 |
|
| S3 |
1.2061 |
1.2117 |
1.2270 |
|
| S4 |
1.1928 |
1.1984 |
1.2234 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.2967 |
1.2446 |
|
| R3 |
1.2870 |
1.2715 |
1.2376 |
|
| R2 |
1.2618 |
1.2618 |
1.2353 |
|
| R1 |
1.2463 |
1.2463 |
1.2330 |
1.2415 |
| PP |
1.2366 |
1.2366 |
1.2366 |
1.2342 |
| S1 |
1.2211 |
1.2211 |
1.2284 |
1.2163 |
| S2 |
1.2114 |
1.2114 |
1.2261 |
|
| S3 |
1.1862 |
1.1959 |
1.2238 |
|
| S4 |
1.1610 |
1.1707 |
1.2168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2522 |
1.2270 |
0.0252 |
2.0% |
0.0104 |
0.8% |
15% |
False |
True |
108 |
| 10 |
1.2568 |
1.2270 |
0.0298 |
2.4% |
0.0099 |
0.8% |
12% |
False |
True |
147 |
| 20 |
1.2610 |
1.2270 |
0.0340 |
2.8% |
0.0090 |
0.7% |
11% |
False |
True |
103 |
| 40 |
1.2865 |
1.2270 |
0.0595 |
4.8% |
0.0084 |
0.7% |
6% |
False |
True |
77 |
| 60 |
1.3029 |
1.2270 |
0.0759 |
6.2% |
0.0082 |
0.7% |
5% |
False |
True |
67 |
| 80 |
1.3421 |
1.2270 |
0.1151 |
9.4% |
0.0070 |
0.6% |
3% |
False |
True |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2968 |
|
2.618 |
1.2751 |
|
1.618 |
1.2618 |
|
1.000 |
1.2536 |
|
0.618 |
1.2485 |
|
HIGH |
1.2403 |
|
0.618 |
1.2352 |
|
0.500 |
1.2337 |
|
0.382 |
1.2321 |
|
LOW |
1.2270 |
|
0.618 |
1.2188 |
|
1.000 |
1.2137 |
|
1.618 |
1.2055 |
|
2.618 |
1.1922 |
|
4.250 |
1.1705 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2337 |
1.2372 |
| PP |
1.2327 |
1.2350 |
| S1 |
1.2317 |
1.2329 |
|