CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2403 |
1.2312 |
-0.0091 |
-0.7% |
1.2463 |
| High |
1.2403 |
1.2360 |
-0.0043 |
-0.3% |
1.2522 |
| Low |
1.2270 |
1.2275 |
0.0005 |
0.0% |
1.2270 |
| Close |
1.2307 |
1.2346 |
0.0039 |
0.3% |
1.2307 |
| Range |
0.0133 |
0.0085 |
-0.0048 |
-36.1% |
0.0252 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
244 |
243 |
-1 |
-0.4% |
540 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2582 |
1.2549 |
1.2393 |
|
| R3 |
1.2497 |
1.2464 |
1.2369 |
|
| R2 |
1.2412 |
1.2412 |
1.2362 |
|
| R1 |
1.2379 |
1.2379 |
1.2354 |
1.2396 |
| PP |
1.2327 |
1.2327 |
1.2327 |
1.2335 |
| S1 |
1.2294 |
1.2294 |
1.2338 |
1.2311 |
| S2 |
1.2242 |
1.2242 |
1.2330 |
|
| S3 |
1.2157 |
1.2209 |
1.2323 |
|
| S4 |
1.2072 |
1.2124 |
1.2299 |
|
|
| 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 |
1.2473 |
1.2270 |
0.0203 |
1.6% |
0.0107 |
0.9% |
37% |
False |
False |
149 |
| 10 |
1.2535 |
1.2270 |
0.0265 |
2.1% |
0.0090 |
0.7% |
29% |
False |
False |
165 |
| 20 |
1.2610 |
1.2270 |
0.0340 |
2.8% |
0.0090 |
0.7% |
22% |
False |
False |
109 |
| 40 |
1.2865 |
1.2270 |
0.0595 |
4.8% |
0.0084 |
0.7% |
13% |
False |
False |
82 |
| 60 |
1.3029 |
1.2270 |
0.0759 |
6.1% |
0.0082 |
0.7% |
10% |
False |
False |
71 |
| 80 |
1.3421 |
1.2270 |
0.1151 |
9.3% |
0.0071 |
0.6% |
7% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2721 |
|
2.618 |
1.2583 |
|
1.618 |
1.2498 |
|
1.000 |
1.2445 |
|
0.618 |
1.2413 |
|
HIGH |
1.2360 |
|
0.618 |
1.2328 |
|
0.500 |
1.2318 |
|
0.382 |
1.2307 |
|
LOW |
1.2275 |
|
0.618 |
1.2222 |
|
1.000 |
1.2190 |
|
1.618 |
1.2137 |
|
2.618 |
1.2052 |
|
4.250 |
1.1914 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2337 |
1.2372 |
| PP |
1.2327 |
1.2363 |
| S1 |
1.2318 |
1.2355 |
|