CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2338 |
1.2399 |
0.0061 |
0.5% |
1.2463 |
| High |
1.2467 |
1.2464 |
-0.0003 |
0.0% |
1.2522 |
| Low |
1.2326 |
1.2381 |
0.0055 |
0.4% |
1.2270 |
| Close |
1.2397 |
1.2458 |
0.0061 |
0.5% |
1.2307 |
| Range |
0.0141 |
0.0083 |
-0.0058 |
-41.1% |
0.0252 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
178 |
529 |
351 |
197.2% |
540 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2683 |
1.2654 |
1.2504 |
|
| R3 |
1.2600 |
1.2571 |
1.2481 |
|
| R2 |
1.2517 |
1.2517 |
1.2473 |
|
| R1 |
1.2488 |
1.2488 |
1.2466 |
1.2503 |
| PP |
1.2434 |
1.2434 |
1.2434 |
1.2442 |
| S1 |
1.2405 |
1.2405 |
1.2450 |
1.2420 |
| S2 |
1.2351 |
1.2351 |
1.2443 |
|
| S3 |
1.2268 |
1.2322 |
1.2435 |
|
| S4 |
1.2185 |
1.2239 |
1.2412 |
|
|
| 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% |
0.0121 |
1.0% |
93% |
False |
False |
263 |
| 10 |
1.2535 |
1.2270 |
0.0265 |
2.1% |
0.0097 |
0.8% |
71% |
False |
False |
176 |
| 20 |
1.2610 |
1.2270 |
0.0340 |
2.7% |
0.0092 |
0.7% |
55% |
False |
False |
138 |
| 40 |
1.2865 |
1.2270 |
0.0595 |
4.8% |
0.0084 |
0.7% |
32% |
False |
False |
98 |
| 60 |
1.3010 |
1.2270 |
0.0740 |
5.9% |
0.0085 |
0.7% |
25% |
False |
False |
82 |
| 80 |
1.3350 |
1.2270 |
0.1080 |
8.7% |
0.0074 |
0.6% |
17% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2817 |
|
2.618 |
1.2681 |
|
1.618 |
1.2598 |
|
1.000 |
1.2547 |
|
0.618 |
1.2515 |
|
HIGH |
1.2464 |
|
0.618 |
1.2432 |
|
0.500 |
1.2423 |
|
0.382 |
1.2413 |
|
LOW |
1.2381 |
|
0.618 |
1.2330 |
|
1.000 |
1.2298 |
|
1.618 |
1.2247 |
|
2.618 |
1.2164 |
|
4.250 |
1.2028 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2446 |
1.2429 |
| PP |
1.2434 |
1.2400 |
| S1 |
1.2423 |
1.2371 |
|