CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2399 |
1.2472 |
0.0073 |
0.6% |
1.2463 |
| High |
1.2464 |
1.2506 |
0.0042 |
0.3% |
1.2522 |
| Low |
1.2381 |
1.2390 |
0.0009 |
0.1% |
1.2270 |
| Close |
1.2458 |
1.2402 |
-0.0056 |
-0.4% |
1.2307 |
| Range |
0.0083 |
0.0116 |
0.0033 |
39.8% |
0.0252 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.4% |
0.0000 |
| Volume |
529 |
194 |
-335 |
-63.3% |
540 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2781 |
1.2707 |
1.2466 |
|
| R3 |
1.2665 |
1.2591 |
1.2434 |
|
| R2 |
1.2549 |
1.2549 |
1.2423 |
|
| R1 |
1.2475 |
1.2475 |
1.2413 |
1.2454 |
| PP |
1.2433 |
1.2433 |
1.2433 |
1.2422 |
| S1 |
1.2359 |
1.2359 |
1.2391 |
1.2338 |
| S2 |
1.2317 |
1.2317 |
1.2381 |
|
| S3 |
1.2201 |
1.2243 |
1.2370 |
|
| S4 |
1.2085 |
1.2127 |
1.2338 |
|
|
| 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 |
1.2506 |
1.2270 |
0.0236 |
1.9% |
0.0112 |
0.9% |
56% |
True |
False |
277 |
| 10 |
1.2529 |
1.2270 |
0.0259 |
2.1% |
0.0103 |
0.8% |
51% |
False |
False |
175 |
| 20 |
1.2610 |
1.2270 |
0.0340 |
2.7% |
0.0095 |
0.8% |
39% |
False |
False |
144 |
| 40 |
1.2850 |
1.2270 |
0.0580 |
4.7% |
0.0082 |
0.7% |
23% |
False |
False |
102 |
| 60 |
1.2952 |
1.2270 |
0.0682 |
5.5% |
0.0085 |
0.7% |
19% |
False |
False |
85 |
| 80 |
1.3306 |
1.2270 |
0.1036 |
8.4% |
0.0075 |
0.6% |
13% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2999 |
|
2.618 |
1.2810 |
|
1.618 |
1.2694 |
|
1.000 |
1.2622 |
|
0.618 |
1.2578 |
|
HIGH |
1.2506 |
|
0.618 |
1.2462 |
|
0.500 |
1.2448 |
|
0.382 |
1.2434 |
|
LOW |
1.2390 |
|
0.618 |
1.2318 |
|
1.000 |
1.2274 |
|
1.618 |
1.2202 |
|
2.618 |
1.2086 |
|
4.250 |
1.1897 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2448 |
1.2416 |
| PP |
1.2433 |
1.2411 |
| S1 |
1.2417 |
1.2407 |
|