CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2472 |
1.2420 |
-0.0052 |
-0.4% |
1.2312 |
| High |
1.2506 |
1.2500 |
-0.0006 |
0.0% |
1.2506 |
| Low |
1.2390 |
1.2416 |
0.0026 |
0.2% |
1.2275 |
| Close |
1.2402 |
1.2469 |
0.0067 |
0.5% |
1.2469 |
| Range |
0.0116 |
0.0084 |
-0.0032 |
-27.6% |
0.0231 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.0% |
0.0000 |
| Volume |
194 |
255 |
61 |
31.4% |
1,399 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2714 |
1.2675 |
1.2515 |
|
| R3 |
1.2630 |
1.2591 |
1.2492 |
|
| R2 |
1.2546 |
1.2546 |
1.2484 |
|
| R1 |
1.2507 |
1.2507 |
1.2477 |
1.2527 |
| PP |
1.2462 |
1.2462 |
1.2462 |
1.2471 |
| S1 |
1.2423 |
1.2423 |
1.2461 |
1.2443 |
| S2 |
1.2378 |
1.2378 |
1.2454 |
|
| S3 |
1.2294 |
1.2339 |
1.2446 |
|
| S4 |
1.2210 |
1.2255 |
1.2423 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.3020 |
1.2596 |
|
| R3 |
1.2879 |
1.2789 |
1.2533 |
|
| R2 |
1.2648 |
1.2648 |
1.2511 |
|
| R1 |
1.2558 |
1.2558 |
1.2490 |
1.2603 |
| PP |
1.2417 |
1.2417 |
1.2417 |
1.2439 |
| S1 |
1.2327 |
1.2327 |
1.2448 |
1.2372 |
| S2 |
1.2186 |
1.2186 |
1.2427 |
|
| S3 |
1.1955 |
1.2096 |
1.2405 |
|
| S4 |
1.1724 |
1.1865 |
1.2342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2506 |
1.2275 |
0.0231 |
1.9% |
0.0102 |
0.8% |
84% |
False |
False |
279 |
| 10 |
1.2522 |
1.2270 |
0.0252 |
2.0% |
0.0103 |
0.8% |
79% |
False |
False |
193 |
| 20 |
1.2610 |
1.2270 |
0.0340 |
2.7% |
0.0098 |
0.8% |
59% |
False |
False |
155 |
| 40 |
1.2831 |
1.2270 |
0.0561 |
4.5% |
0.0082 |
0.7% |
35% |
False |
False |
106 |
| 60 |
1.2944 |
1.2270 |
0.0674 |
5.4% |
0.0085 |
0.7% |
30% |
False |
False |
89 |
| 80 |
1.3306 |
1.2270 |
0.1036 |
8.3% |
0.0077 |
0.6% |
19% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2857 |
|
2.618 |
1.2720 |
|
1.618 |
1.2636 |
|
1.000 |
1.2584 |
|
0.618 |
1.2552 |
|
HIGH |
1.2500 |
|
0.618 |
1.2468 |
|
0.500 |
1.2458 |
|
0.382 |
1.2448 |
|
LOW |
1.2416 |
|
0.618 |
1.2364 |
|
1.000 |
1.2332 |
|
1.618 |
1.2280 |
|
2.618 |
1.2196 |
|
4.250 |
1.2059 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2461 |
| PP |
1.2462 |
1.2452 |
| S1 |
1.2458 |
1.2444 |
|