CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2477 |
1.2456 |
-0.0021 |
-0.2% |
1.2312 |
| High |
1.2495 |
1.2582 |
0.0087 |
0.7% |
1.2506 |
| Low |
1.2434 |
1.2444 |
0.0010 |
0.1% |
1.2275 |
| Close |
1.2454 |
1.2505 |
0.0051 |
0.4% |
1.2469 |
| Range |
0.0061 |
0.0138 |
0.0077 |
126.2% |
0.0231 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.2% |
0.0000 |
| Volume |
359 |
226 |
-133 |
-37.0% |
1,399 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2924 |
1.2853 |
1.2581 |
|
| R3 |
1.2786 |
1.2715 |
1.2543 |
|
| R2 |
1.2648 |
1.2648 |
1.2530 |
|
| R1 |
1.2577 |
1.2577 |
1.2518 |
1.2613 |
| PP |
1.2510 |
1.2510 |
1.2510 |
1.2528 |
| S1 |
1.2439 |
1.2439 |
1.2492 |
1.2475 |
| S2 |
1.2372 |
1.2372 |
1.2480 |
|
| S3 |
1.2234 |
1.2301 |
1.2467 |
|
| S4 |
1.2096 |
1.2163 |
1.2429 |
|
|
| 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 |
1.2582 |
1.2381 |
0.0201 |
1.6% |
0.0096 |
0.8% |
62% |
True |
False |
312 |
| 10 |
1.2582 |
1.2270 |
0.0312 |
2.5% |
0.0109 |
0.9% |
75% |
True |
False |
243 |
| 20 |
1.2610 |
1.2270 |
0.0340 |
2.7% |
0.0094 |
0.8% |
69% |
False |
False |
180 |
| 40 |
1.2782 |
1.2270 |
0.0512 |
4.1% |
0.0084 |
0.7% |
46% |
False |
False |
120 |
| 60 |
1.2903 |
1.2270 |
0.0633 |
5.1% |
0.0087 |
0.7% |
37% |
False |
False |
98 |
| 80 |
1.3240 |
1.2270 |
0.0970 |
7.8% |
0.0078 |
0.6% |
24% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3169 |
|
2.618 |
1.2943 |
|
1.618 |
1.2805 |
|
1.000 |
1.2720 |
|
0.618 |
1.2667 |
|
HIGH |
1.2582 |
|
0.618 |
1.2529 |
|
0.500 |
1.2513 |
|
0.382 |
1.2497 |
|
LOW |
1.2444 |
|
0.618 |
1.2359 |
|
1.000 |
1.2306 |
|
1.618 |
1.2221 |
|
2.618 |
1.2083 |
|
4.250 |
1.1858 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2513 |
1.2503 |
| PP |
1.2510 |
1.2501 |
| S1 |
1.2508 |
1.2499 |
|