CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2456 |
1.2528 |
0.0072 |
0.6% |
1.2312 |
| High |
1.2582 |
1.2531 |
-0.0051 |
-0.4% |
1.2506 |
| Low |
1.2444 |
1.2342 |
-0.0102 |
-0.8% |
1.2275 |
| Close |
1.2505 |
1.2347 |
-0.0158 |
-1.3% |
1.2469 |
| Range |
0.0138 |
0.0189 |
0.0051 |
37.0% |
0.0231 |
| ATR |
0.0099 |
0.0105 |
0.0006 |
6.5% |
0.0000 |
| Volume |
226 |
1,391 |
1,165 |
515.5% |
1,399 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2974 |
1.2849 |
1.2451 |
|
| R3 |
1.2785 |
1.2660 |
1.2399 |
|
| R2 |
1.2596 |
1.2596 |
1.2382 |
|
| R1 |
1.2471 |
1.2471 |
1.2364 |
1.2439 |
| PP |
1.2407 |
1.2407 |
1.2407 |
1.2391 |
| S1 |
1.2282 |
1.2282 |
1.2330 |
1.2250 |
| S2 |
1.2218 |
1.2218 |
1.2312 |
|
| S3 |
1.2029 |
1.2093 |
1.2295 |
|
| S4 |
1.1840 |
1.1904 |
1.2243 |
|
|
| 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 |
1.2342 |
0.0240 |
1.9% |
0.0118 |
1.0% |
2% |
False |
True |
485 |
| 10 |
1.2582 |
1.2270 |
0.0312 |
2.5% |
0.0119 |
1.0% |
25% |
False |
False |
374 |
| 20 |
1.2610 |
1.2270 |
0.0340 |
2.8% |
0.0100 |
0.8% |
23% |
False |
False |
246 |
| 40 |
1.2781 |
1.2270 |
0.0511 |
4.1% |
0.0088 |
0.7% |
15% |
False |
False |
154 |
| 60 |
1.2871 |
1.2270 |
0.0601 |
4.9% |
0.0089 |
0.7% |
13% |
False |
False |
121 |
| 80 |
1.3240 |
1.2270 |
0.0970 |
7.9% |
0.0080 |
0.6% |
8% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3334 |
|
2.618 |
1.3026 |
|
1.618 |
1.2837 |
|
1.000 |
1.2720 |
|
0.618 |
1.2648 |
|
HIGH |
1.2531 |
|
0.618 |
1.2459 |
|
0.500 |
1.2437 |
|
0.382 |
1.2414 |
|
LOW |
1.2342 |
|
0.618 |
1.2225 |
|
1.000 |
1.2153 |
|
1.618 |
1.2036 |
|
2.618 |
1.1847 |
|
4.250 |
1.1539 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2437 |
1.2462 |
| PP |
1.2407 |
1.2424 |
| S1 |
1.2377 |
1.2385 |
|