CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2528 |
1.2357 |
-0.0171 |
-1.4% |
1.2312 |
| High |
1.2531 |
1.2366 |
-0.0165 |
-1.3% |
1.2506 |
| Low |
1.2342 |
1.2287 |
-0.0055 |
-0.4% |
1.2275 |
| Close |
1.2347 |
1.2303 |
-0.0044 |
-0.4% |
1.2469 |
| Range |
0.0189 |
0.0079 |
-0.0110 |
-58.2% |
0.0231 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,391 |
389 |
-1,002 |
-72.0% |
1,399 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2556 |
1.2508 |
1.2346 |
|
| R3 |
1.2477 |
1.2429 |
1.2325 |
|
| R2 |
1.2398 |
1.2398 |
1.2317 |
|
| R1 |
1.2350 |
1.2350 |
1.2310 |
1.2335 |
| PP |
1.2319 |
1.2319 |
1.2319 |
1.2311 |
| S1 |
1.2271 |
1.2271 |
1.2296 |
1.2256 |
| S2 |
1.2240 |
1.2240 |
1.2289 |
|
| S3 |
1.2161 |
1.2192 |
1.2281 |
|
| S4 |
1.2082 |
1.2113 |
1.2260 |
|
|
| 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 |
1.2287 |
0.0295 |
2.4% |
0.0110 |
0.9% |
5% |
False |
True |
524 |
| 10 |
1.2582 |
1.2270 |
0.0312 |
2.5% |
0.0111 |
0.9% |
11% |
False |
False |
400 |
| 20 |
1.2582 |
1.2270 |
0.0312 |
2.5% |
0.0101 |
0.8% |
11% |
False |
False |
264 |
| 40 |
1.2781 |
1.2270 |
0.0511 |
4.2% |
0.0088 |
0.7% |
6% |
False |
False |
163 |
| 60 |
1.2865 |
1.2270 |
0.0595 |
4.8% |
0.0089 |
0.7% |
6% |
False |
False |
127 |
| 80 |
1.3240 |
1.2270 |
0.0970 |
7.9% |
0.0081 |
0.7% |
3% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2702 |
|
2.618 |
1.2573 |
|
1.618 |
1.2494 |
|
1.000 |
1.2445 |
|
0.618 |
1.2415 |
|
HIGH |
1.2366 |
|
0.618 |
1.2336 |
|
0.500 |
1.2327 |
|
0.382 |
1.2317 |
|
LOW |
1.2287 |
|
0.618 |
1.2238 |
|
1.000 |
1.2208 |
|
1.618 |
1.2159 |
|
2.618 |
1.2080 |
|
4.250 |
1.1951 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2327 |
1.2435 |
| PP |
1.2319 |
1.2391 |
| S1 |
1.2311 |
1.2347 |
|