CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2198 |
1.2233 |
0.0035 |
0.3% |
1.2242 |
| High |
1.2236 |
1.2233 |
-0.0003 |
0.0% |
1.2290 |
| Low |
1.2194 |
1.2190 |
-0.0004 |
0.0% |
1.2186 |
| Close |
1.2210 |
1.2196 |
-0.0014 |
-0.1% |
1.2196 |
| Range |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0104 |
| ATR |
0.0092 |
0.0089 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
164 |
70 |
-94 |
-57.3% |
868 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2335 |
1.2309 |
1.2220 |
|
| R3 |
1.2292 |
1.2266 |
1.2208 |
|
| R2 |
1.2249 |
1.2249 |
1.2204 |
|
| R1 |
1.2223 |
1.2223 |
1.2200 |
1.2215 |
| PP |
1.2206 |
1.2206 |
1.2206 |
1.2202 |
| S1 |
1.2180 |
1.2180 |
1.2192 |
1.2172 |
| S2 |
1.2163 |
1.2163 |
1.2188 |
|
| S3 |
1.2120 |
1.2137 |
1.2184 |
|
| S4 |
1.2077 |
1.2094 |
1.2172 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2536 |
1.2470 |
1.2253 |
|
| R3 |
1.2432 |
1.2366 |
1.2225 |
|
| R2 |
1.2328 |
1.2328 |
1.2215 |
|
| R1 |
1.2262 |
1.2262 |
1.2206 |
1.2243 |
| PP |
1.2224 |
1.2224 |
1.2224 |
1.2215 |
| S1 |
1.2158 |
1.2158 |
1.2186 |
1.2139 |
| S2 |
1.2120 |
1.2120 |
1.2177 |
|
| S3 |
1.2016 |
1.2054 |
1.2167 |
|
| S4 |
1.1912 |
1.1950 |
1.2139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2322 |
1.2186 |
0.0136 |
1.1% |
0.0057 |
0.5% |
7% |
False |
False |
219 |
| 10 |
1.2582 |
1.2186 |
0.0396 |
3.2% |
0.0084 |
0.7% |
3% |
False |
False |
371 |
| 20 |
1.2582 |
1.2186 |
0.0396 |
3.2% |
0.0093 |
0.8% |
3% |
False |
False |
273 |
| 40 |
1.2642 |
1.2186 |
0.0456 |
3.7% |
0.0088 |
0.7% |
2% |
False |
False |
188 |
| 60 |
1.2865 |
1.2186 |
0.0679 |
5.6% |
0.0089 |
0.7% |
1% |
False |
False |
139 |
| 80 |
1.3155 |
1.2186 |
0.0969 |
7.9% |
0.0083 |
0.7% |
1% |
False |
False |
112 |
| 100 |
1.3434 |
1.2186 |
0.1248 |
10.2% |
0.0070 |
0.6% |
1% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2416 |
|
2.618 |
1.2346 |
|
1.618 |
1.2303 |
|
1.000 |
1.2276 |
|
0.618 |
1.2260 |
|
HIGH |
1.2233 |
|
0.618 |
1.2217 |
|
0.500 |
1.2212 |
|
0.382 |
1.2206 |
|
LOW |
1.2190 |
|
0.618 |
1.2163 |
|
1.000 |
1.2147 |
|
1.618 |
1.2120 |
|
2.618 |
1.2077 |
|
4.250 |
1.2007 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2212 |
1.2221 |
| PP |
1.2206 |
1.2213 |
| S1 |
1.2201 |
1.2204 |
|