CME Euro FX (E) Future June 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1.2199 |
1.2169 |
-0.0030 |
-0.2% |
1.2242 |
| High |
1.2234 |
1.2203 |
-0.0031 |
-0.3% |
1.2290 |
| Low |
1.2163 |
1.2145 |
-0.0018 |
-0.1% |
1.2186 |
| Close |
1.2176 |
1.2172 |
-0.0004 |
0.0% |
1.2196 |
| Range |
0.0071 |
0.0058 |
-0.0013 |
-18.3% |
0.0104 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
44 |
278 |
234 |
531.8% |
868 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2347 |
1.2318 |
1.2204 |
|
| R3 |
1.2289 |
1.2260 |
1.2188 |
|
| R2 |
1.2231 |
1.2231 |
1.2183 |
|
| R1 |
1.2202 |
1.2202 |
1.2177 |
1.2217 |
| PP |
1.2173 |
1.2173 |
1.2173 |
1.2181 |
| S1 |
1.2144 |
1.2144 |
1.2167 |
1.2159 |
| S2 |
1.2115 |
1.2115 |
1.2161 |
|
| S3 |
1.2057 |
1.2086 |
1.2156 |
|
| S4 |
1.1999 |
1.2028 |
1.2140 |
|
|
| 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 |
1.2256 |
1.2145 |
0.0111 |
0.9% |
0.0057 |
0.5% |
24% |
False |
True |
133 |
| 10 |
1.2582 |
1.2145 |
0.0437 |
3.6% |
0.0082 |
0.7% |
6% |
False |
True |
342 |
| 20 |
1.2582 |
1.2145 |
0.0437 |
3.6% |
0.0092 |
0.8% |
6% |
False |
True |
284 |
| 40 |
1.2610 |
1.2145 |
0.0465 |
3.8% |
0.0088 |
0.7% |
6% |
False |
True |
189 |
| 60 |
1.2865 |
1.2145 |
0.0720 |
5.9% |
0.0087 |
0.7% |
4% |
False |
True |
142 |
| 80 |
1.3029 |
1.2145 |
0.0884 |
7.3% |
0.0081 |
0.7% |
3% |
False |
True |
116 |
| 100 |
1.3434 |
1.2145 |
0.1289 |
10.6% |
0.0071 |
0.6% |
2% |
False |
True |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2450 |
|
2.618 |
1.2355 |
|
1.618 |
1.2297 |
|
1.000 |
1.2261 |
|
0.618 |
1.2239 |
|
HIGH |
1.2203 |
|
0.618 |
1.2181 |
|
0.500 |
1.2174 |
|
0.382 |
1.2167 |
|
LOW |
1.2145 |
|
0.618 |
1.2109 |
|
1.000 |
1.2087 |
|
1.618 |
1.2051 |
|
2.618 |
1.1993 |
|
4.250 |
1.1899 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.2174 |
1.2190 |
| PP |
1.2173 |
1.2184 |
| S1 |
1.2173 |
1.2178 |
|