CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2027 |
1.1947 |
-0.0080 |
-0.7% |
1.1941 |
| High |
1.2056 |
1.1981 |
-0.0075 |
-0.6% |
1.2155 |
| Low |
1.1933 |
1.1895 |
-0.0038 |
-0.3% |
1.1934 |
| Close |
1.1934 |
1.1972 |
0.0038 |
0.3% |
1.2090 |
| Range |
0.0123 |
0.0086 |
-0.0037 |
-29.8% |
0.0221 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
232,597 |
205,269 |
-27,328 |
-11.7% |
114,942 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2207 |
1.2175 |
1.2019 |
|
| R3 |
1.2121 |
1.2089 |
1.1995 |
|
| R2 |
1.2035 |
1.2035 |
1.1987 |
|
| R1 |
1.2003 |
1.2003 |
1.1979 |
1.2019 |
| PP |
1.1949 |
1.1949 |
1.1949 |
1.1957 |
| S1 |
1.1917 |
1.1917 |
1.1964 |
1.1933 |
| S2 |
1.1863 |
1.1863 |
1.1956 |
|
| S3 |
1.1777 |
1.1831 |
1.1948 |
|
| S4 |
1.1691 |
1.1745 |
1.1924 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2722 |
1.2627 |
1.2212 |
|
| R3 |
1.2501 |
1.2406 |
1.2151 |
|
| R2 |
1.2280 |
1.2280 |
1.2131 |
|
| R1 |
1.2185 |
1.2185 |
1.2110 |
1.2233 |
| PP |
1.2059 |
1.2059 |
1.2059 |
1.2083 |
| S1 |
1.1964 |
1.1964 |
1.2070 |
1.2012 |
| S2 |
1.1838 |
1.1838 |
1.2049 |
|
| S3 |
1.1617 |
1.1743 |
1.2029 |
|
| S4 |
1.1396 |
1.1522 |
1.1968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2155 |
1.1895 |
0.0260 |
2.2% |
0.0084 |
0.7% |
29% |
False |
True |
134,057 |
| 10 |
1.2155 |
1.1890 |
0.0265 |
2.2% |
0.0091 |
0.8% |
31% |
False |
False |
76,340 |
| 20 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0093 |
0.8% |
56% |
False |
False |
39,678 |
| 40 |
1.2155 |
1.1572 |
0.0583 |
4.9% |
0.0094 |
0.8% |
69% |
False |
False |
20,587 |
| 60 |
1.2155 |
1.1237 |
0.0918 |
7.7% |
0.0087 |
0.7% |
80% |
False |
False |
14,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2347 |
|
2.618 |
1.2206 |
|
1.618 |
1.2120 |
|
1.000 |
1.2067 |
|
0.618 |
1.2034 |
|
HIGH |
1.1981 |
|
0.618 |
1.1948 |
|
0.500 |
1.1938 |
|
0.382 |
1.1928 |
|
LOW |
1.1895 |
|
0.618 |
1.1842 |
|
1.000 |
1.1809 |
|
1.618 |
1.1756 |
|
2.618 |
1.1670 |
|
4.250 |
1.1530 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1960 |
1.1975 |
| PP |
1.1949 |
1.1974 |
| S1 |
1.1938 |
1.1973 |
|