CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1947 |
1.1974 |
0.0027 |
0.2% |
1.2082 |
| High |
1.1981 |
1.2046 |
0.0065 |
0.5% |
1.2092 |
| Low |
1.1895 |
1.1959 |
0.0064 |
0.5% |
1.1895 |
| Close |
1.1972 |
1.1998 |
0.0026 |
0.2% |
1.1998 |
| Range |
0.0086 |
0.0088 |
0.0002 |
1.7% |
0.0197 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
205,269 |
254,934 |
49,665 |
24.2% |
888,275 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2263 |
1.2218 |
1.2046 |
|
| R3 |
1.2176 |
1.2130 |
1.2022 |
|
| R2 |
1.2088 |
1.2088 |
1.2014 |
|
| R1 |
1.2043 |
1.2043 |
1.2006 |
1.2066 |
| PP |
1.2001 |
1.2001 |
1.2001 |
1.2012 |
| S1 |
1.1955 |
1.1955 |
1.1989 |
1.1978 |
| S2 |
1.1913 |
1.1913 |
1.1981 |
|
| S3 |
1.1826 |
1.1868 |
1.1973 |
|
| S4 |
1.1738 |
1.1780 |
1.1949 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2584 |
1.2487 |
1.2106 |
|
| R3 |
1.2388 |
1.2291 |
1.2052 |
|
| R2 |
1.2191 |
1.2191 |
1.2034 |
|
| R1 |
1.2094 |
1.2094 |
1.2016 |
1.2045 |
| PP |
1.1995 |
1.1995 |
1.1995 |
1.1970 |
| S1 |
1.1898 |
1.1898 |
1.1979 |
1.1848 |
| S2 |
1.1798 |
1.1798 |
1.1961 |
|
| S3 |
1.1602 |
1.1701 |
1.1943 |
|
| S4 |
1.1405 |
1.1505 |
1.1889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2092 |
1.1895 |
0.0197 |
1.6% |
0.0086 |
0.7% |
52% |
False |
False |
177,655 |
| 10 |
1.2155 |
1.1895 |
0.0260 |
2.2% |
0.0090 |
0.8% |
39% |
False |
False |
101,094 |
| 20 |
1.2155 |
1.1784 |
0.0371 |
3.1% |
0.0091 |
0.8% |
58% |
False |
False |
52,239 |
| 40 |
1.2155 |
1.1703 |
0.0452 |
3.8% |
0.0092 |
0.8% |
65% |
False |
False |
26,921 |
| 60 |
1.2155 |
1.1248 |
0.0907 |
7.6% |
0.0088 |
0.7% |
83% |
False |
False |
18,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2418 |
|
2.618 |
1.2275 |
|
1.618 |
1.2188 |
|
1.000 |
1.2134 |
|
0.618 |
1.2100 |
|
HIGH |
1.2046 |
|
0.618 |
1.2013 |
|
0.500 |
1.2002 |
|
0.382 |
1.1992 |
|
LOW |
1.1959 |
|
0.618 |
1.1904 |
|
1.000 |
1.1871 |
|
1.618 |
1.1817 |
|
2.618 |
1.1729 |
|
4.250 |
1.1587 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2002 |
1.1990 |
| PP |
1.2001 |
1.1983 |
| S1 |
1.1999 |
1.1975 |
|