CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1974 |
1.1995 |
0.0021 |
0.2% |
1.2082 |
| High |
1.2046 |
1.2027 |
-0.0019 |
-0.2% |
1.2092 |
| Low |
1.1959 |
1.1972 |
0.0014 |
0.1% |
1.1895 |
| Close |
1.1998 |
1.2010 |
0.0012 |
0.1% |
1.1998 |
| Range |
0.0088 |
0.0055 |
-0.0033 |
-37.1% |
0.0197 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
254,934 |
161,099 |
-93,835 |
-36.8% |
888,275 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2168 |
1.2144 |
1.2040 |
|
| R3 |
1.2113 |
1.2089 |
1.2025 |
|
| R2 |
1.2058 |
1.2058 |
1.2020 |
|
| R1 |
1.2034 |
1.2034 |
1.2015 |
1.2046 |
| PP |
1.2003 |
1.2003 |
1.2003 |
1.2009 |
| S1 |
1.1979 |
1.1979 |
1.2004 |
1.1991 |
| S2 |
1.1948 |
1.1948 |
1.1999 |
|
| S3 |
1.1893 |
1.1924 |
1.1994 |
|
| S4 |
1.1838 |
1.1869 |
1.1979 |
|
|
| 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 |
1.2056 |
1.1895 |
0.0161 |
1.3% |
0.0081 |
0.7% |
71% |
False |
False |
190,822 |
| 10 |
1.2155 |
1.1895 |
0.0260 |
2.2% |
0.0083 |
0.7% |
44% |
False |
False |
116,431 |
| 20 |
1.2155 |
1.1806 |
0.0349 |
2.9% |
0.0090 |
0.8% |
58% |
False |
False |
60,222 |
| 40 |
1.2155 |
1.1703 |
0.0452 |
3.8% |
0.0091 |
0.8% |
68% |
False |
False |
30,916 |
| 60 |
1.2155 |
1.1253 |
0.0902 |
7.5% |
0.0088 |
0.7% |
84% |
False |
False |
20,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2261 |
|
2.618 |
1.2171 |
|
1.618 |
1.2116 |
|
1.000 |
1.2082 |
|
0.618 |
1.2061 |
|
HIGH |
1.2027 |
|
0.618 |
1.2006 |
|
0.500 |
1.2000 |
|
0.382 |
1.1993 |
|
LOW |
1.1972 |
|
0.618 |
1.1938 |
|
1.000 |
1.1917 |
|
1.618 |
1.1883 |
|
2.618 |
1.1828 |
|
4.250 |
1.1738 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2006 |
1.1997 |
| PP |
1.2003 |
1.1984 |
| S1 |
1.2000 |
1.1971 |
|