CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1995 |
1.2011 |
0.0016 |
0.1% |
1.2082 |
| High |
1.2027 |
1.2065 |
0.0038 |
0.3% |
1.2092 |
| Low |
1.1972 |
1.2008 |
0.0036 |
0.3% |
1.1895 |
| Close |
1.2010 |
1.2055 |
0.0046 |
0.4% |
1.1998 |
| Range |
0.0055 |
0.0057 |
0.0002 |
2.7% |
0.0197 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
161,099 |
199,854 |
38,755 |
24.1% |
888,275 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2212 |
1.2190 |
1.2086 |
|
| R3 |
1.2156 |
1.2134 |
1.2071 |
|
| R2 |
1.2099 |
1.2099 |
1.2065 |
|
| R1 |
1.2077 |
1.2077 |
1.2060 |
1.2088 |
| PP |
1.2043 |
1.2043 |
1.2043 |
1.2048 |
| S1 |
1.2021 |
1.2021 |
1.2050 |
1.2032 |
| S2 |
1.1986 |
1.1986 |
1.2045 |
|
| S3 |
1.1930 |
1.1964 |
1.2039 |
|
| S4 |
1.1873 |
1.1908 |
1.2024 |
|
|
| 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 |
1.2065 |
1.1895 |
0.0170 |
1.4% |
0.0082 |
0.7% |
94% |
True |
False |
210,750 |
| 10 |
1.2155 |
1.1895 |
0.0260 |
2.2% |
0.0081 |
0.7% |
62% |
False |
False |
135,568 |
| 20 |
1.2155 |
1.1814 |
0.0341 |
2.8% |
0.0088 |
0.7% |
71% |
False |
False |
70,113 |
| 40 |
1.2155 |
1.1703 |
0.0452 |
3.7% |
0.0091 |
0.8% |
78% |
False |
False |
35,903 |
| 60 |
1.2155 |
1.1279 |
0.0876 |
7.3% |
0.0088 |
0.7% |
89% |
False |
False |
24,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2305 |
|
2.618 |
1.2212 |
|
1.618 |
1.2156 |
|
1.000 |
1.2121 |
|
0.618 |
1.2099 |
|
HIGH |
1.2065 |
|
0.618 |
1.2043 |
|
0.500 |
1.2036 |
|
0.382 |
1.2030 |
|
LOW |
1.2008 |
|
0.618 |
1.1973 |
|
1.000 |
1.1952 |
|
1.618 |
1.1917 |
|
2.618 |
1.1860 |
|
4.250 |
1.1768 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2049 |
1.2041 |
| PP |
1.2043 |
1.2026 |
| S1 |
1.2036 |
1.2012 |
|