CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2055 |
1.1948 |
-0.0107 |
-0.9% |
1.2082 |
| High |
1.2093 |
1.2009 |
-0.0084 |
-0.7% |
1.2092 |
| Low |
1.1918 |
1.1920 |
0.0003 |
0.0% |
1.1895 |
| Close |
1.1947 |
1.1986 |
0.0040 |
0.3% |
1.1998 |
| Range |
0.0175 |
0.0089 |
-0.0087 |
-49.4% |
0.0197 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
265,602 |
214,016 |
-51,586 |
-19.4% |
888,275 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2237 |
1.2200 |
1.2035 |
|
| R3 |
1.2149 |
1.2112 |
1.2010 |
|
| R2 |
1.2060 |
1.2060 |
1.2002 |
|
| R1 |
1.2023 |
1.2023 |
1.1994 |
1.2042 |
| PP |
1.1972 |
1.1972 |
1.1972 |
1.1981 |
| S1 |
1.1935 |
1.1935 |
1.1978 |
1.1953 |
| S2 |
1.1883 |
1.1883 |
1.1970 |
|
| S3 |
1.1795 |
1.1846 |
1.1962 |
|
| S4 |
1.1706 |
1.1758 |
1.1937 |
|
|
| 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 |
1.2093 |
1.1918 |
0.0175 |
1.5% |
0.0093 |
0.8% |
39% |
False |
False |
219,101 |
| 10 |
1.2155 |
1.1895 |
0.0260 |
2.2% |
0.0088 |
0.7% |
35% |
False |
False |
176,579 |
| 20 |
1.2155 |
1.1845 |
0.0310 |
2.6% |
0.0093 |
0.8% |
46% |
False |
False |
93,899 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0093 |
0.8% |
60% |
False |
False |
47,820 |
| 60 |
1.2155 |
1.1400 |
0.0755 |
6.3% |
0.0089 |
0.7% |
78% |
False |
False |
32,248 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.7% |
0.0083 |
0.7% |
82% |
False |
False |
24,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2385 |
|
2.618 |
1.2240 |
|
1.618 |
1.2152 |
|
1.000 |
1.2097 |
|
0.618 |
1.2063 |
|
HIGH |
1.2009 |
|
0.618 |
1.1975 |
|
0.500 |
1.1964 |
|
0.382 |
1.1954 |
|
LOW |
1.1920 |
|
0.618 |
1.1865 |
|
1.000 |
1.1832 |
|
1.618 |
1.1777 |
|
2.618 |
1.1688 |
|
4.250 |
1.1544 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1979 |
1.2005 |
| PP |
1.1972 |
1.1999 |
| S1 |
1.1964 |
1.1992 |
|