CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1995 |
1.1971 |
-0.0025 |
-0.2% |
1.1995 |
| High |
1.2060 |
1.1991 |
-0.0069 |
-0.6% |
1.2093 |
| Low |
1.1991 |
1.1886 |
-0.0105 |
-0.9% |
1.1918 |
| Close |
1.1998 |
1.1900 |
-0.0098 |
-0.8% |
1.1998 |
| Range |
0.0069 |
0.0105 |
0.0037 |
53.3% |
0.0175 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.5% |
0.0000 |
| Volume |
214,218 |
243,300 |
29,082 |
13.6% |
1,054,789 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2241 |
1.2175 |
1.1958 |
|
| R3 |
1.2136 |
1.2070 |
1.1929 |
|
| R2 |
1.2031 |
1.2031 |
1.1919 |
|
| R1 |
1.1965 |
1.1965 |
1.1910 |
1.1946 |
| PP |
1.1926 |
1.1926 |
1.1926 |
1.1916 |
| S1 |
1.1860 |
1.1860 |
1.1890 |
1.1841 |
| S2 |
1.1821 |
1.1821 |
1.1881 |
|
| S3 |
1.1716 |
1.1755 |
1.1871 |
|
| S4 |
1.1611 |
1.1650 |
1.1842 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2528 |
1.2438 |
1.2094 |
|
| R3 |
1.2353 |
1.2263 |
1.2046 |
|
| R2 |
1.2178 |
1.2178 |
1.2030 |
|
| R1 |
1.2088 |
1.2088 |
1.2014 |
1.2133 |
| PP |
1.2003 |
1.2003 |
1.2003 |
1.2025 |
| S1 |
1.1913 |
1.1913 |
1.1981 |
1.1958 |
| S2 |
1.1828 |
1.1828 |
1.1965 |
|
| S3 |
1.1653 |
1.1738 |
1.1949 |
|
| S4 |
1.1478 |
1.1563 |
1.1901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2093 |
1.1886 |
0.0207 |
1.7% |
0.0099 |
0.8% |
7% |
False |
True |
227,398 |
| 10 |
1.2093 |
1.1886 |
0.0207 |
1.7% |
0.0090 |
0.8% |
7% |
False |
True |
209,110 |
| 20 |
1.2155 |
1.1886 |
0.0269 |
2.3% |
0.0092 |
0.8% |
5% |
False |
True |
116,492 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0092 |
0.8% |
39% |
False |
False |
59,184 |
| 60 |
1.2155 |
1.1413 |
0.0742 |
6.2% |
0.0089 |
0.7% |
66% |
False |
False |
39,836 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0083 |
0.7% |
73% |
False |
False |
29,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2437 |
|
2.618 |
1.2266 |
|
1.618 |
1.2161 |
|
1.000 |
1.2096 |
|
0.618 |
1.2056 |
|
HIGH |
1.1991 |
|
0.618 |
1.1951 |
|
0.500 |
1.1939 |
|
0.382 |
1.1926 |
|
LOW |
1.1886 |
|
0.618 |
1.1821 |
|
1.000 |
1.1781 |
|
1.618 |
1.1716 |
|
2.618 |
1.1611 |
|
4.250 |
1.1440 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1939 |
1.1973 |
| PP |
1.1926 |
1.1949 |
| S1 |
1.1913 |
1.1924 |
|