CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1971 |
1.1901 |
-0.0070 |
-0.6% |
1.1995 |
| High |
1.1991 |
1.1916 |
-0.0075 |
-0.6% |
1.2093 |
| Low |
1.1886 |
1.1811 |
-0.0076 |
-0.6% |
1.1918 |
| Close |
1.1900 |
1.1853 |
-0.0047 |
-0.4% |
1.1998 |
| Range |
0.0105 |
0.0106 |
0.0001 |
0.5% |
0.0175 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.9% |
0.0000 |
| Volume |
243,300 |
268,602 |
25,302 |
10.4% |
1,054,789 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2120 |
1.1911 |
|
| R3 |
1.2071 |
1.2015 |
1.1882 |
|
| R2 |
1.1965 |
1.1965 |
1.1872 |
|
| R1 |
1.1909 |
1.1909 |
1.1863 |
1.1885 |
| PP |
1.1860 |
1.1860 |
1.1860 |
1.1848 |
| S1 |
1.1804 |
1.1804 |
1.1843 |
1.1779 |
| S2 |
1.1754 |
1.1754 |
1.1834 |
|
| S3 |
1.1649 |
1.1698 |
1.1824 |
|
| S4 |
1.1543 |
1.1593 |
1.1795 |
|
|
| 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 |
1.1811 |
0.0282 |
2.4% |
0.0109 |
0.9% |
15% |
False |
True |
241,147 |
| 10 |
1.2093 |
1.1811 |
0.0282 |
2.4% |
0.0095 |
0.8% |
15% |
False |
True |
225,949 |
| 20 |
1.2155 |
1.1811 |
0.0344 |
2.9% |
0.0094 |
0.8% |
12% |
False |
True |
129,783 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0091 |
0.8% |
28% |
False |
False |
65,858 |
| 60 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0090 |
0.8% |
59% |
False |
False |
44,286 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0084 |
0.7% |
67% |
False |
False |
33,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2364 |
|
2.618 |
1.2192 |
|
1.618 |
1.2087 |
|
1.000 |
1.2022 |
|
0.618 |
1.1981 |
|
HIGH |
1.1916 |
|
0.618 |
1.1876 |
|
0.500 |
1.1863 |
|
0.382 |
1.1851 |
|
LOW |
1.1811 |
|
0.618 |
1.1745 |
|
1.000 |
1.1705 |
|
1.618 |
1.1640 |
|
2.618 |
1.1534 |
|
4.250 |
1.1362 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1863 |
1.1935 |
| PP |
1.1860 |
1.1908 |
| S1 |
1.1856 |
1.1880 |
|