CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1857 |
0.0023 |
0.2% |
1.1971 |
| High |
1.1882 |
1.1864 |
-0.0018 |
-0.2% |
1.1991 |
| Low |
1.1821 |
1.1779 |
-0.0043 |
-0.4% |
1.1770 |
| Close |
1.1865 |
1.1792 |
-0.0073 |
-0.6% |
1.1865 |
| Range |
0.0061 |
0.0085 |
0.0025 |
40.5% |
0.0221 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
216,250 |
201,079 |
-15,171 |
-7.0% |
1,211,620 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2014 |
1.1839 |
|
| R3 |
1.1981 |
1.1929 |
1.1815 |
|
| R2 |
1.1896 |
1.1896 |
1.1808 |
|
| R1 |
1.1844 |
1.1844 |
1.1800 |
1.1828 |
| PP |
1.1811 |
1.1811 |
1.1811 |
1.1803 |
| S1 |
1.1759 |
1.1759 |
1.1784 |
1.1743 |
| S2 |
1.1726 |
1.1726 |
1.1776 |
|
| S3 |
1.1641 |
1.1674 |
1.1769 |
|
| S4 |
1.1556 |
1.1589 |
1.1745 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2538 |
1.2422 |
1.1986 |
|
| R3 |
1.2317 |
1.2201 |
1.1925 |
|
| R2 |
1.2096 |
1.2096 |
1.1905 |
|
| R1 |
1.1980 |
1.1980 |
1.1885 |
1.1928 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1849 |
| S1 |
1.1759 |
1.1759 |
1.1844 |
1.1707 |
| S2 |
1.1654 |
1.1654 |
1.1824 |
|
| S3 |
1.1433 |
1.1538 |
1.1804 |
|
| S4 |
1.1212 |
1.1317 |
1.1743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1916 |
1.1770 |
0.0146 |
1.2% |
0.0083 |
0.7% |
15% |
False |
False |
233,879 |
| 10 |
1.2093 |
1.1770 |
0.0323 |
2.7% |
0.0091 |
0.8% |
7% |
False |
False |
230,638 |
| 20 |
1.2155 |
1.1770 |
0.0385 |
3.3% |
0.0087 |
0.7% |
6% |
False |
False |
173,535 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0089 |
0.8% |
13% |
False |
False |
88,247 |
| 60 |
1.2155 |
1.1465 |
0.0690 |
5.8% |
0.0090 |
0.8% |
47% |
False |
False |
59,233 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0085 |
0.7% |
61% |
False |
False |
44,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2225 |
|
2.618 |
1.2086 |
|
1.618 |
1.2001 |
|
1.000 |
1.1949 |
|
0.618 |
1.1916 |
|
HIGH |
1.1864 |
|
0.618 |
1.1831 |
|
0.500 |
1.1821 |
|
0.382 |
1.1811 |
|
LOW |
1.1779 |
|
0.618 |
1.1726 |
|
1.000 |
1.1694 |
|
1.618 |
1.1641 |
|
2.618 |
1.1556 |
|
4.250 |
1.1417 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1821 |
1.1826 |
| PP |
1.1811 |
1.1815 |
| S1 |
1.1802 |
1.1803 |
|