CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1857 |
1.1780 |
-0.0077 |
-0.6% |
1.1971 |
| High |
1.1864 |
1.1821 |
-0.0043 |
-0.4% |
1.1991 |
| Low |
1.1779 |
1.1743 |
-0.0036 |
-0.3% |
1.1770 |
| Close |
1.1792 |
1.1797 |
0.0005 |
0.0% |
1.1865 |
| Range |
0.0085 |
0.0079 |
-0.0007 |
-7.6% |
0.0221 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
201,079 |
185,388 |
-15,691 |
-7.8% |
1,211,620 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.1988 |
1.1840 |
|
| R3 |
1.1944 |
1.1909 |
1.1818 |
|
| R2 |
1.1865 |
1.1865 |
1.1811 |
|
| R1 |
1.1831 |
1.1831 |
1.1804 |
1.1848 |
| PP |
1.1787 |
1.1787 |
1.1787 |
1.1795 |
| S1 |
1.1752 |
1.1752 |
1.1789 |
1.1770 |
| S2 |
1.1708 |
1.1708 |
1.1782 |
|
| S3 |
1.1630 |
1.1674 |
1.1775 |
|
| S4 |
1.1551 |
1.1595 |
1.1753 |
|
|
| 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 |
1.1882 |
1.1743 |
0.0139 |
1.2% |
0.0077 |
0.7% |
39% |
False |
True |
217,237 |
| 10 |
1.2093 |
1.1743 |
0.0350 |
3.0% |
0.0093 |
0.8% |
15% |
False |
True |
229,192 |
| 20 |
1.2155 |
1.1743 |
0.0412 |
3.5% |
0.0087 |
0.7% |
13% |
False |
True |
182,380 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0090 |
0.8% |
14% |
False |
False |
92,856 |
| 60 |
1.2155 |
1.1465 |
0.0690 |
5.8% |
0.0091 |
0.8% |
48% |
False |
False |
62,317 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0085 |
0.7% |
61% |
False |
False |
46,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2027 |
|
1.618 |
1.1948 |
|
1.000 |
1.1900 |
|
0.618 |
1.1870 |
|
HIGH |
1.1821 |
|
0.618 |
1.1791 |
|
0.500 |
1.1782 |
|
0.382 |
1.1772 |
|
LOW |
1.1743 |
|
0.618 |
1.1694 |
|
1.000 |
1.1664 |
|
1.618 |
1.1615 |
|
2.618 |
1.1537 |
|
4.250 |
1.1409 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1792 |
1.1812 |
| PP |
1.1787 |
1.1807 |
| S1 |
1.1782 |
1.1802 |
|