CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 04-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1780 |
1.1785 |
0.0005 |
0.0% |
1.1971 |
| High |
1.1821 |
1.1835 |
0.0014 |
0.1% |
1.1991 |
| Low |
1.1743 |
1.1782 |
0.0040 |
0.3% |
1.1770 |
| Close |
1.1797 |
1.1811 |
0.0014 |
0.1% |
1.1865 |
| Range |
0.0079 |
0.0053 |
-0.0026 |
-32.5% |
0.0221 |
| ATR |
0.0089 |
0.0087 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
185,388 |
178,739 |
-6,649 |
-3.6% |
1,211,620 |
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1968 |
1.1942 |
1.1840 |
|
| R3 |
1.1915 |
1.1889 |
1.1825 |
|
| R2 |
1.1862 |
1.1862 |
1.1820 |
|
| R1 |
1.1836 |
1.1836 |
1.1815 |
1.1849 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1816 |
| S1 |
1.1783 |
1.1783 |
1.1806 |
1.1796 |
| S2 |
1.1756 |
1.1756 |
1.1801 |
|
| S3 |
1.1703 |
1.1730 |
1.1796 |
|
| S4 |
1.1650 |
1.1677 |
1.1781 |
|
|
| 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% |
0.0072 |
0.6% |
49% |
False |
False |
202,358 |
| 10 |
1.2060 |
1.1743 |
0.0317 |
2.7% |
0.0081 |
0.7% |
21% |
False |
False |
220,506 |
| 20 |
1.2155 |
1.1743 |
0.0412 |
3.5% |
0.0087 |
0.7% |
17% |
False |
False |
190,820 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0089 |
0.8% |
17% |
False |
False |
97,298 |
| 60 |
1.2155 |
1.1465 |
0.0690 |
5.8% |
0.0090 |
0.8% |
50% |
False |
False |
65,270 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0085 |
0.7% |
63% |
False |
False |
49,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2060 |
|
2.618 |
1.1974 |
|
1.618 |
1.1921 |
|
1.000 |
1.1888 |
|
0.618 |
1.1868 |
|
HIGH |
1.1835 |
|
0.618 |
1.1815 |
|
0.500 |
1.1809 |
|
0.382 |
1.1802 |
|
LOW |
1.1782 |
|
0.618 |
1.1749 |
|
1.000 |
1.1729 |
|
1.618 |
1.1696 |
|
2.618 |
1.1643 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 04-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1810 |
1.1808 |
| PP |
1.1809 |
1.1806 |
| S1 |
1.1809 |
1.1803 |
|