CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 05-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1785 |
1.1802 |
0.0018 |
0.1% |
1.1971 |
| High |
1.1835 |
1.1823 |
-0.0012 |
-0.1% |
1.1991 |
| Low |
1.1782 |
1.1743 |
-0.0039 |
-0.3% |
1.1770 |
| Close |
1.1811 |
1.1750 |
-0.0061 |
-0.5% |
1.1865 |
| Range |
0.0053 |
0.0080 |
0.0027 |
50.9% |
0.0221 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
178,739 |
198,310 |
19,571 |
10.9% |
1,211,620 |
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1961 |
1.1794 |
|
| R3 |
1.1932 |
1.1881 |
1.1772 |
|
| R2 |
1.1852 |
1.1852 |
1.1764 |
|
| R1 |
1.1801 |
1.1801 |
1.1757 |
1.1786 |
| PP |
1.1772 |
1.1772 |
1.1772 |
1.1765 |
| S1 |
1.1721 |
1.1721 |
1.1742 |
1.1706 |
| S2 |
1.1692 |
1.1692 |
1.1735 |
|
| S3 |
1.1612 |
1.1641 |
1.1728 |
|
| S4 |
1.1532 |
1.1561 |
1.1706 |
|
|
| 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% |
0.0071 |
0.6% |
5% |
False |
False |
195,953 |
| 10 |
1.2060 |
1.1743 |
0.0317 |
2.7% |
0.0080 |
0.7% |
2% |
False |
False |
218,935 |
| 20 |
1.2155 |
1.1743 |
0.0412 |
3.5% |
0.0084 |
0.7% |
2% |
False |
False |
197,757 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0089 |
0.8% |
3% |
False |
False |
102,184 |
| 60 |
1.2155 |
1.1465 |
0.0690 |
5.9% |
0.0090 |
0.8% |
41% |
False |
False |
68,561 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0086 |
0.7% |
56% |
False |
False |
51,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2163 |
|
2.618 |
1.2032 |
|
1.618 |
1.1952 |
|
1.000 |
1.1903 |
|
0.618 |
1.1872 |
|
HIGH |
1.1823 |
|
0.618 |
1.1792 |
|
0.500 |
1.1783 |
|
0.382 |
1.1774 |
|
LOW |
1.1743 |
|
0.618 |
1.1694 |
|
1.000 |
1.1663 |
|
1.618 |
1.1614 |
|
2.618 |
1.1534 |
|
4.250 |
1.1403 |
|
|
| Fisher Pivots for day following 05-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1783 |
1.1789 |
| PP |
1.1772 |
1.1776 |
| S1 |
1.1761 |
1.1763 |
|