CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1802 |
1.1756 |
-0.0047 |
-0.4% |
1.1857 |
| High |
1.1823 |
1.1783 |
-0.0040 |
-0.3% |
1.1864 |
| Low |
1.1743 |
1.1712 |
-0.0031 |
-0.3% |
1.1712 |
| Close |
1.1750 |
1.1778 |
0.0028 |
0.2% |
1.1778 |
| Range |
0.0080 |
0.0071 |
-0.0009 |
-11.3% |
0.0152 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
198,310 |
241,916 |
43,606 |
22.0% |
1,005,432 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1971 |
1.1945 |
1.1817 |
|
| R3 |
1.1900 |
1.1874 |
1.1797 |
|
| R2 |
1.1829 |
1.1829 |
1.1791 |
|
| R1 |
1.1803 |
1.1803 |
1.1784 |
1.1816 |
| PP |
1.1758 |
1.1758 |
1.1758 |
1.1764 |
| S1 |
1.1732 |
1.1732 |
1.1771 |
1.1745 |
| S2 |
1.1687 |
1.1687 |
1.1764 |
|
| S3 |
1.1616 |
1.1661 |
1.1758 |
|
| S4 |
1.1545 |
1.1590 |
1.1738 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2239 |
1.2160 |
1.1861 |
|
| R3 |
1.2087 |
1.2008 |
1.1819 |
|
| R2 |
1.1936 |
1.1936 |
1.1805 |
|
| R1 |
1.1857 |
1.1857 |
1.1791 |
1.1821 |
| PP |
1.1784 |
1.1784 |
1.1784 |
1.1766 |
| S1 |
1.1705 |
1.1705 |
1.1764 |
1.1669 |
| S2 |
1.1633 |
1.1633 |
1.1750 |
|
| S3 |
1.1481 |
1.1554 |
1.1736 |
|
| S4 |
1.1330 |
1.1402 |
1.1694 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1864 |
1.1712 |
0.0152 |
1.3% |
0.0074 |
0.6% |
43% |
False |
True |
201,086 |
| 10 |
1.1991 |
1.1712 |
0.0279 |
2.4% |
0.0080 |
0.7% |
23% |
False |
True |
221,705 |
| 20 |
1.2093 |
1.1712 |
0.0381 |
3.2% |
0.0084 |
0.7% |
17% |
False |
True |
208,005 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.8% |
0.0089 |
0.8% |
15% |
False |
True |
108,198 |
| 60 |
1.2155 |
1.1486 |
0.0669 |
5.7% |
0.0090 |
0.8% |
44% |
False |
False |
72,572 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0085 |
0.7% |
59% |
False |
False |
54,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2085 |
|
2.618 |
1.1969 |
|
1.618 |
1.1898 |
|
1.000 |
1.1854 |
|
0.618 |
1.1827 |
|
HIGH |
1.1783 |
|
0.618 |
1.1756 |
|
0.500 |
1.1748 |
|
0.382 |
1.1739 |
|
LOW |
1.1712 |
|
0.618 |
1.1668 |
|
1.000 |
1.1641 |
|
1.618 |
1.1597 |
|
2.618 |
1.1526 |
|
4.250 |
1.1410 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1768 |
1.1776 |
| PP |
1.1758 |
1.1775 |
| S1 |
1.1748 |
1.1774 |
|