CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1779 |
1.1783 |
0.0004 |
0.0% |
1.1857 |
| High |
1.1800 |
1.1870 |
0.0070 |
0.6% |
1.1864 |
| Low |
1.1762 |
1.1782 |
0.0020 |
0.2% |
1.1712 |
| Close |
1.1793 |
1.1848 |
0.0055 |
0.5% |
1.1778 |
| Range |
0.0038 |
0.0088 |
0.0050 |
133.3% |
0.0152 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.5% |
0.0000 |
| Volume |
106,731 |
233,749 |
127,018 |
119.0% |
1,005,432 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2096 |
1.2059 |
1.1896 |
|
| R3 |
1.2008 |
1.1972 |
1.1872 |
|
| R2 |
1.1921 |
1.1921 |
1.1864 |
|
| R1 |
1.1884 |
1.1884 |
1.1856 |
1.1902 |
| PP |
1.1833 |
1.1833 |
1.1833 |
1.1842 |
| S1 |
1.1797 |
1.1797 |
1.1839 |
1.1815 |
| S2 |
1.1746 |
1.1746 |
1.1831 |
|
| S3 |
1.1658 |
1.1709 |
1.1823 |
|
| S4 |
1.1571 |
1.1622 |
1.1799 |
|
|
| 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 |
1.1870 |
1.1712 |
0.0158 |
1.3% |
0.0066 |
0.6% |
86% |
True |
False |
191,889 |
| 10 |
1.1882 |
1.1712 |
0.0170 |
1.4% |
0.0072 |
0.6% |
80% |
False |
False |
204,563 |
| 20 |
1.2093 |
1.1712 |
0.0381 |
3.2% |
0.0083 |
0.7% |
36% |
False |
False |
215,256 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0088 |
0.7% |
31% |
False |
False |
116,646 |
| 60 |
1.2155 |
1.1566 |
0.0589 |
5.0% |
0.0089 |
0.8% |
48% |
False |
False |
78,228 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0085 |
0.7% |
67% |
False |
False |
58,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2241 |
|
2.618 |
1.2099 |
|
1.618 |
1.2011 |
|
1.000 |
1.1957 |
|
0.618 |
1.1924 |
|
HIGH |
1.1870 |
|
0.618 |
1.1836 |
|
0.500 |
1.1826 |
|
0.382 |
1.1815 |
|
LOW |
1.1782 |
|
0.618 |
1.1728 |
|
1.000 |
1.1695 |
|
1.618 |
1.1640 |
|
2.618 |
1.1553 |
|
4.250 |
1.1410 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1840 |
1.1829 |
| PP |
1.1833 |
1.1810 |
| S1 |
1.1826 |
1.1791 |
|