CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1783 |
1.1850 |
0.0067 |
0.6% |
1.1857 |
| High |
1.1870 |
1.1913 |
0.0043 |
0.4% |
1.1864 |
| Low |
1.1782 |
1.1838 |
0.0056 |
0.5% |
1.1712 |
| Close |
1.1848 |
1.1897 |
0.0050 |
0.4% |
1.1778 |
| Range |
0.0088 |
0.0075 |
-0.0013 |
-14.3% |
0.0152 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
233,749 |
226,345 |
-7,404 |
-3.2% |
1,005,432 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2107 |
1.2077 |
1.1938 |
|
| R3 |
1.2032 |
1.2002 |
1.1918 |
|
| R2 |
1.1957 |
1.1957 |
1.1911 |
|
| R1 |
1.1927 |
1.1927 |
1.1904 |
1.1942 |
| PP |
1.1882 |
1.1882 |
1.1882 |
1.1890 |
| S1 |
1.1852 |
1.1852 |
1.1890 |
1.1867 |
| S2 |
1.1807 |
1.1807 |
1.1883 |
|
| S3 |
1.1732 |
1.1777 |
1.1876 |
|
| S4 |
1.1657 |
1.1702 |
1.1856 |
|
|
| 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 |
1.1913 |
1.1712 |
0.0201 |
1.7% |
0.0070 |
0.6% |
92% |
True |
False |
201,410 |
| 10 |
1.1913 |
1.1712 |
0.0201 |
1.7% |
0.0071 |
0.6% |
92% |
True |
False |
201,884 |
| 20 |
1.2093 |
1.1712 |
0.0381 |
3.2% |
0.0081 |
0.7% |
49% |
False |
False |
214,943 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0087 |
0.7% |
42% |
False |
False |
122,250 |
| 60 |
1.2155 |
1.1572 |
0.0583 |
4.9% |
0.0089 |
0.7% |
56% |
False |
False |
81,960 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0085 |
0.7% |
72% |
False |
False |
61,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2231 |
|
2.618 |
1.2109 |
|
1.618 |
1.2034 |
|
1.000 |
1.1988 |
|
0.618 |
1.1959 |
|
HIGH |
1.1913 |
|
0.618 |
1.1884 |
|
0.500 |
1.1875 |
|
0.382 |
1.1866 |
|
LOW |
1.1838 |
|
0.618 |
1.1791 |
|
1.000 |
1.1763 |
|
1.618 |
1.1716 |
|
2.618 |
1.1641 |
|
4.250 |
1.1519 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1890 |
1.1877 |
| PP |
1.1882 |
1.1857 |
| S1 |
1.1875 |
1.1837 |
|