CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1850 |
1.1901 |
0.0051 |
0.4% |
1.1857 |
| High |
1.1913 |
1.1921 |
0.0009 |
0.1% |
1.1864 |
| Low |
1.1838 |
1.1868 |
0.0030 |
0.3% |
1.1712 |
| Close |
1.1897 |
1.1875 |
-0.0022 |
-0.2% |
1.1778 |
| Range |
0.0075 |
0.0054 |
-0.0022 |
-28.7% |
0.0152 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
226,345 |
170,802 |
-55,543 |
-24.5% |
1,005,432 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.2015 |
1.1904 |
|
| R3 |
1.1995 |
1.1962 |
1.1890 |
|
| R2 |
1.1941 |
1.1941 |
1.1885 |
|
| R1 |
1.1908 |
1.1908 |
1.1880 |
1.1898 |
| PP |
1.1888 |
1.1888 |
1.1888 |
1.1883 |
| S1 |
1.1855 |
1.1855 |
1.1870 |
1.1845 |
| S2 |
1.1834 |
1.1834 |
1.1865 |
|
| S3 |
1.1781 |
1.1801 |
1.1860 |
|
| S4 |
1.1727 |
1.1748 |
1.1846 |
|
|
| 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 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0065 |
0.5% |
78% |
True |
False |
195,908 |
| 10 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0068 |
0.6% |
78% |
True |
False |
195,930 |
| 20 |
1.2093 |
1.1712 |
0.0381 |
3.2% |
0.0079 |
0.7% |
43% |
False |
False |
213,220 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0086 |
0.7% |
37% |
False |
False |
126,449 |
| 60 |
1.2155 |
1.1572 |
0.0583 |
4.9% |
0.0089 |
0.7% |
52% |
False |
False |
84,798 |
| 80 |
1.2155 |
1.1237 |
0.0918 |
7.7% |
0.0085 |
0.7% |
70% |
False |
False |
63,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2148 |
|
2.618 |
1.2061 |
|
1.618 |
1.2008 |
|
1.000 |
1.1975 |
|
0.618 |
1.1954 |
|
HIGH |
1.1921 |
|
0.618 |
1.1901 |
|
0.500 |
1.1894 |
|
0.382 |
1.1888 |
|
LOW |
1.1868 |
|
0.618 |
1.1834 |
|
1.000 |
1.1814 |
|
1.618 |
1.1781 |
|
2.618 |
1.1727 |
|
4.250 |
1.1640 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1894 |
1.1867 |
| PP |
1.1888 |
1.1859 |
| S1 |
1.1881 |
1.1852 |
|