CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1901 |
1.1873 |
-0.0028 |
-0.2% |
1.1779 |
| High |
1.1921 |
1.1915 |
-0.0006 |
-0.1% |
1.1921 |
| Low |
1.1868 |
1.1845 |
-0.0023 |
-0.2% |
1.1762 |
| Close |
1.1875 |
1.1858 |
-0.0017 |
-0.1% |
1.1858 |
| Range |
0.0054 |
0.0070 |
0.0017 |
30.8% |
0.0159 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
170,802 |
221,071 |
50,269 |
29.4% |
958,698 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2083 |
1.2040 |
1.1897 |
|
| R3 |
1.2013 |
1.1970 |
1.1877 |
|
| R2 |
1.1943 |
1.1943 |
1.1871 |
|
| R1 |
1.1900 |
1.1900 |
1.1864 |
1.1887 |
| PP |
1.1873 |
1.1873 |
1.1873 |
1.1866 |
| S1 |
1.1830 |
1.1830 |
1.1852 |
1.1817 |
| S2 |
1.1803 |
1.1803 |
1.1845 |
|
| S3 |
1.1733 |
1.1760 |
1.1839 |
|
| S4 |
1.1663 |
1.1690 |
1.1820 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2324 |
1.2250 |
1.1945 |
|
| R3 |
1.2165 |
1.2091 |
1.1902 |
|
| R2 |
1.2006 |
1.2006 |
1.1887 |
|
| R1 |
1.1932 |
1.1932 |
1.1873 |
1.1969 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1866 |
| S1 |
1.1773 |
1.1773 |
1.1843 |
1.1810 |
| S2 |
1.1688 |
1.1688 |
1.1829 |
|
| S3 |
1.1529 |
1.1614 |
1.1814 |
|
| S4 |
1.1370 |
1.1455 |
1.1771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1921 |
1.1762 |
0.0159 |
1.3% |
0.0065 |
0.5% |
60% |
False |
False |
191,739 |
| 10 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0069 |
0.6% |
70% |
False |
False |
196,413 |
| 20 |
1.2093 |
1.1712 |
0.0381 |
3.2% |
0.0078 |
0.7% |
38% |
False |
False |
211,526 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0085 |
0.7% |
33% |
False |
False |
131,883 |
| 60 |
1.2155 |
1.1703 |
0.0452 |
3.8% |
0.0087 |
0.7% |
34% |
False |
False |
88,456 |
| 80 |
1.2155 |
1.1248 |
0.0907 |
7.6% |
0.0085 |
0.7% |
67% |
False |
False |
66,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2213 |
|
2.618 |
1.2098 |
|
1.618 |
1.2028 |
|
1.000 |
1.1985 |
|
0.618 |
1.1958 |
|
HIGH |
1.1915 |
|
0.618 |
1.1888 |
|
0.500 |
1.1880 |
|
0.382 |
1.1872 |
|
LOW |
1.1845 |
|
0.618 |
1.1802 |
|
1.000 |
1.1775 |
|
1.618 |
1.1732 |
|
2.618 |
1.1662 |
|
4.250 |
1.1548 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1880 |
1.1879 |
| PP |
1.1873 |
1.1872 |
| S1 |
1.1865 |
1.1865 |
|