CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1873 |
1.1851 |
-0.0023 |
-0.2% |
1.1779 |
| High |
1.1915 |
1.1859 |
-0.0056 |
-0.5% |
1.1921 |
| Low |
1.1845 |
1.1819 |
-0.0026 |
-0.2% |
1.1762 |
| Close |
1.1858 |
1.1831 |
-0.0027 |
-0.2% |
1.1858 |
| Range |
0.0070 |
0.0040 |
-0.0030 |
-42.9% |
0.0159 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
221,071 |
153,482 |
-67,589 |
-30.6% |
958,698 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1956 |
1.1934 |
1.1853 |
|
| R3 |
1.1916 |
1.1894 |
1.1842 |
|
| R2 |
1.1876 |
1.1876 |
1.1838 |
|
| R1 |
1.1854 |
1.1854 |
1.1835 |
1.1845 |
| PP |
1.1836 |
1.1836 |
1.1836 |
1.1832 |
| S1 |
1.1814 |
1.1814 |
1.1827 |
1.1805 |
| S2 |
1.1796 |
1.1796 |
1.1824 |
|
| S3 |
1.1756 |
1.1774 |
1.1820 |
|
| S4 |
1.1716 |
1.1734 |
1.1809 |
|
|
| 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 |
1.1782 |
0.0139 |
1.2% |
0.0065 |
0.6% |
35% |
False |
False |
201,089 |
| 10 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0065 |
0.5% |
57% |
False |
False |
191,653 |
| 20 |
1.2093 |
1.1712 |
0.0381 |
3.2% |
0.0078 |
0.7% |
31% |
False |
False |
211,146 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0084 |
0.7% |
27% |
False |
False |
135,684 |
| 60 |
1.2155 |
1.1703 |
0.0452 |
3.8% |
0.0087 |
0.7% |
28% |
False |
False |
90,993 |
| 80 |
1.2155 |
1.1253 |
0.0902 |
7.6% |
0.0085 |
0.7% |
64% |
False |
False |
68,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2029 |
|
2.618 |
1.1964 |
|
1.618 |
1.1924 |
|
1.000 |
1.1899 |
|
0.618 |
1.1884 |
|
HIGH |
1.1859 |
|
0.618 |
1.1844 |
|
0.500 |
1.1839 |
|
0.382 |
1.1834 |
|
LOW |
1.1819 |
|
0.618 |
1.1794 |
|
1.000 |
1.1779 |
|
1.618 |
1.1754 |
|
2.618 |
1.1714 |
|
4.250 |
1.1649 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1839 |
1.1870 |
| PP |
1.1836 |
1.1857 |
| S1 |
1.1834 |
1.1844 |
|