CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1851 |
1.1836 |
-0.0015 |
-0.1% |
1.1779 |
| High |
1.1859 |
1.1836 |
-0.0023 |
-0.2% |
1.1921 |
| Low |
1.1819 |
1.1774 |
-0.0045 |
-0.4% |
1.1762 |
| Close |
1.1831 |
1.1809 |
-0.0022 |
-0.2% |
1.1858 |
| Range |
0.0040 |
0.0062 |
0.0022 |
55.0% |
0.0159 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
153,482 |
181,596 |
28,114 |
18.3% |
958,698 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1992 |
1.1963 |
1.1843 |
|
| R3 |
1.1930 |
1.1901 |
1.1826 |
|
| R2 |
1.1868 |
1.1868 |
1.1820 |
|
| R1 |
1.1839 |
1.1839 |
1.1815 |
1.1823 |
| PP |
1.1806 |
1.1806 |
1.1806 |
1.1798 |
| S1 |
1.1777 |
1.1777 |
1.1803 |
1.1761 |
| S2 |
1.1744 |
1.1744 |
1.1798 |
|
| S3 |
1.1682 |
1.1715 |
1.1792 |
|
| S4 |
1.1620 |
1.1653 |
1.1775 |
|
|
| 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 |
1.1774 |
0.0147 |
1.2% |
0.0060 |
0.5% |
24% |
False |
True |
190,659 |
| 10 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0063 |
0.5% |
46% |
False |
False |
191,274 |
| 20 |
1.2093 |
1.1712 |
0.0381 |
3.2% |
0.0078 |
0.7% |
25% |
False |
False |
210,233 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0083 |
0.7% |
22% |
False |
False |
140,173 |
| 60 |
1.2155 |
1.1703 |
0.0452 |
3.8% |
0.0087 |
0.7% |
23% |
False |
False |
94,013 |
| 80 |
1.2155 |
1.1279 |
0.0876 |
7.4% |
0.0085 |
0.7% |
61% |
False |
False |
70,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2100 |
|
2.618 |
1.1998 |
|
1.618 |
1.1936 |
|
1.000 |
1.1898 |
|
0.618 |
1.1874 |
|
HIGH |
1.1836 |
|
0.618 |
1.1812 |
|
0.500 |
1.1805 |
|
0.382 |
1.1798 |
|
LOW |
1.1774 |
|
0.618 |
1.1736 |
|
1.000 |
1.1712 |
|
1.618 |
1.1674 |
|
2.618 |
1.1612 |
|
4.250 |
1.1511 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1845 |
| PP |
1.1806 |
1.1833 |
| S1 |
1.1805 |
1.1821 |
|