CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1804 |
1.1828 |
0.0024 |
0.2% |
1.1779 |
| High |
1.1843 |
1.1895 |
0.0052 |
0.4% |
1.1921 |
| Low |
1.1767 |
1.1804 |
0.0037 |
0.3% |
1.1762 |
| Close |
1.1841 |
1.1866 |
0.0025 |
0.2% |
1.1858 |
| Range |
0.0076 |
0.0091 |
0.0015 |
19.1% |
0.0159 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.4% |
0.0000 |
| Volume |
190,602 |
224,515 |
33,913 |
17.8% |
958,698 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2126 |
1.2086 |
1.1915 |
|
| R3 |
1.2036 |
1.1996 |
1.1890 |
|
| R2 |
1.1945 |
1.1945 |
1.1882 |
|
| R1 |
1.1905 |
1.1905 |
1.1874 |
1.1925 |
| PP |
1.1855 |
1.1855 |
1.1855 |
1.1865 |
| S1 |
1.1815 |
1.1815 |
1.1857 |
1.1835 |
| S2 |
1.1764 |
1.1764 |
1.1849 |
|
| S3 |
1.1674 |
1.1724 |
1.1841 |
|
| S4 |
1.1583 |
1.1634 |
1.1816 |
|
|
| 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 |
1.1915 |
1.1767 |
0.0148 |
1.2% |
0.0068 |
0.6% |
67% |
False |
False |
194,253 |
| 10 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0066 |
0.6% |
73% |
False |
False |
195,080 |
| 20 |
1.2060 |
1.1712 |
0.0348 |
2.9% |
0.0073 |
0.6% |
44% |
False |
False |
207,008 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0083 |
0.7% |
35% |
False |
False |
150,453 |
| 60 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0086 |
0.7% |
35% |
False |
False |
100,883 |
| 80 |
1.2155 |
1.1400 |
0.0755 |
6.4% |
0.0085 |
0.7% |
62% |
False |
False |
75,938 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0081 |
0.7% |
69% |
False |
False |
60,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2279 |
|
2.618 |
1.2131 |
|
1.618 |
1.2041 |
|
1.000 |
1.1985 |
|
0.618 |
1.1950 |
|
HIGH |
1.1895 |
|
0.618 |
1.1860 |
|
0.500 |
1.1849 |
|
0.382 |
1.1839 |
|
LOW |
1.1804 |
|
0.618 |
1.1748 |
|
1.000 |
1.1714 |
|
1.618 |
1.1658 |
|
2.618 |
1.1567 |
|
4.250 |
1.1419 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1854 |
| PP |
1.1855 |
1.1842 |
| S1 |
1.1849 |
1.1831 |
|