CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1883 |
1.1808 |
-0.0075 |
-0.6% |
1.1851 |
| High |
1.1894 |
1.1812 |
-0.0082 |
-0.7% |
1.1895 |
| Low |
1.1798 |
1.1760 |
-0.0038 |
-0.3% |
1.1767 |
| Close |
1.1815 |
1.1773 |
-0.0042 |
-0.4% |
1.1815 |
| Range |
0.0096 |
0.0053 |
-0.0044 |
-45.3% |
0.0128 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
207,750 |
175,171 |
-32,579 |
-15.7% |
957,945 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1939 |
1.1908 |
1.1801 |
|
| R3 |
1.1886 |
1.1856 |
1.1787 |
|
| R2 |
1.1834 |
1.1834 |
1.1782 |
|
| R1 |
1.1803 |
1.1803 |
1.1777 |
1.1792 |
| PP |
1.1781 |
1.1781 |
1.1781 |
1.1776 |
| S1 |
1.1751 |
1.1751 |
1.1768 |
1.1740 |
| S2 |
1.1729 |
1.1729 |
1.1763 |
|
| S3 |
1.1676 |
1.1698 |
1.1758 |
|
| S4 |
1.1624 |
1.1646 |
1.1744 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2208 |
1.2139 |
1.1885 |
|
| R3 |
1.2080 |
1.2011 |
1.1850 |
|
| R2 |
1.1953 |
1.1953 |
1.1838 |
|
| R1 |
1.1884 |
1.1884 |
1.1826 |
1.1855 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1811 |
| S1 |
1.1756 |
1.1756 |
1.1803 |
1.1727 |
| S2 |
1.1698 |
1.1698 |
1.1791 |
|
| S3 |
1.1570 |
1.1629 |
1.1779 |
|
| S4 |
1.1443 |
1.1501 |
1.1744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1895 |
1.1760 |
0.0135 |
1.1% |
0.0075 |
0.6% |
10% |
False |
True |
195,926 |
| 10 |
1.1921 |
1.1760 |
0.0162 |
1.4% |
0.0070 |
0.6% |
8% |
False |
True |
198,508 |
| 20 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0072 |
0.6% |
29% |
False |
False |
203,278 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.8% |
0.0082 |
0.7% |
14% |
False |
False |
159,885 |
| 60 |
1.2155 |
1.1712 |
0.0443 |
3.8% |
0.0085 |
0.7% |
14% |
False |
False |
107,215 |
| 80 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0085 |
0.7% |
48% |
False |
False |
80,696 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0081 |
0.7% |
59% |
False |
False |
64,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2035 |
|
2.618 |
1.1949 |
|
1.618 |
1.1897 |
|
1.000 |
1.1865 |
|
0.618 |
1.1844 |
|
HIGH |
1.1812 |
|
0.618 |
1.1792 |
|
0.500 |
1.1786 |
|
0.382 |
1.1780 |
|
LOW |
1.1760 |
|
0.618 |
1.1727 |
|
1.000 |
1.1707 |
|
1.618 |
1.1675 |
|
2.618 |
1.1622 |
|
4.250 |
1.1536 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1786 |
1.1827 |
| PP |
1.1781 |
1.1809 |
| S1 |
1.1777 |
1.1791 |
|