CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1808 |
1.1784 |
-0.0024 |
-0.2% |
1.1851 |
| High |
1.1812 |
1.1828 |
0.0016 |
0.1% |
1.1895 |
| Low |
1.1760 |
1.1777 |
0.0018 |
0.1% |
1.1767 |
| Close |
1.1773 |
1.1821 |
0.0048 |
0.4% |
1.1815 |
| Range |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0128 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
175,171 |
176,374 |
1,203 |
0.7% |
957,945 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1960 |
1.1941 |
1.1848 |
|
| R3 |
1.1909 |
1.1890 |
1.1834 |
|
| R2 |
1.1859 |
1.1859 |
1.1830 |
|
| R1 |
1.1840 |
1.1840 |
1.1825 |
1.1849 |
| PP |
1.1808 |
1.1808 |
1.1808 |
1.1813 |
| S1 |
1.1789 |
1.1789 |
1.1816 |
1.1799 |
| S2 |
1.1758 |
1.1758 |
1.1811 |
|
| S3 |
1.1707 |
1.1739 |
1.1807 |
|
| S4 |
1.1657 |
1.1688 |
1.1793 |
|
|
| 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% |
0.0073 |
0.6% |
45% |
False |
False |
194,882 |
| 10 |
1.1921 |
1.1760 |
0.0162 |
1.4% |
0.0067 |
0.6% |
38% |
False |
False |
192,770 |
| 20 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0069 |
0.6% |
52% |
False |
False |
198,666 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0081 |
0.7% |
25% |
False |
False |
164,225 |
| 60 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0084 |
0.7% |
25% |
False |
False |
110,127 |
| 80 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0085 |
0.7% |
55% |
False |
False |
82,881 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0081 |
0.7% |
64% |
False |
False |
66,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2042 |
|
2.618 |
1.1960 |
|
1.618 |
1.1909 |
|
1.000 |
1.1878 |
|
0.618 |
1.1859 |
|
HIGH |
1.1828 |
|
0.618 |
1.1808 |
|
0.500 |
1.1802 |
|
0.382 |
1.1796 |
|
LOW |
1.1777 |
|
0.618 |
1.1746 |
|
1.000 |
1.1727 |
|
1.618 |
1.1695 |
|
2.618 |
1.1645 |
|
4.250 |
1.1562 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1814 |
1.1827 |
| PP |
1.1808 |
1.1825 |
| S1 |
1.1802 |
1.1823 |
|