CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1784 |
1.1796 |
0.0012 |
0.1% |
1.1851 |
| High |
1.1828 |
1.1852 |
0.0024 |
0.2% |
1.1895 |
| Low |
1.1777 |
1.1787 |
0.0010 |
0.1% |
1.1767 |
| Close |
1.1821 |
1.1840 |
0.0019 |
0.2% |
1.1815 |
| Range |
0.0051 |
0.0065 |
0.0014 |
27.7% |
0.0128 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
176,374 |
208,971 |
32,597 |
18.5% |
957,945 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2020 |
1.1994 |
1.1875 |
|
| R3 |
1.1955 |
1.1930 |
1.1857 |
|
| R2 |
1.1891 |
1.1891 |
1.1851 |
|
| R1 |
1.1865 |
1.1865 |
1.1845 |
1.1878 |
| PP |
1.1826 |
1.1826 |
1.1826 |
1.1832 |
| S1 |
1.1801 |
1.1801 |
1.1834 |
1.1813 |
| S2 |
1.1762 |
1.1762 |
1.1828 |
|
| S3 |
1.1697 |
1.1736 |
1.1822 |
|
| S4 |
1.1633 |
1.1672 |
1.1804 |
|
|
| 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% |
0.0071 |
0.6% |
59% |
False |
False |
198,556 |
| 10 |
1.1921 |
1.1760 |
0.0162 |
1.4% |
0.0066 |
0.6% |
50% |
False |
False |
191,033 |
| 20 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0068 |
0.6% |
61% |
False |
False |
196,458 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0080 |
0.7% |
29% |
False |
False |
169,323 |
| 60 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0084 |
0.7% |
29% |
False |
False |
113,593 |
| 80 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0085 |
0.7% |
58% |
False |
False |
85,485 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0081 |
0.7% |
66% |
False |
False |
68,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2126 |
|
2.618 |
1.2020 |
|
1.618 |
1.1956 |
|
1.000 |
1.1916 |
|
0.618 |
1.1891 |
|
HIGH |
1.1852 |
|
0.618 |
1.1827 |
|
0.500 |
1.1819 |
|
0.382 |
1.1812 |
|
LOW |
1.1787 |
|
0.618 |
1.1747 |
|
1.000 |
1.1723 |
|
1.618 |
1.1683 |
|
2.618 |
1.1618 |
|
4.250 |
1.1513 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1833 |
1.1828 |
| PP |
1.1826 |
1.1817 |
| S1 |
1.1819 |
1.1806 |
|