CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1796 |
1.1847 |
0.0051 |
0.4% |
1.1851 |
| High |
1.1852 |
1.1869 |
0.0017 |
0.1% |
1.1895 |
| Low |
1.1787 |
1.1671 |
-0.0116 |
-1.0% |
1.1767 |
| Close |
1.1840 |
1.1691 |
-0.0149 |
-1.3% |
1.1815 |
| Range |
0.0065 |
0.0198 |
0.0133 |
206.2% |
0.0128 |
| ATR |
0.0074 |
0.0083 |
0.0009 |
12.0% |
0.0000 |
| Volume |
208,971 |
391,391 |
182,420 |
87.3% |
957,945 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2336 |
1.2211 |
1.1799 |
|
| R3 |
1.2138 |
1.2013 |
1.1745 |
|
| R2 |
1.1941 |
1.1941 |
1.1727 |
|
| R1 |
1.1816 |
1.1816 |
1.1709 |
1.1780 |
| PP |
1.1743 |
1.1743 |
1.1743 |
1.1725 |
| S1 |
1.1618 |
1.1618 |
1.1672 |
1.1582 |
| S2 |
1.1546 |
1.1546 |
1.1654 |
|
| S3 |
1.1348 |
1.1421 |
1.1636 |
|
| S4 |
1.1151 |
1.1223 |
1.1582 |
|
|
| 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 |
1.1894 |
1.1671 |
0.0223 |
1.9% |
0.0092 |
0.8% |
9% |
False |
True |
231,931 |
| 10 |
1.1915 |
1.1671 |
0.0244 |
2.1% |
0.0080 |
0.7% |
8% |
False |
True |
213,092 |
| 20 |
1.1921 |
1.1671 |
0.0250 |
2.1% |
0.0074 |
0.6% |
8% |
False |
True |
204,511 |
| 40 |
1.2155 |
1.1671 |
0.0484 |
4.1% |
0.0082 |
0.7% |
4% |
False |
True |
178,968 |
| 60 |
1.2155 |
1.1671 |
0.0484 |
4.1% |
0.0085 |
0.7% |
4% |
False |
True |
120,087 |
| 80 |
1.2155 |
1.1429 |
0.0726 |
6.2% |
0.0086 |
0.7% |
36% |
False |
False |
90,361 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0083 |
0.7% |
50% |
False |
False |
72,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2708 |
|
2.618 |
1.2386 |
|
1.618 |
1.2188 |
|
1.000 |
1.2066 |
|
0.618 |
1.1991 |
|
HIGH |
1.1869 |
|
0.618 |
1.1793 |
|
0.500 |
1.1770 |
|
0.382 |
1.1746 |
|
LOW |
1.1671 |
|
0.618 |
1.1549 |
|
1.000 |
1.1474 |
|
1.618 |
1.1351 |
|
2.618 |
1.1154 |
|
4.250 |
1.0832 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1770 |
1.1770 |
| PP |
1.1743 |
1.1743 |
| S1 |
1.1717 |
1.1717 |
|