CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1847 |
1.1684 |
-0.0163 |
-1.4% |
1.1808 |
| High |
1.1869 |
1.1686 |
-0.0183 |
-1.5% |
1.1869 |
| Low |
1.1671 |
1.1604 |
-0.0067 |
-0.6% |
1.1604 |
| Close |
1.1691 |
1.1629 |
-0.0062 |
-0.5% |
1.1629 |
| Range |
0.0198 |
0.0082 |
-0.0116 |
-58.5% |
0.0265 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.3% |
0.0000 |
| Volume |
391,391 |
331,026 |
-60,365 |
-15.4% |
1,282,933 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1886 |
1.1839 |
1.1674 |
|
| R3 |
1.1804 |
1.1757 |
1.1652 |
|
| R2 |
1.1722 |
1.1722 |
1.1644 |
|
| R1 |
1.1675 |
1.1675 |
1.1637 |
1.1658 |
| PP |
1.1640 |
1.1640 |
1.1640 |
1.1631 |
| S1 |
1.1593 |
1.1593 |
1.1621 |
1.1576 |
| S2 |
1.1558 |
1.1558 |
1.1614 |
|
| S3 |
1.1476 |
1.1511 |
1.1606 |
|
| S4 |
1.1394 |
1.1429 |
1.1584 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2494 |
1.2326 |
1.1774 |
|
| R3 |
1.2230 |
1.2062 |
1.1702 |
|
| R2 |
1.1965 |
1.1965 |
1.1677 |
|
| R1 |
1.1797 |
1.1797 |
1.1653 |
1.1749 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1676 |
| S1 |
1.1533 |
1.1533 |
1.1605 |
1.1484 |
| S2 |
1.1436 |
1.1436 |
1.1581 |
|
| S3 |
1.1172 |
1.1268 |
1.1556 |
|
| S4 |
1.0907 |
1.1004 |
1.1484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1869 |
1.1604 |
0.0265 |
2.3% |
0.0089 |
0.8% |
9% |
False |
True |
256,586 |
| 10 |
1.1895 |
1.1604 |
0.0291 |
2.5% |
0.0081 |
0.7% |
9% |
False |
True |
224,087 |
| 20 |
1.1921 |
1.1604 |
0.0317 |
2.7% |
0.0075 |
0.6% |
8% |
False |
True |
210,250 |
| 40 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0082 |
0.7% |
5% |
False |
True |
187,059 |
| 60 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0086 |
0.7% |
5% |
False |
True |
125,593 |
| 80 |
1.2155 |
1.1465 |
0.0690 |
5.9% |
0.0086 |
0.7% |
24% |
False |
False |
94,490 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
8.0% |
0.0083 |
0.7% |
43% |
False |
False |
75,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2035 |
|
2.618 |
1.1901 |
|
1.618 |
1.1819 |
|
1.000 |
1.1768 |
|
0.618 |
1.1737 |
|
HIGH |
1.1686 |
|
0.618 |
1.1655 |
|
0.500 |
1.1645 |
|
0.382 |
1.1635 |
|
LOW |
1.1604 |
|
0.618 |
1.1553 |
|
1.000 |
1.1522 |
|
1.618 |
1.1471 |
|
2.618 |
1.1389 |
|
4.250 |
1.1256 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1645 |
1.1736 |
| PP |
1.1640 |
1.1701 |
| S1 |
1.1634 |
1.1665 |
|