CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1809 |
1.1781 |
-0.0028 |
-0.2% |
1.1879 |
| High |
1.1821 |
1.1782 |
-0.0039 |
-0.3% |
1.1888 |
| Low |
1.1777 |
1.1735 |
-0.0043 |
-0.4% |
1.1735 |
| Close |
1.1779 |
1.1772 |
-0.0007 |
-0.1% |
1.1772 |
| Range |
0.0044 |
0.0048 |
0.0004 |
8.0% |
0.0153 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
197,235 |
257,159 |
59,924 |
30.4% |
1,007,924 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1905 |
1.1886 |
1.1798 |
|
| R3 |
1.1858 |
1.1839 |
1.1785 |
|
| R2 |
1.1810 |
1.1810 |
1.1781 |
|
| R1 |
1.1791 |
1.1791 |
1.1776 |
1.1777 |
| PP |
1.1763 |
1.1763 |
1.1763 |
1.1756 |
| S1 |
1.1744 |
1.1744 |
1.1768 |
1.1730 |
| S2 |
1.1715 |
1.1715 |
1.1763 |
|
| S3 |
1.1668 |
1.1696 |
1.1759 |
|
| S4 |
1.1620 |
1.1649 |
1.1746 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2257 |
1.2168 |
1.1856 |
|
| R3 |
1.2104 |
1.2015 |
1.1814 |
|
| R2 |
1.1951 |
1.1951 |
1.1800 |
|
| R1 |
1.1862 |
1.1862 |
1.1786 |
1.1830 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1782 |
| S1 |
1.1709 |
1.1709 |
1.1758 |
1.1677 |
| S2 |
1.1645 |
1.1645 |
1.1744 |
|
| S3 |
1.1492 |
1.1556 |
1.1730 |
|
| S4 |
1.1339 |
1.1403 |
1.1688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1888 |
1.1735 |
0.0153 |
1.3% |
0.0057 |
0.5% |
25% |
False |
True |
201,584 |
| 10 |
1.1975 |
1.1735 |
0.0241 |
2.0% |
0.0073 |
0.6% |
16% |
False |
True |
219,107 |
| 20 |
1.1975 |
1.1645 |
0.0331 |
2.8% |
0.0075 |
0.6% |
39% |
False |
False |
216,896 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0073 |
0.6% |
49% |
False |
False |
214,751 |
| 60 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0075 |
0.6% |
38% |
False |
False |
214,240 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0079 |
0.7% |
34% |
False |
False |
170,600 |
| 100 |
1.2155 |
1.1572 |
0.0583 |
5.0% |
0.0083 |
0.7% |
34% |
False |
False |
136,779 |
| 120 |
1.2155 |
1.1237 |
0.0918 |
7.8% |
0.0081 |
0.7% |
58% |
False |
False |
114,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1984 |
|
2.618 |
1.1906 |
|
1.618 |
1.1859 |
|
1.000 |
1.1830 |
|
0.618 |
1.1811 |
|
HIGH |
1.1782 |
|
0.618 |
1.1764 |
|
0.500 |
1.1758 |
|
0.382 |
1.1753 |
|
LOW |
1.1735 |
|
0.618 |
1.1705 |
|
1.000 |
1.1687 |
|
1.618 |
1.1658 |
|
2.618 |
1.1610 |
|
4.250 |
1.1533 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1767 |
1.1795 |
| PP |
1.1763 |
1.1788 |
| S1 |
1.1758 |
1.1780 |
|