CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1776 |
1.1777 |
0.0002 |
0.0% |
1.1879 |
| High |
1.1816 |
1.1797 |
-0.0019 |
-0.2% |
1.1888 |
| Low |
1.1769 |
1.1722 |
-0.0047 |
-0.4% |
1.1735 |
| Close |
1.1791 |
1.1742 |
-0.0049 |
-0.4% |
1.1772 |
| Range |
0.0048 |
0.0076 |
0.0028 |
58.9% |
0.0153 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
211,877 |
308,603 |
96,726 |
45.7% |
1,007,924 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1980 |
1.1936 |
1.1783 |
|
| R3 |
1.1904 |
1.1861 |
1.1762 |
|
| R2 |
1.1829 |
1.1829 |
1.1755 |
|
| R1 |
1.1785 |
1.1785 |
1.1748 |
1.1769 |
| PP |
1.1753 |
1.1753 |
1.1753 |
1.1745 |
| S1 |
1.1710 |
1.1710 |
1.1735 |
1.1694 |
| S2 |
1.1678 |
1.1678 |
1.1728 |
|
| S3 |
1.1602 |
1.1634 |
1.1721 |
|
| S4 |
1.1527 |
1.1559 |
1.1700 |
|
|
| 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 |
1.1856 |
1.1722 |
0.0135 |
1.1% |
0.0057 |
0.5% |
15% |
False |
True |
234,565 |
| 10 |
1.1950 |
1.1722 |
0.0229 |
1.9% |
0.0069 |
0.6% |
9% |
False |
True |
228,799 |
| 20 |
1.1975 |
1.1683 |
0.0293 |
2.5% |
0.0076 |
0.7% |
20% |
False |
False |
226,829 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0073 |
0.6% |
41% |
False |
False |
218,399 |
| 60 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0075 |
0.6% |
32% |
False |
False |
215,981 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0079 |
0.7% |
28% |
False |
False |
177,041 |
| 100 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
28% |
False |
False |
141,955 |
| 120 |
1.2155 |
1.1253 |
0.0902 |
7.7% |
0.0081 |
0.7% |
54% |
False |
False |
118,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2118 |
|
2.618 |
1.1995 |
|
1.618 |
1.1919 |
|
1.000 |
1.1873 |
|
0.618 |
1.1844 |
|
HIGH |
1.1797 |
|
0.618 |
1.1768 |
|
0.500 |
1.1759 |
|
0.382 |
1.1750 |
|
LOW |
1.1722 |
|
0.618 |
1.1675 |
|
1.000 |
1.1646 |
|
1.618 |
1.1599 |
|
2.618 |
1.1524 |
|
4.250 |
1.1401 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1759 |
1.1769 |
| PP |
1.1753 |
1.1760 |
| S1 |
1.1747 |
1.1751 |
|