CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1742 |
1.1827 |
0.0085 |
0.7% |
1.1879 |
| High |
1.1835 |
1.1865 |
0.0030 |
0.2% |
1.1888 |
| Low |
1.1733 |
1.1772 |
0.0040 |
0.3% |
1.1735 |
| Close |
1.1824 |
1.1794 |
-0.0031 |
-0.3% |
1.1772 |
| Range |
0.0103 |
0.0093 |
-0.0010 |
-9.8% |
0.0153 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.8% |
0.0000 |
| Volume |
423,777 |
356,013 |
-67,764 |
-16.0% |
1,007,924 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2088 |
1.2033 |
1.1844 |
|
| R3 |
1.1995 |
1.1941 |
1.1819 |
|
| R2 |
1.1903 |
1.1903 |
1.1810 |
|
| R1 |
1.1848 |
1.1848 |
1.1802 |
1.1829 |
| PP |
1.1810 |
1.1810 |
1.1810 |
1.1801 |
| S1 |
1.1756 |
1.1756 |
1.1785 |
1.1737 |
| S2 |
1.1718 |
1.1718 |
1.1777 |
|
| S3 |
1.1625 |
1.1663 |
1.1768 |
|
| S4 |
1.1533 |
1.1571 |
1.1743 |
|
|
| 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 |
1.1865 |
1.1722 |
0.0143 |
1.2% |
0.0073 |
0.6% |
50% |
True |
False |
311,485 |
| 10 |
1.1950 |
1.1722 |
0.0229 |
1.9% |
0.0069 |
0.6% |
32% |
False |
False |
259,762 |
| 20 |
1.1975 |
1.1722 |
0.0254 |
2.1% |
0.0075 |
0.6% |
28% |
False |
False |
236,746 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0075 |
0.6% |
54% |
False |
False |
228,589 |
| 60 |
1.2060 |
1.1579 |
0.0481 |
4.1% |
0.0074 |
0.6% |
45% |
False |
False |
221,220 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0079 |
0.7% |
37% |
False |
False |
186,743 |
| 100 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0082 |
0.7% |
37% |
False |
False |
149,737 |
| 120 |
1.2155 |
1.1286 |
0.0869 |
7.4% |
0.0082 |
0.7% |
58% |
False |
False |
124,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2258 |
|
2.618 |
1.2107 |
|
1.618 |
1.2014 |
|
1.000 |
1.1957 |
|
0.618 |
1.1922 |
|
HIGH |
1.1865 |
|
0.618 |
1.1829 |
|
0.500 |
1.1818 |
|
0.382 |
1.1807 |
|
LOW |
1.1772 |
|
0.618 |
1.1715 |
|
1.000 |
1.1680 |
|
1.618 |
1.1622 |
|
2.618 |
1.1530 |
|
4.250 |
1.1379 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1818 |
1.1793 |
| PP |
1.1810 |
1.1793 |
| S1 |
1.1802 |
1.1793 |
|