CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1856 |
1.1849 |
-0.0007 |
-0.1% |
1.1950 |
| High |
1.1856 |
1.1890 |
0.0034 |
0.3% |
1.1958 |
| Low |
1.1810 |
1.1843 |
0.0033 |
0.3% |
1.1810 |
| Close |
1.1847 |
1.1865 |
0.0018 |
0.2% |
1.1847 |
| Range |
0.0046 |
0.0047 |
0.0001 |
2.2% |
0.0148 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
70,962 |
81,583 |
10,621 |
15.0% |
188,199 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2007 |
1.1983 |
1.1890 |
|
| R3 |
1.1960 |
1.1936 |
1.1877 |
|
| R2 |
1.1913 |
1.1913 |
1.1873 |
|
| R1 |
1.1889 |
1.1889 |
1.1869 |
1.1901 |
| PP |
1.1866 |
1.1866 |
1.1866 |
1.1872 |
| S1 |
1.1842 |
1.1842 |
1.1860 |
1.1854 |
| S2 |
1.1819 |
1.1819 |
1.1856 |
|
| S3 |
1.1772 |
1.1795 |
1.1852 |
|
| S4 |
1.1725 |
1.1748 |
1.1839 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2314 |
1.2228 |
1.1928 |
|
| R3 |
1.2166 |
1.2080 |
1.1887 |
|
| R2 |
1.2019 |
1.2019 |
1.1874 |
|
| R1 |
1.1933 |
1.1933 |
1.1860 |
1.1902 |
| PP |
1.1871 |
1.1871 |
1.1871 |
1.1856 |
| S1 |
1.1785 |
1.1785 |
1.1833 |
1.1755 |
| S2 |
1.1724 |
1.1724 |
1.1819 |
|
| S3 |
1.1576 |
1.1638 |
1.1806 |
|
| S4 |
1.1429 |
1.1490 |
1.1765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1956 |
1.1810 |
0.0146 |
1.2% |
0.0056 |
0.5% |
37% |
False |
False |
52,754 |
| 10 |
1.2018 |
1.1810 |
0.0208 |
1.8% |
0.0069 |
0.6% |
26% |
False |
False |
29,345 |
| 20 |
1.2044 |
1.1728 |
0.0316 |
2.7% |
0.0072 |
0.6% |
43% |
False |
False |
15,637 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0068 |
0.6% |
55% |
False |
False |
8,177 |
| 60 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0070 |
0.6% |
43% |
False |
False |
5,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2089 |
|
2.618 |
1.2013 |
|
1.618 |
1.1966 |
|
1.000 |
1.1937 |
|
0.618 |
1.1919 |
|
HIGH |
1.1890 |
|
0.618 |
1.1872 |
|
0.500 |
1.1866 |
|
0.382 |
1.1860 |
|
LOW |
1.1843 |
|
0.618 |
1.1813 |
|
1.000 |
1.1796 |
|
1.618 |
1.1766 |
|
2.618 |
1.1719 |
|
4.250 |
1.1643 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1866 |
1.1861 |
| PP |
1.1866 |
1.1857 |
| S1 |
1.1865 |
1.1853 |
|