CME Euro FX (E) Future March 2018
| 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 |
1.1849 |
1.1849 |
0.0001 |
0.0% |
1.1950 |
| High |
1.1890 |
1.1871 |
-0.0019 |
-0.2% |
1.1958 |
| Low |
1.1843 |
1.1797 |
-0.0046 |
-0.4% |
1.1810 |
| Close |
1.1865 |
1.1818 |
-0.0047 |
-0.4% |
1.1847 |
| Range |
0.0047 |
0.0074 |
0.0027 |
57.4% |
0.0148 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.5% |
0.0000 |
| Volume |
81,583 |
158,612 |
77,029 |
94.4% |
188,199 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2051 |
1.2008 |
1.1858 |
|
| R3 |
1.1977 |
1.1934 |
1.1838 |
|
| R2 |
1.1903 |
1.1903 |
1.1831 |
|
| R1 |
1.1860 |
1.1860 |
1.1824 |
1.1844 |
| PP |
1.1829 |
1.1829 |
1.1829 |
1.1821 |
| S1 |
1.1786 |
1.1786 |
1.1811 |
1.1770 |
| S2 |
1.1755 |
1.1755 |
1.1804 |
|
| S3 |
1.1681 |
1.1712 |
1.1797 |
|
| S4 |
1.1607 |
1.1638 |
1.1777 |
|
|
| 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 |
1.1928 |
1.1797 |
0.0131 |
1.1% |
0.0055 |
0.5% |
16% |
False |
True |
80,035 |
| 10 |
1.2018 |
1.1797 |
0.0221 |
1.9% |
0.0067 |
0.6% |
9% |
False |
True |
44,729 |
| 20 |
1.2044 |
1.1755 |
0.0289 |
2.4% |
0.0073 |
0.6% |
22% |
False |
False |
23,523 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0069 |
0.6% |
43% |
False |
False |
12,130 |
| 60 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0070 |
0.6% |
34% |
False |
False |
8,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2186 |
|
2.618 |
1.2065 |
|
1.618 |
1.1991 |
|
1.000 |
1.1945 |
|
0.618 |
1.1917 |
|
HIGH |
1.1871 |
|
0.618 |
1.1843 |
|
0.500 |
1.1834 |
|
0.382 |
1.1825 |
|
LOW |
1.1797 |
|
0.618 |
1.1751 |
|
1.000 |
1.1723 |
|
1.618 |
1.1677 |
|
2.618 |
1.1603 |
|
4.250 |
1.1483 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1834 |
1.1843 |
| PP |
1.1829 |
1.1835 |
| S1 |
1.1823 |
1.1826 |
|