CME Euro FX (E) Future March 2018
| 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 |
1.1817 |
1.1905 |
0.0088 |
0.7% |
1.1950 |
| High |
1.1913 |
1.1946 |
0.0034 |
0.3% |
1.1958 |
| Low |
1.1811 |
1.1854 |
0.0043 |
0.4% |
1.1810 |
| Close |
1.1902 |
1.1875 |
-0.0027 |
-0.2% |
1.1847 |
| Range |
0.0102 |
0.0093 |
-0.0010 |
-9.3% |
0.0148 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
2.1% |
0.0000 |
| Volume |
241,076 |
211,958 |
-29,118 |
-12.1% |
188,199 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2169 |
1.2115 |
1.1926 |
|
| R3 |
1.2077 |
1.2022 |
1.1900 |
|
| R2 |
1.1984 |
1.1984 |
1.1892 |
|
| R1 |
1.1930 |
1.1930 |
1.1883 |
1.1911 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1882 |
| S1 |
1.1837 |
1.1837 |
1.1867 |
1.1818 |
| S2 |
1.1799 |
1.1799 |
1.1858 |
|
| S3 |
1.1707 |
1.1745 |
1.1850 |
|
| S4 |
1.1614 |
1.1652 |
1.1824 |
|
|
| 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 |
1.1946 |
1.1797 |
0.0149 |
1.3% |
0.0072 |
0.6% |
52% |
True |
False |
152,838 |
| 10 |
1.2018 |
1.1797 |
0.0221 |
1.9% |
0.0068 |
0.6% |
35% |
False |
False |
88,932 |
| 20 |
1.2044 |
1.1797 |
0.0247 |
2.1% |
0.0072 |
0.6% |
32% |
False |
False |
45,983 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0071 |
0.6% |
57% |
False |
False |
23,437 |
| 60 |
1.2124 |
1.1649 |
0.0476 |
4.0% |
0.0070 |
0.6% |
48% |
False |
False |
15,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2339 |
|
2.618 |
1.2188 |
|
1.618 |
1.2096 |
|
1.000 |
1.2039 |
|
0.618 |
1.2003 |
|
HIGH |
1.1946 |
|
0.618 |
1.1911 |
|
0.500 |
1.1900 |
|
0.382 |
1.1889 |
|
LOW |
1.1854 |
|
0.618 |
1.1796 |
|
1.000 |
1.1761 |
|
1.618 |
1.1704 |
|
2.618 |
1.1611 |
|
4.250 |
1.1460 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1900 |
1.1874 |
| PP |
1.1892 |
1.1873 |
| S1 |
1.1883 |
1.1872 |
|