CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 19-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1835 |
1.1866 |
0.0031 |
0.3% |
1.1849 |
| High |
1.1919 |
1.1926 |
0.0007 |
0.1% |
1.1946 |
| Low |
1.1829 |
1.1859 |
0.0030 |
0.3% |
1.1797 |
| Close |
1.1868 |
1.1922 |
0.0055 |
0.5% |
1.1845 |
| Range |
0.0090 |
0.0067 |
-0.0024 |
-26.1% |
0.0149 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
184,992 |
204,801 |
19,809 |
10.7% |
981,751 |
|
| Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2102 |
1.2078 |
1.1959 |
|
| R3 |
1.2035 |
1.2012 |
1.1940 |
|
| R2 |
1.1969 |
1.1969 |
1.1934 |
|
| R1 |
1.1945 |
1.1945 |
1.1928 |
1.1957 |
| PP |
1.1902 |
1.1902 |
1.1902 |
1.1908 |
| S1 |
1.1879 |
1.1879 |
1.1916 |
1.1891 |
| S2 |
1.1836 |
1.1836 |
1.1910 |
|
| S3 |
1.1769 |
1.1812 |
1.1904 |
|
| S4 |
1.1703 |
1.1746 |
1.1885 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2310 |
1.2226 |
1.1927 |
|
| R3 |
1.2161 |
1.2077 |
1.1886 |
|
| R2 |
1.2012 |
1.2012 |
1.1872 |
|
| R1 |
1.1928 |
1.1928 |
1.1859 |
1.1896 |
| PP |
1.1863 |
1.1863 |
1.1863 |
1.1846 |
| S1 |
1.1779 |
1.1779 |
1.1831 |
1.1747 |
| S2 |
1.1714 |
1.1714 |
1.1818 |
|
| S3 |
1.1565 |
1.1630 |
1.1804 |
|
| S4 |
1.1416 |
1.1481 |
1.1763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1946 |
1.1811 |
0.0136 |
1.1% |
0.0083 |
0.7% |
82% |
False |
False |
226,269 |
| 10 |
1.1946 |
1.1797 |
0.0149 |
1.2% |
0.0069 |
0.6% |
84% |
False |
False |
153,152 |
| 20 |
1.2044 |
1.1797 |
0.0247 |
2.1% |
0.0075 |
0.6% |
51% |
False |
False |
79,685 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0071 |
0.6% |
69% |
False |
False |
40,366 |
| 60 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0069 |
0.6% |
69% |
False |
False |
27,044 |
| 80 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0074 |
0.6% |
48% |
False |
False |
20,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2208 |
|
2.618 |
1.2100 |
|
1.618 |
1.2033 |
|
1.000 |
1.1992 |
|
0.618 |
1.1967 |
|
HIGH |
1.1926 |
|
0.618 |
1.1900 |
|
0.500 |
1.1892 |
|
0.382 |
1.1884 |
|
LOW |
1.1859 |
|
0.618 |
1.1818 |
|
1.000 |
1.1793 |
|
1.618 |
1.1751 |
|
2.618 |
1.1685 |
|
4.250 |
1.1576 |
|
|
| Fisher Pivots for day following 19-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1912 |
1.1907 |
| PP |
1.1902 |
1.1892 |
| S1 |
1.1892 |
1.1877 |
|