CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 22-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1947 |
1.1944 |
-0.0004 |
0.0% |
1.1835 |
| High |
1.1964 |
1.1945 |
-0.0019 |
-0.2% |
1.1976 |
| Low |
1.1925 |
1.1893 |
-0.0032 |
-0.3% |
1.1829 |
| Close |
1.1948 |
1.1928 |
-0.0020 |
-0.2% |
1.1928 |
| Range |
0.0039 |
0.0053 |
0.0014 |
34.6% |
0.0147 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
158,705 |
139,221 |
-19,484 |
-12.3% |
890,746 |
|
| Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2056 |
1.1957 |
|
| R3 |
1.2027 |
1.2004 |
1.1942 |
|
| R2 |
1.1974 |
1.1974 |
1.1938 |
|
| R1 |
1.1951 |
1.1951 |
1.1933 |
1.1937 |
| PP |
1.1922 |
1.1922 |
1.1922 |
1.1915 |
| S1 |
1.1899 |
1.1899 |
1.1923 |
1.1884 |
| S2 |
1.1869 |
1.1869 |
1.1918 |
|
| S3 |
1.1817 |
1.1846 |
1.1914 |
|
| S4 |
1.1764 |
1.1794 |
1.1899 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2352 |
1.2287 |
1.2009 |
|
| R3 |
1.2205 |
1.2140 |
1.1968 |
|
| R2 |
1.2058 |
1.2058 |
1.1955 |
|
| R1 |
1.1993 |
1.1993 |
1.1941 |
1.2026 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1927 |
| S1 |
1.1846 |
1.1846 |
1.1915 |
1.1879 |
| S2 |
1.1764 |
1.1764 |
1.1901 |
|
| S3 |
1.1617 |
1.1699 |
1.1888 |
|
| S4 |
1.1470 |
1.1552 |
1.1847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1976 |
1.1829 |
0.0147 |
1.2% |
0.0064 |
0.5% |
67% |
False |
False |
178,149 |
| 10 |
1.1976 |
1.1797 |
0.0179 |
1.5% |
0.0070 |
0.6% |
73% |
False |
False |
187,249 |
| 20 |
1.2044 |
1.1797 |
0.0247 |
2.1% |
0.0070 |
0.6% |
53% |
False |
False |
104,372 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0067 |
0.6% |
71% |
False |
False |
52,829 |
| 60 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0068 |
0.6% |
71% |
False |
False |
35,379 |
| 80 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0072 |
0.6% |
49% |
False |
False |
26,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2168 |
|
2.618 |
1.2082 |
|
1.618 |
1.2030 |
|
1.000 |
1.1998 |
|
0.618 |
1.1977 |
|
HIGH |
1.1945 |
|
0.618 |
1.1925 |
|
0.500 |
1.1919 |
|
0.382 |
1.1913 |
|
LOW |
1.1893 |
|
0.618 |
1.1860 |
|
1.000 |
1.1840 |
|
1.618 |
1.1808 |
|
2.618 |
1.1755 |
|
4.250 |
1.1669 |
|
|
| Fisher Pivots for day following 22-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1925 |
1.1934 |
| PP |
1.1922 |
1.1932 |
| S1 |
1.1919 |
1.1930 |
|