CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2082 |
1.2018 |
-0.0064 |
-0.5% |
1.1941 |
| High |
1.2092 |
1.2040 |
-0.0052 |
-0.4% |
1.2155 |
| Low |
1.2009 |
1.1988 |
-0.0022 |
-0.2% |
1.1934 |
| Close |
1.2025 |
1.2031 |
0.0006 |
0.0% |
1.2090 |
| Range |
0.0083 |
0.0052 |
-0.0031 |
-37.0% |
0.0221 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
95,260 |
100,215 |
4,955 |
5.2% |
114,942 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2175 |
1.2155 |
1.2059 |
|
| R3 |
1.2123 |
1.2103 |
1.2045 |
|
| R2 |
1.2071 |
1.2071 |
1.2040 |
|
| R1 |
1.2051 |
1.2051 |
1.2035 |
1.2061 |
| PP |
1.2019 |
1.2019 |
1.2019 |
1.2024 |
| S1 |
1.1999 |
1.1999 |
1.2026 |
1.2009 |
| S2 |
1.1967 |
1.1967 |
1.2021 |
|
| S3 |
1.1915 |
1.1947 |
1.2016 |
|
| S4 |
1.1863 |
1.1895 |
1.2002 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2722 |
1.2627 |
1.2212 |
|
| R3 |
1.2501 |
1.2406 |
1.2151 |
|
| R2 |
1.2280 |
1.2280 |
1.2131 |
|
| R1 |
1.2185 |
1.2185 |
1.2110 |
1.2233 |
| PP |
1.2059 |
1.2059 |
1.2059 |
1.2083 |
| S1 |
1.1964 |
1.1964 |
1.2070 |
1.2012 |
| S2 |
1.1838 |
1.1838 |
1.2049 |
|
| S3 |
1.1617 |
1.1743 |
1.2029 |
|
| S4 |
1.1396 |
1.1522 |
1.1968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2155 |
1.1968 |
0.0187 |
1.6% |
0.0081 |
0.7% |
34% |
False |
False |
60,386 |
| 10 |
1.2155 |
1.1890 |
0.0265 |
2.2% |
0.0093 |
0.8% |
53% |
False |
False |
33,618 |
| 20 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0092 |
0.8% |
70% |
False |
False |
18,036 |
| 40 |
1.2155 |
1.1566 |
0.0589 |
4.9% |
0.0093 |
0.8% |
79% |
False |
False |
9,714 |
| 60 |
1.2155 |
1.1227 |
0.0928 |
7.7% |
0.0086 |
0.7% |
87% |
False |
False |
6,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2261 |
|
2.618 |
1.2176 |
|
1.618 |
1.2124 |
|
1.000 |
1.2092 |
|
0.618 |
1.2072 |
|
HIGH |
1.2040 |
|
0.618 |
1.2020 |
|
0.500 |
1.2014 |
|
0.382 |
1.2007 |
|
LOW |
1.1988 |
|
0.618 |
1.1955 |
|
1.000 |
1.1936 |
|
1.618 |
1.1903 |
|
2.618 |
1.1851 |
|
4.250 |
1.1767 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2025 |
1.2071 |
| PP |
1.2019 |
1.2058 |
| S1 |
1.2014 |
1.2044 |
|