CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2018 |
1.2027 |
0.0009 |
0.1% |
1.1941 |
| High |
1.2040 |
1.2056 |
0.0016 |
0.1% |
1.2155 |
| Low |
1.1988 |
1.1933 |
-0.0055 |
-0.5% |
1.1934 |
| Close |
1.2031 |
1.1934 |
-0.0097 |
-0.8% |
1.2090 |
| Range |
0.0052 |
0.0123 |
0.0071 |
135.6% |
0.0221 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.4% |
0.0000 |
| Volume |
100,215 |
232,597 |
132,382 |
132.1% |
114,942 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2342 |
1.2260 |
1.2001 |
|
| R3 |
1.2219 |
1.2138 |
1.1967 |
|
| R2 |
1.2097 |
1.2097 |
1.1956 |
|
| R1 |
1.2015 |
1.2015 |
1.1945 |
1.1995 |
| PP |
1.1974 |
1.1974 |
1.1974 |
1.1964 |
| S1 |
1.1893 |
1.1893 |
1.1922 |
1.1872 |
| S2 |
1.1852 |
1.1852 |
1.1911 |
|
| S3 |
1.1729 |
1.1770 |
1.1900 |
|
| S4 |
1.1607 |
1.1648 |
1.1866 |
|
|
| 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 |
1.1933 |
0.0222 |
1.9% |
0.0096 |
0.8% |
0% |
False |
True |
104,919 |
| 10 |
1.2155 |
1.1890 |
0.0265 |
2.2% |
0.0092 |
0.8% |
17% |
False |
False |
56,373 |
| 20 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0093 |
0.8% |
47% |
False |
False |
29,557 |
| 40 |
1.2155 |
1.1572 |
0.0583 |
4.9% |
0.0093 |
0.8% |
62% |
False |
False |
15,469 |
| 60 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0086 |
0.7% |
76% |
False |
False |
10,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2576 |
|
2.618 |
1.2376 |
|
1.618 |
1.2254 |
|
1.000 |
1.2178 |
|
0.618 |
1.2131 |
|
HIGH |
1.2056 |
|
0.618 |
1.2009 |
|
0.500 |
1.1994 |
|
0.382 |
1.1980 |
|
LOW |
1.1933 |
|
0.618 |
1.1857 |
|
1.000 |
1.1811 |
|
1.618 |
1.1735 |
|
2.618 |
1.1612 |
|
4.250 |
1.1412 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1994 |
1.2012 |
| PP |
1.1974 |
1.1986 |
| S1 |
1.1954 |
1.1960 |
|