CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2011 |
1.2055 |
0.0044 |
0.4% |
1.2082 |
| High |
1.2065 |
1.2093 |
0.0028 |
0.2% |
1.2092 |
| Low |
1.2008 |
1.1918 |
-0.0091 |
-0.8% |
1.1895 |
| Close |
1.2055 |
1.1947 |
-0.0109 |
-0.9% |
1.1998 |
| Range |
0.0057 |
0.0175 |
0.0119 |
209.7% |
0.0197 |
| ATR |
0.0088 |
0.0094 |
0.0006 |
7.1% |
0.0000 |
| Volume |
199,854 |
265,602 |
65,748 |
32.9% |
888,275 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2511 |
1.2404 |
1.2043 |
|
| R3 |
1.2336 |
1.2229 |
1.1995 |
|
| R2 |
1.2161 |
1.2161 |
1.1979 |
|
| R1 |
1.2054 |
1.2054 |
1.1963 |
1.2020 |
| PP |
1.1986 |
1.1986 |
1.1986 |
1.1969 |
| S1 |
1.1879 |
1.1879 |
1.1930 |
1.1845 |
| S2 |
1.1811 |
1.1811 |
1.1914 |
|
| S3 |
1.1636 |
1.1704 |
1.1898 |
|
| S4 |
1.1461 |
1.1529 |
1.1850 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2584 |
1.2487 |
1.2106 |
|
| R3 |
1.2388 |
1.2291 |
1.2052 |
|
| R2 |
1.2191 |
1.2191 |
1.2034 |
|
| R1 |
1.2094 |
1.2094 |
1.2016 |
1.2045 |
| PP |
1.1995 |
1.1995 |
1.1995 |
1.1970 |
| S1 |
1.1898 |
1.1898 |
1.1979 |
1.1848 |
| S2 |
1.1798 |
1.1798 |
1.1961 |
|
| S3 |
1.1602 |
1.1701 |
1.1943 |
|
| S4 |
1.1405 |
1.1505 |
1.1889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2093 |
1.1895 |
0.0198 |
1.7% |
0.0092 |
0.8% |
26% |
True |
False |
217,351 |
| 10 |
1.2155 |
1.1895 |
0.0260 |
2.2% |
0.0094 |
0.8% |
20% |
False |
False |
161,135 |
| 20 |
1.2155 |
1.1814 |
0.0341 |
2.9% |
0.0093 |
0.8% |
39% |
False |
False |
83,312 |
| 40 |
1.2155 |
1.1703 |
0.0452 |
3.8% |
0.0094 |
0.8% |
54% |
False |
False |
42,512 |
| 60 |
1.2155 |
1.1286 |
0.0869 |
7.3% |
0.0090 |
0.8% |
76% |
False |
False |
28,701 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0083 |
0.7% |
78% |
False |
False |
21,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2836 |
|
2.618 |
1.2551 |
|
1.618 |
1.2376 |
|
1.000 |
1.2268 |
|
0.618 |
1.2201 |
|
HIGH |
1.2093 |
|
0.618 |
1.2026 |
|
0.500 |
1.2005 |
|
0.382 |
1.1984 |
|
LOW |
1.1918 |
|
0.618 |
1.1809 |
|
1.000 |
1.1743 |
|
1.618 |
1.1634 |
|
2.618 |
1.1459 |
|
4.250 |
1.1174 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2005 |
1.2005 |
| PP |
1.1986 |
1.1986 |
| S1 |
1.1966 |
1.1966 |
|