CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1948 |
1.1995 |
0.0047 |
0.4% |
1.1995 |
| High |
1.2009 |
1.2060 |
0.0051 |
0.4% |
1.2093 |
| Low |
1.1920 |
1.1991 |
0.0071 |
0.6% |
1.1918 |
| Close |
1.1986 |
1.1998 |
0.0012 |
0.1% |
1.1998 |
| Range |
0.0089 |
0.0069 |
-0.0020 |
-22.6% |
0.0175 |
| ATR |
0.0094 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
214,016 |
214,218 |
202 |
0.1% |
1,054,789 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2222 |
1.2178 |
1.2035 |
|
| R3 |
1.2153 |
1.2110 |
1.2016 |
|
| R2 |
1.2085 |
1.2085 |
1.2010 |
|
| R1 |
1.2041 |
1.2041 |
1.2004 |
1.2063 |
| PP |
1.2016 |
1.2016 |
1.2016 |
1.2027 |
| S1 |
1.1973 |
1.1973 |
1.1991 |
1.1994 |
| S2 |
1.1948 |
1.1948 |
1.1985 |
|
| S3 |
1.1879 |
1.1904 |
1.1979 |
|
| S4 |
1.1811 |
1.1836 |
1.1960 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2528 |
1.2438 |
1.2094 |
|
| R3 |
1.2353 |
1.2263 |
1.2046 |
|
| R2 |
1.2178 |
1.2178 |
1.2030 |
|
| R1 |
1.2088 |
1.2088 |
1.2014 |
1.2133 |
| PP |
1.2003 |
1.2003 |
1.2003 |
1.2025 |
| S1 |
1.1913 |
1.1913 |
1.1981 |
1.1958 |
| S2 |
1.1828 |
1.1828 |
1.1965 |
|
| S3 |
1.1653 |
1.1738 |
1.1949 |
|
| S4 |
1.1478 |
1.1563 |
1.1901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2093 |
1.1918 |
0.0175 |
1.5% |
0.0089 |
0.7% |
46% |
False |
False |
210,957 |
| 10 |
1.2093 |
1.1895 |
0.0198 |
1.6% |
0.0087 |
0.7% |
52% |
False |
False |
194,306 |
| 20 |
1.2155 |
1.1845 |
0.0310 |
2.6% |
0.0095 |
0.8% |
49% |
False |
False |
104,562 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0091 |
0.8% |
62% |
False |
False |
53,138 |
| 60 |
1.2155 |
1.1413 |
0.0742 |
6.2% |
0.0088 |
0.7% |
79% |
False |
False |
35,797 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.7% |
0.0082 |
0.7% |
83% |
False |
False |
26,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2351 |
|
2.618 |
1.2239 |
|
1.618 |
1.2170 |
|
1.000 |
1.2128 |
|
0.618 |
1.2102 |
|
HIGH |
1.2060 |
|
0.618 |
1.2033 |
|
0.500 |
1.2025 |
|
0.382 |
1.2017 |
|
LOW |
1.1991 |
|
0.618 |
1.1949 |
|
1.000 |
1.1923 |
|
1.618 |
1.1880 |
|
2.618 |
1.1812 |
|
4.250 |
1.1700 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2025 |
1.2005 |
| PP |
1.2016 |
1.2003 |
| S1 |
1.2007 |
1.2000 |
|