CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1901 |
1.1846 |
-0.0055 |
-0.5% |
1.1995 |
| High |
1.1916 |
1.1849 |
-0.0067 |
-0.6% |
1.2093 |
| Low |
1.1811 |
1.1771 |
-0.0040 |
-0.3% |
1.1918 |
| Close |
1.1853 |
1.1811 |
-0.0042 |
-0.4% |
1.1998 |
| Range |
0.0106 |
0.0079 |
-0.0027 |
-25.6% |
0.0175 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
268,602 |
253,130 |
-15,472 |
-5.8% |
1,054,789 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2046 |
1.2007 |
1.1854 |
|
| R3 |
1.1967 |
1.1928 |
1.1833 |
|
| R2 |
1.1889 |
1.1889 |
1.1825 |
|
| R1 |
1.1850 |
1.1850 |
1.1818 |
1.1830 |
| PP |
1.1810 |
1.1810 |
1.1810 |
1.1800 |
| S1 |
1.1771 |
1.1771 |
1.1804 |
1.1752 |
| S2 |
1.1732 |
1.1732 |
1.1797 |
|
| S3 |
1.1653 |
1.1693 |
1.1789 |
|
| S4 |
1.1575 |
1.1614 |
1.1768 |
|
|
| 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 |
1.2060 |
1.1771 |
0.0289 |
2.4% |
0.0089 |
0.8% |
14% |
False |
True |
238,653 |
| 10 |
1.2093 |
1.1771 |
0.0322 |
2.7% |
0.0091 |
0.8% |
13% |
False |
True |
228,002 |
| 20 |
1.2155 |
1.1771 |
0.0384 |
3.3% |
0.0092 |
0.8% |
11% |
False |
True |
142,187 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0092 |
0.8% |
18% |
False |
False |
72,161 |
| 60 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0090 |
0.8% |
54% |
False |
False |
48,494 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0084 |
0.7% |
63% |
False |
False |
36,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2183 |
|
2.618 |
1.2055 |
|
1.618 |
1.1976 |
|
1.000 |
1.1928 |
|
0.618 |
1.1898 |
|
HIGH |
1.1849 |
|
0.618 |
1.1819 |
|
0.500 |
1.1810 |
|
0.382 |
1.1800 |
|
LOW |
1.1771 |
|
0.618 |
1.1722 |
|
1.000 |
1.1692 |
|
1.618 |
1.1643 |
|
2.618 |
1.1565 |
|
4.250 |
1.1437 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1811 |
1.1881 |
| PP |
1.1810 |
1.1858 |
| S1 |
1.1810 |
1.1834 |
|