CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1846 |
1.1796 |
-0.0050 |
-0.4% |
1.1995 |
| High |
1.1849 |
1.1854 |
0.0005 |
0.0% |
1.2093 |
| Low |
1.1771 |
1.1770 |
-0.0001 |
0.0% |
1.1918 |
| Close |
1.1811 |
1.1841 |
0.0030 |
0.3% |
1.1998 |
| Range |
0.0079 |
0.0084 |
0.0006 |
7.0% |
0.0175 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
253,130 |
230,338 |
-22,792 |
-9.0% |
1,054,789 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2041 |
1.1887 |
|
| R3 |
1.1990 |
1.1957 |
1.1864 |
|
| R2 |
1.1906 |
1.1906 |
1.1856 |
|
| R1 |
1.1873 |
1.1873 |
1.1849 |
1.1890 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1830 |
| S1 |
1.1789 |
1.1789 |
1.1833 |
1.1806 |
| S2 |
1.1738 |
1.1738 |
1.1826 |
|
| S3 |
1.1654 |
1.1705 |
1.1818 |
|
| S4 |
1.1570 |
1.1621 |
1.1795 |
|
|
| 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 |
1.1770 |
0.0290 |
2.4% |
0.0088 |
0.7% |
25% |
False |
True |
241,917 |
| 10 |
1.2093 |
1.1770 |
0.0323 |
2.7% |
0.0090 |
0.8% |
22% |
False |
True |
230,509 |
| 20 |
1.2155 |
1.1770 |
0.0385 |
3.2% |
0.0091 |
0.8% |
18% |
False |
True |
153,425 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0091 |
0.8% |
25% |
False |
False |
77,876 |
| 60 |
1.2155 |
1.1429 |
0.0726 |
6.1% |
0.0090 |
0.8% |
57% |
False |
False |
52,311 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0085 |
0.7% |
66% |
False |
False |
39,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2074 |
|
1.618 |
1.1990 |
|
1.000 |
1.1938 |
|
0.618 |
1.1906 |
|
HIGH |
1.1854 |
|
0.618 |
1.1822 |
|
0.500 |
1.1812 |
|
0.382 |
1.1802 |
|
LOW |
1.1770 |
|
0.618 |
1.1718 |
|
1.000 |
1.1686 |
|
1.618 |
1.1634 |
|
2.618 |
1.1550 |
|
4.250 |
1.1413 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1831 |
1.1843 |
| PP |
1.1822 |
1.1842 |
| S1 |
1.1812 |
1.1842 |
|