CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1796 |
1.1834 |
0.0038 |
0.3% |
1.1971 |
| High |
1.1854 |
1.1882 |
0.0028 |
0.2% |
1.1991 |
| Low |
1.1770 |
1.1821 |
0.0051 |
0.4% |
1.1770 |
| Close |
1.1841 |
1.1865 |
0.0024 |
0.2% |
1.1865 |
| Range |
0.0084 |
0.0061 |
-0.0024 |
-28.0% |
0.0221 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
230,338 |
216,250 |
-14,088 |
-6.1% |
1,211,620 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2037 |
1.2011 |
1.1898 |
|
| R3 |
1.1977 |
1.1951 |
1.1881 |
|
| R2 |
1.1916 |
1.1916 |
1.1876 |
|
| R1 |
1.1890 |
1.1890 |
1.1870 |
1.1903 |
| PP |
1.1856 |
1.1856 |
1.1856 |
1.1862 |
| S1 |
1.1830 |
1.1830 |
1.1859 |
1.1843 |
| S2 |
1.1795 |
1.1795 |
1.1853 |
|
| S3 |
1.1735 |
1.1769 |
1.1848 |
|
| S4 |
1.1674 |
1.1709 |
1.1831 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2538 |
1.2422 |
1.1986 |
|
| R3 |
1.2317 |
1.2201 |
1.1925 |
|
| R2 |
1.2096 |
1.2096 |
1.1905 |
|
| R1 |
1.1980 |
1.1980 |
1.1885 |
1.1928 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1849 |
| S1 |
1.1759 |
1.1759 |
1.1844 |
1.1707 |
| S2 |
1.1654 |
1.1654 |
1.1824 |
|
| S3 |
1.1433 |
1.1538 |
1.1804 |
|
| S4 |
1.1212 |
1.1317 |
1.1743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1991 |
1.1770 |
0.0221 |
1.9% |
0.0087 |
0.7% |
43% |
False |
False |
242,324 |
| 10 |
1.2093 |
1.1770 |
0.0323 |
2.7% |
0.0088 |
0.7% |
29% |
False |
False |
226,640 |
| 20 |
1.2155 |
1.1770 |
0.0385 |
3.2% |
0.0089 |
0.8% |
25% |
False |
False |
163,867 |
| 40 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0091 |
0.8% |
30% |
False |
False |
83,264 |
| 60 |
1.2155 |
1.1465 |
0.0690 |
5.8% |
0.0090 |
0.8% |
58% |
False |
False |
55,903 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0085 |
0.7% |
69% |
False |
False |
42,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2139 |
|
2.618 |
1.2040 |
|
1.618 |
1.1979 |
|
1.000 |
1.1942 |
|
0.618 |
1.1919 |
|
HIGH |
1.1882 |
|
0.618 |
1.1858 |
|
0.500 |
1.1851 |
|
0.382 |
1.1844 |
|
LOW |
1.1821 |
|
0.618 |
1.1784 |
|
1.000 |
1.1761 |
|
1.618 |
1.1723 |
|
2.618 |
1.1663 |
|
4.250 |
1.1564 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1852 |
| PP |
1.1856 |
1.1839 |
| S1 |
1.1851 |
1.1826 |
|