CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1756 |
1.1779 |
0.0024 |
0.2% |
1.1857 |
| High |
1.1783 |
1.1800 |
0.0017 |
0.1% |
1.1864 |
| Low |
1.1712 |
1.1762 |
0.0050 |
0.4% |
1.1712 |
| Close |
1.1778 |
1.1793 |
0.0016 |
0.1% |
1.1778 |
| Range |
0.0071 |
0.0038 |
-0.0034 |
-47.2% |
0.0152 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
241,916 |
106,731 |
-135,185 |
-55.9% |
1,005,432 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1897 |
1.1883 |
1.1814 |
|
| R3 |
1.1860 |
1.1845 |
1.1803 |
|
| R2 |
1.1822 |
1.1822 |
1.1800 |
|
| R1 |
1.1808 |
1.1808 |
1.1796 |
1.1815 |
| PP |
1.1785 |
1.1785 |
1.1785 |
1.1789 |
| S1 |
1.1770 |
1.1770 |
1.1790 |
1.1778 |
| S2 |
1.1747 |
1.1747 |
1.1786 |
|
| S3 |
1.1710 |
1.1733 |
1.1783 |
|
| S4 |
1.1672 |
1.1695 |
1.1772 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2239 |
1.2160 |
1.1861 |
|
| R3 |
1.2087 |
1.2008 |
1.1819 |
|
| R2 |
1.1936 |
1.1936 |
1.1805 |
|
| R1 |
1.1857 |
1.1857 |
1.1791 |
1.1821 |
| PP |
1.1784 |
1.1784 |
1.1784 |
1.1766 |
| S1 |
1.1705 |
1.1705 |
1.1764 |
1.1669 |
| S2 |
1.1633 |
1.1633 |
1.1750 |
|
| S3 |
1.1481 |
1.1554 |
1.1736 |
|
| S4 |
1.1330 |
1.1402 |
1.1694 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1835 |
1.1712 |
0.0123 |
1.0% |
0.0064 |
0.5% |
66% |
False |
False |
182,216 |
| 10 |
1.1916 |
1.1712 |
0.0204 |
1.7% |
0.0073 |
0.6% |
40% |
False |
False |
208,048 |
| 20 |
1.2093 |
1.1712 |
0.0381 |
3.2% |
0.0082 |
0.7% |
21% |
False |
False |
208,579 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.8% |
0.0087 |
0.7% |
18% |
False |
False |
110,813 |
| 60 |
1.2155 |
1.1529 |
0.0626 |
5.3% |
0.0089 |
0.8% |
42% |
False |
False |
74,338 |
| 80 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0085 |
0.7% |
61% |
False |
False |
55,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1959 |
|
2.618 |
1.1898 |
|
1.618 |
1.1860 |
|
1.000 |
1.1837 |
|
0.618 |
1.1823 |
|
HIGH |
1.1800 |
|
0.618 |
1.1785 |
|
0.500 |
1.1781 |
|
0.382 |
1.1776 |
|
LOW |
1.1762 |
|
0.618 |
1.1739 |
|
1.000 |
1.1725 |
|
1.618 |
1.1701 |
|
2.618 |
1.1664 |
|
4.250 |
1.1603 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1789 |
1.1785 |
| PP |
1.1785 |
1.1776 |
| S1 |
1.1781 |
1.1768 |
|