CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 18-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1836 |
1.1804 |
-0.0032 |
-0.3% |
1.1779 |
| High |
1.1836 |
1.1843 |
0.0007 |
0.1% |
1.1921 |
| Low |
1.1774 |
1.1767 |
-0.0007 |
-0.1% |
1.1762 |
| Close |
1.1809 |
1.1841 |
0.0032 |
0.3% |
1.1858 |
| Range |
0.0062 |
0.0076 |
0.0014 |
22.6% |
0.0159 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.1% |
0.0000 |
| Volume |
181,596 |
190,602 |
9,006 |
5.0% |
958,698 |
|
| Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2045 |
1.2019 |
1.1883 |
|
| R3 |
1.1969 |
1.1943 |
1.1862 |
|
| R2 |
1.1893 |
1.1893 |
1.1855 |
|
| R1 |
1.1867 |
1.1867 |
1.1848 |
1.1880 |
| PP |
1.1817 |
1.1817 |
1.1817 |
1.1824 |
| S1 |
1.1791 |
1.1791 |
1.1834 |
1.1804 |
| S2 |
1.1741 |
1.1741 |
1.1827 |
|
| S3 |
1.1665 |
1.1715 |
1.1820 |
|
| S4 |
1.1589 |
1.1639 |
1.1799 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2324 |
1.2250 |
1.1945 |
|
| R3 |
1.2165 |
1.2091 |
1.1902 |
|
| R2 |
1.2006 |
1.2006 |
1.1887 |
|
| R1 |
1.1932 |
1.1932 |
1.1873 |
1.1969 |
| PP |
1.1847 |
1.1847 |
1.1847 |
1.1866 |
| S1 |
1.1773 |
1.1773 |
1.1843 |
1.1810 |
| S2 |
1.1688 |
1.1688 |
1.1829 |
|
| S3 |
1.1529 |
1.1614 |
1.1814 |
|
| S4 |
1.1370 |
1.1455 |
1.1771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1921 |
1.1767 |
0.0154 |
1.3% |
0.0060 |
0.5% |
48% |
False |
True |
183,510 |
| 10 |
1.1921 |
1.1712 |
0.0209 |
1.8% |
0.0065 |
0.6% |
62% |
False |
False |
192,460 |
| 20 |
1.2060 |
1.1712 |
0.0348 |
2.9% |
0.0073 |
0.6% |
37% |
False |
False |
206,483 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0083 |
0.7% |
29% |
False |
False |
144,898 |
| 60 |
1.2155 |
1.1703 |
0.0452 |
3.8% |
0.0087 |
0.7% |
31% |
False |
False |
97,169 |
| 80 |
1.2155 |
1.1286 |
0.0869 |
7.3% |
0.0086 |
0.7% |
64% |
False |
False |
73,146 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0081 |
0.7% |
66% |
False |
False |
58,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2166 |
|
2.618 |
1.2042 |
|
1.618 |
1.1966 |
|
1.000 |
1.1919 |
|
0.618 |
1.1890 |
|
HIGH |
1.1843 |
|
0.618 |
1.1814 |
|
0.500 |
1.1805 |
|
0.382 |
1.1796 |
|
LOW |
1.1767 |
|
0.618 |
1.1720 |
|
1.000 |
1.1691 |
|
1.618 |
1.1644 |
|
2.618 |
1.1568 |
|
4.250 |
1.1444 |
|
|
| Fisher Pivots for day following 18-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1829 |
1.1832 |
| PP |
1.1817 |
1.1822 |
| S1 |
1.1805 |
1.1813 |
|