CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1828 |
1.1883 |
0.0055 |
0.5% |
1.1851 |
| High |
1.1895 |
1.1894 |
-0.0001 |
0.0% |
1.1895 |
| Low |
1.1804 |
1.1798 |
-0.0007 |
-0.1% |
1.1767 |
| Close |
1.1866 |
1.1815 |
-0.0051 |
-0.4% |
1.1815 |
| Range |
0.0091 |
0.0096 |
0.0006 |
6.1% |
0.0128 |
| ATR |
0.0076 |
0.0078 |
0.0001 |
1.8% |
0.0000 |
| Volume |
224,515 |
207,750 |
-16,765 |
-7.5% |
957,945 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2123 |
1.2065 |
1.1867 |
|
| R3 |
1.2027 |
1.1969 |
1.1841 |
|
| R2 |
1.1931 |
1.1931 |
1.1832 |
|
| R1 |
1.1873 |
1.1873 |
1.1823 |
1.1854 |
| PP |
1.1835 |
1.1835 |
1.1835 |
1.1826 |
| S1 |
1.1777 |
1.1777 |
1.1806 |
1.1758 |
| S2 |
1.1739 |
1.1739 |
1.1797 |
|
| S3 |
1.1643 |
1.1681 |
1.1788 |
|
| S4 |
1.1547 |
1.1585 |
1.1762 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2208 |
1.2139 |
1.1885 |
|
| R3 |
1.2080 |
1.2011 |
1.1850 |
|
| R2 |
1.1953 |
1.1953 |
1.1838 |
|
| R1 |
1.1884 |
1.1884 |
1.1826 |
1.1855 |
| PP |
1.1825 |
1.1825 |
1.1825 |
1.1811 |
| S1 |
1.1756 |
1.1756 |
1.1803 |
1.1727 |
| S2 |
1.1698 |
1.1698 |
1.1791 |
|
| S3 |
1.1570 |
1.1629 |
1.1779 |
|
| S4 |
1.1443 |
1.1501 |
1.1744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1895 |
1.1767 |
0.0128 |
1.1% |
0.0073 |
0.6% |
37% |
False |
False |
191,589 |
| 10 |
1.1921 |
1.1762 |
0.0159 |
1.3% |
0.0069 |
0.6% |
33% |
False |
False |
191,664 |
| 20 |
1.1991 |
1.1712 |
0.0279 |
2.4% |
0.0074 |
0.6% |
37% |
False |
False |
206,684 |
| 40 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0085 |
0.7% |
23% |
False |
False |
155,623 |
| 60 |
1.2155 |
1.1712 |
0.0443 |
3.7% |
0.0086 |
0.7% |
23% |
False |
False |
104,320 |
| 80 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0085 |
0.7% |
54% |
False |
False |
78,519 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0081 |
0.7% |
63% |
False |
False |
62,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2302 |
|
2.618 |
1.2145 |
|
1.618 |
1.2049 |
|
1.000 |
1.1990 |
|
0.618 |
1.1953 |
|
HIGH |
1.1894 |
|
0.618 |
1.1857 |
|
0.500 |
1.1846 |
|
0.382 |
1.1834 |
|
LOW |
1.1798 |
|
0.618 |
1.1738 |
|
1.000 |
1.1702 |
|
1.618 |
1.1642 |
|
2.618 |
1.1546 |
|
4.250 |
1.1390 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1846 |
1.1831 |
| PP |
1.1835 |
1.1825 |
| S1 |
1.1825 |
1.1820 |
|