CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1781 |
1.1776 |
-0.0006 |
0.0% |
1.1879 |
| High |
1.1782 |
1.1816 |
0.0034 |
0.3% |
1.1888 |
| Low |
1.1735 |
1.1769 |
0.0034 |
0.3% |
1.1735 |
| Close |
1.1772 |
1.1791 |
0.0019 |
0.2% |
1.1772 |
| Range |
0.0048 |
0.0048 |
0.0000 |
0.0% |
0.0153 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
257,159 |
211,877 |
-45,282 |
-17.6% |
1,007,924 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1934 |
1.1910 |
1.1817 |
|
| R3 |
1.1887 |
1.1862 |
1.1804 |
|
| R2 |
1.1839 |
1.1839 |
1.1799 |
|
| R1 |
1.1815 |
1.1815 |
1.1795 |
1.1827 |
| PP |
1.1792 |
1.1792 |
1.1792 |
1.1798 |
| S1 |
1.1767 |
1.1767 |
1.1786 |
1.1780 |
| S2 |
1.1744 |
1.1744 |
1.1782 |
|
| S3 |
1.1697 |
1.1720 |
1.1777 |
|
| S4 |
1.1649 |
1.1672 |
1.1764 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2257 |
1.2168 |
1.1856 |
|
| R3 |
1.2104 |
1.2015 |
1.1814 |
|
| R2 |
1.1951 |
1.1951 |
1.1800 |
|
| R1 |
1.1862 |
1.1862 |
1.1786 |
1.1830 |
| PP |
1.1798 |
1.1798 |
1.1798 |
1.1782 |
| S1 |
1.1709 |
1.1709 |
1.1758 |
1.1677 |
| S2 |
1.1645 |
1.1645 |
1.1744 |
|
| S3 |
1.1492 |
1.1556 |
1.1730 |
|
| S4 |
1.1339 |
1.1403 |
1.1688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1886 |
1.1735 |
0.0151 |
1.3% |
0.0057 |
0.5% |
37% |
False |
False |
209,925 |
| 10 |
1.1950 |
1.1735 |
0.0216 |
1.8% |
0.0071 |
0.6% |
26% |
False |
False |
220,422 |
| 20 |
1.1975 |
1.1659 |
0.0317 |
2.7% |
0.0075 |
0.6% |
42% |
False |
False |
218,231 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0072 |
0.6% |
53% |
False |
False |
214,521 |
| 60 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0074 |
0.6% |
41% |
False |
False |
213,523 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0078 |
0.7% |
37% |
False |
False |
173,202 |
| 100 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
37% |
False |
False |
138,882 |
| 120 |
1.2155 |
1.1248 |
0.0907 |
7.7% |
0.0081 |
0.7% |
60% |
False |
False |
115,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2018 |
|
2.618 |
1.1940 |
|
1.618 |
1.1893 |
|
1.000 |
1.1864 |
|
0.618 |
1.1845 |
|
HIGH |
1.1816 |
|
0.618 |
1.1798 |
|
0.500 |
1.1792 |
|
0.382 |
1.1787 |
|
LOW |
1.1769 |
|
0.618 |
1.1739 |
|
1.000 |
1.1721 |
|
1.618 |
1.1692 |
|
2.618 |
1.1644 |
|
4.250 |
1.1567 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1792 |
1.1786 |
| PP |
1.1792 |
1.1782 |
| S1 |
1.1791 |
1.1778 |
|