CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1777 |
1.1742 |
-0.0036 |
-0.3% |
1.1879 |
| High |
1.1797 |
1.1835 |
0.0038 |
0.3% |
1.1888 |
| Low |
1.1722 |
1.1733 |
0.0011 |
0.1% |
1.1735 |
| Close |
1.1742 |
1.1824 |
0.0083 |
0.7% |
1.1772 |
| Range |
0.0076 |
0.0103 |
0.0027 |
35.8% |
0.0153 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
3.0% |
0.0000 |
| Volume |
308,603 |
423,777 |
115,174 |
37.3% |
1,007,924 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2105 |
1.2067 |
1.1880 |
|
| R3 |
1.2002 |
1.1964 |
1.1852 |
|
| R2 |
1.1900 |
1.1900 |
1.1843 |
|
| R1 |
1.1862 |
1.1862 |
1.1833 |
1.1881 |
| PP |
1.1797 |
1.1797 |
1.1797 |
1.1807 |
| S1 |
1.1759 |
1.1759 |
1.1815 |
1.1778 |
| S2 |
1.1695 |
1.1695 |
1.1805 |
|
| S3 |
1.1592 |
1.1657 |
1.1796 |
|
| S4 |
1.1490 |
1.1554 |
1.1768 |
|
|
| 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 |
1.1835 |
1.1722 |
0.0114 |
1.0% |
0.0063 |
0.5% |
90% |
True |
False |
279,730 |
| 10 |
1.1950 |
1.1722 |
0.0229 |
1.9% |
0.0073 |
0.6% |
45% |
False |
False |
251,353 |
| 20 |
1.1975 |
1.1722 |
0.0254 |
2.1% |
0.0074 |
0.6% |
40% |
False |
False |
233,438 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0074 |
0.6% |
62% |
False |
False |
224,454 |
| 60 |
1.2093 |
1.1579 |
0.0514 |
4.3% |
0.0075 |
0.6% |
48% |
False |
False |
219,713 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0079 |
0.7% |
43% |
False |
False |
182,313 |
| 100 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0082 |
0.7% |
43% |
False |
False |
146,189 |
| 120 |
1.2155 |
1.1279 |
0.0876 |
7.4% |
0.0082 |
0.7% |
62% |
False |
False |
121,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2271 |
|
2.618 |
1.2103 |
|
1.618 |
1.2001 |
|
1.000 |
1.1938 |
|
0.618 |
1.1898 |
|
HIGH |
1.1835 |
|
0.618 |
1.1796 |
|
0.500 |
1.1784 |
|
0.382 |
1.1772 |
|
LOW |
1.1733 |
|
0.618 |
1.1669 |
|
1.000 |
1.1630 |
|
1.618 |
1.1567 |
|
2.618 |
1.1464 |
|
4.250 |
1.1297 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1811 |
1.1809 |
| PP |
1.1797 |
1.1794 |
| S1 |
1.1784 |
1.1778 |
|