CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1827 |
1.1767 |
-0.0060 |
-0.5% |
1.1776 |
| High |
1.1865 |
1.1813 |
-0.0052 |
-0.4% |
1.1865 |
| Low |
1.1772 |
1.1750 |
-0.0022 |
-0.2% |
1.1722 |
| Close |
1.1794 |
1.1758 |
-0.0036 |
-0.3% |
1.1758 |
| Range |
0.0093 |
0.0063 |
-0.0030 |
-31.9% |
0.0143 |
| ATR |
0.0075 |
0.0075 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
356,013 |
145,034 |
-210,979 |
-59.3% |
1,445,304 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1963 |
1.1923 |
1.1793 |
|
| R3 |
1.1900 |
1.1860 |
1.1775 |
|
| R2 |
1.1837 |
1.1837 |
1.1770 |
|
| R1 |
1.1797 |
1.1797 |
1.1764 |
1.1786 |
| PP |
1.1774 |
1.1774 |
1.1774 |
1.1768 |
| S1 |
1.1734 |
1.1734 |
1.1752 |
1.1723 |
| S2 |
1.1711 |
1.1711 |
1.1746 |
|
| S3 |
1.1648 |
1.1671 |
1.1741 |
|
| S4 |
1.1585 |
1.1608 |
1.1723 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2210 |
1.2127 |
1.1837 |
|
| R3 |
1.2067 |
1.1984 |
1.1797 |
|
| R2 |
1.1924 |
1.1924 |
1.1784 |
|
| R1 |
1.1841 |
1.1841 |
1.1771 |
1.1811 |
| PP |
1.1781 |
1.1781 |
1.1781 |
1.1766 |
| S1 |
1.1698 |
1.1698 |
1.1745 |
1.1668 |
| S2 |
1.1638 |
1.1638 |
1.1732 |
|
| S3 |
1.1495 |
1.1555 |
1.1719 |
|
| S4 |
1.1352 |
1.1412 |
1.1679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1865 |
1.1722 |
0.0143 |
1.2% |
0.0076 |
0.6% |
26% |
False |
False |
289,060 |
| 10 |
1.1888 |
1.1722 |
0.0166 |
1.4% |
0.0067 |
0.6% |
22% |
False |
False |
245,322 |
| 20 |
1.1975 |
1.1722 |
0.0254 |
2.2% |
0.0076 |
0.6% |
14% |
False |
False |
235,055 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0074 |
0.6% |
45% |
False |
False |
226,602 |
| 60 |
1.2060 |
1.1579 |
0.0481 |
4.1% |
0.0074 |
0.6% |
37% |
False |
False |
220,070 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0079 |
0.7% |
31% |
False |
False |
188,528 |
| 100 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
31% |
False |
False |
151,170 |
| 120 |
1.2155 |
1.1400 |
0.0755 |
6.4% |
0.0081 |
0.7% |
47% |
False |
False |
126,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2081 |
|
2.618 |
1.1978 |
|
1.618 |
1.1915 |
|
1.000 |
1.1876 |
|
0.618 |
1.1852 |
|
HIGH |
1.1813 |
|
0.618 |
1.1789 |
|
0.500 |
1.1782 |
|
0.382 |
1.1774 |
|
LOW |
1.1750 |
|
0.618 |
1.1711 |
|
1.000 |
1.1687 |
|
1.618 |
1.1648 |
|
2.618 |
1.1585 |
|
4.250 |
1.1482 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1782 |
1.1799 |
| PP |
1.1774 |
1.1785 |
| S1 |
1.1766 |
1.1772 |
|