CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1767 |
1.1749 |
-0.0019 |
-0.2% |
1.1776 |
| High |
1.1813 |
1.1817 |
0.0004 |
0.0% |
1.1865 |
| Low |
1.1750 |
1.1741 |
-0.0009 |
-0.1% |
1.1722 |
| Close |
1.1758 |
1.1813 |
0.0055 |
0.5% |
1.1758 |
| Range |
0.0063 |
0.0076 |
0.0013 |
19.8% |
0.0143 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.1% |
0.0000 |
| Volume |
145,034 |
14,058 |
-130,976 |
-90.3% |
1,445,304 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2017 |
1.1990 |
1.1855 |
|
| R3 |
1.1941 |
1.1915 |
1.1834 |
|
| R2 |
1.1866 |
1.1866 |
1.1827 |
|
| R1 |
1.1839 |
1.1839 |
1.1820 |
1.1853 |
| PP |
1.1790 |
1.1790 |
1.1790 |
1.1797 |
| S1 |
1.1764 |
1.1764 |
1.1806 |
1.1777 |
| S2 |
1.1715 |
1.1715 |
1.1799 |
|
| S3 |
1.1639 |
1.1688 |
1.1792 |
|
| S4 |
1.1564 |
1.1613 |
1.1771 |
|
|
| 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% |
0.0082 |
0.7% |
64% |
False |
False |
249,497 |
| 10 |
1.1886 |
1.1722 |
0.0164 |
1.4% |
0.0069 |
0.6% |
56% |
False |
False |
229,711 |
| 20 |
1.1975 |
1.1722 |
0.0254 |
2.1% |
0.0077 |
0.7% |
36% |
False |
False |
225,919 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0073 |
0.6% |
59% |
False |
False |
221,759 |
| 60 |
1.1991 |
1.1579 |
0.0413 |
3.5% |
0.0074 |
0.6% |
57% |
False |
False |
216,734 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0079 |
0.7% |
41% |
False |
False |
188,691 |
| 100 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
41% |
False |
False |
151,296 |
| 120 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0081 |
0.7% |
54% |
False |
False |
126,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.2014 |
|
1.618 |
1.1939 |
|
1.000 |
1.1892 |
|
0.618 |
1.1863 |
|
HIGH |
1.1817 |
|
0.618 |
1.1788 |
|
0.500 |
1.1779 |
|
0.382 |
1.1770 |
|
LOW |
1.1741 |
|
0.618 |
1.1694 |
|
1.000 |
1.1666 |
|
1.618 |
1.1619 |
|
2.618 |
1.1543 |
|
4.250 |
1.1420 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1802 |
1.1810 |
| PP |
1.1790 |
1.1806 |
| S1 |
1.1779 |
1.1803 |
|