CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1885 |
1.1856 |
-0.0030 |
-0.2% |
1.1950 |
| High |
1.1895 |
1.1856 |
-0.0039 |
-0.3% |
1.1958 |
| Low |
1.1852 |
1.1810 |
-0.0042 |
-0.4% |
1.1810 |
| Close |
1.1854 |
1.1847 |
-0.0008 |
-0.1% |
1.1847 |
| Range |
0.0044 |
0.0046 |
0.0003 |
5.7% |
0.0148 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
54,672 |
70,962 |
16,290 |
29.8% |
188,199 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1976 |
1.1957 |
1.1872 |
|
| R3 |
1.1930 |
1.1911 |
1.1859 |
|
| R2 |
1.1884 |
1.1884 |
1.1855 |
|
| R1 |
1.1865 |
1.1865 |
1.1851 |
1.1851 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1831 |
| S1 |
1.1819 |
1.1819 |
1.1842 |
1.1805 |
| S2 |
1.1792 |
1.1792 |
1.1838 |
|
| S3 |
1.1746 |
1.1773 |
1.1834 |
|
| S4 |
1.1700 |
1.1727 |
1.1821 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2314 |
1.2228 |
1.1928 |
|
| R3 |
1.2166 |
1.2080 |
1.1887 |
|
| R2 |
1.2019 |
1.2019 |
1.1874 |
|
| R1 |
1.1933 |
1.1933 |
1.1860 |
1.1902 |
| PP |
1.1871 |
1.1871 |
1.1871 |
1.1856 |
| S1 |
1.1785 |
1.1785 |
1.1833 |
1.1755 |
| S2 |
1.1724 |
1.1724 |
1.1819 |
|
| S3 |
1.1576 |
1.1638 |
1.1806 |
|
| S4 |
1.1429 |
1.1490 |
1.1765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1958 |
1.1810 |
0.0148 |
1.2% |
0.0056 |
0.5% |
25% |
False |
True |
37,639 |
| 10 |
1.2044 |
1.1810 |
0.0234 |
2.0% |
0.0071 |
0.6% |
16% |
False |
True |
21,494 |
| 20 |
1.2044 |
1.1715 |
0.0329 |
2.8% |
0.0072 |
0.6% |
40% |
False |
False |
11,628 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0069 |
0.6% |
50% |
False |
False |
6,154 |
| 60 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0070 |
0.6% |
40% |
False |
False |
4,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2052 |
|
2.618 |
1.1976 |
|
1.618 |
1.1930 |
|
1.000 |
1.1902 |
|
0.618 |
1.1884 |
|
HIGH |
1.1856 |
|
0.618 |
1.1838 |
|
0.500 |
1.1833 |
|
0.382 |
1.1828 |
|
LOW |
1.1810 |
|
0.618 |
1.1782 |
|
1.000 |
1.1764 |
|
1.618 |
1.1736 |
|
2.618 |
1.1690 |
|
4.250 |
1.1615 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1842 |
1.1869 |
| PP |
1.1838 |
1.1861 |
| S1 |
1.1833 |
1.1854 |
|