CME Euro FX (E) Future March 2018
| 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 |
1.1849 |
1.1817 |
-0.0032 |
-0.3% |
1.1950 |
| High |
1.1871 |
1.1913 |
0.0042 |
0.3% |
1.1958 |
| Low |
1.1797 |
1.1811 |
0.0014 |
0.1% |
1.1810 |
| Close |
1.1818 |
1.1902 |
0.0084 |
0.7% |
1.1847 |
| Range |
0.0074 |
0.0102 |
0.0028 |
37.8% |
0.0148 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.4% |
0.0000 |
| Volume |
158,612 |
241,076 |
82,464 |
52.0% |
188,199 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2181 |
1.2143 |
1.1958 |
|
| R3 |
1.2079 |
1.2041 |
1.1930 |
|
| R2 |
1.1977 |
1.1977 |
1.1920 |
|
| R1 |
1.1939 |
1.1939 |
1.1911 |
1.1958 |
| PP |
1.1875 |
1.1875 |
1.1875 |
1.1884 |
| S1 |
1.1837 |
1.1837 |
1.1892 |
1.1856 |
| S2 |
1.1773 |
1.1773 |
1.1883 |
|
| S3 |
1.1671 |
1.1735 |
1.1873 |
|
| S4 |
1.1569 |
1.1633 |
1.1845 |
|
|
| 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 |
1.1913 |
1.1797 |
0.0116 |
1.0% |
0.0063 |
0.5% |
90% |
True |
False |
121,381 |
| 10 |
1.2018 |
1.1797 |
0.0221 |
1.9% |
0.0071 |
0.6% |
47% |
False |
False |
68,306 |
| 20 |
1.2044 |
1.1797 |
0.0247 |
2.1% |
0.0072 |
0.6% |
42% |
False |
False |
35,507 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0070 |
0.6% |
64% |
False |
False |
18,145 |
| 60 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0071 |
0.6% |
50% |
False |
False |
12,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2346 |
|
2.618 |
1.2180 |
|
1.618 |
1.2078 |
|
1.000 |
1.2015 |
|
0.618 |
1.1976 |
|
HIGH |
1.1913 |
|
0.618 |
1.1874 |
|
0.500 |
1.1862 |
|
0.382 |
1.1849 |
|
LOW |
1.1811 |
|
0.618 |
1.1747 |
|
1.000 |
1.1709 |
|
1.618 |
1.1645 |
|
2.618 |
1.1543 |
|
4.250 |
1.1377 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1888 |
1.1886 |
| PP |
1.1875 |
1.1870 |
| S1 |
1.1862 |
1.1855 |
|