CME Euro FX (E) Future March 2018
| 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 |
1.1905 |
1.1850 |
-0.0055 |
-0.5% |
1.1849 |
| High |
1.1946 |
1.1901 |
-0.0045 |
-0.4% |
1.1946 |
| Low |
1.1854 |
1.1836 |
-0.0018 |
-0.2% |
1.1797 |
| Close |
1.1875 |
1.1845 |
-0.0030 |
-0.3% |
1.1845 |
| Range |
0.0093 |
0.0066 |
-0.0027 |
-29.2% |
0.0149 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
211,958 |
288,522 |
76,564 |
36.1% |
981,751 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.2017 |
1.1881 |
|
| R3 |
1.1992 |
1.1951 |
1.1863 |
|
| R2 |
1.1926 |
1.1926 |
1.1857 |
|
| R1 |
1.1886 |
1.1886 |
1.1851 |
1.1873 |
| PP |
1.1861 |
1.1861 |
1.1861 |
1.1854 |
| S1 |
1.1820 |
1.1820 |
1.1839 |
1.1808 |
| S2 |
1.1795 |
1.1795 |
1.1833 |
|
| S3 |
1.1730 |
1.1755 |
1.1827 |
|
| S4 |
1.1664 |
1.1689 |
1.1809 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2310 |
1.2226 |
1.1927 |
|
| R3 |
1.2161 |
1.2077 |
1.1886 |
|
| R2 |
1.2012 |
1.2012 |
1.1872 |
|
| R1 |
1.1928 |
1.1928 |
1.1859 |
1.1896 |
| PP |
1.1863 |
1.1863 |
1.1863 |
1.1846 |
| S1 |
1.1779 |
1.1779 |
1.1831 |
1.1747 |
| S2 |
1.1714 |
1.1714 |
1.1818 |
|
| S3 |
1.1565 |
1.1630 |
1.1804 |
|
| S4 |
1.1416 |
1.1481 |
1.1763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1946 |
1.1797 |
0.0149 |
1.3% |
0.0076 |
0.6% |
32% |
False |
False |
196,350 |
| 10 |
1.1958 |
1.1797 |
0.0161 |
1.4% |
0.0066 |
0.6% |
30% |
False |
False |
116,995 |
| 20 |
1.2044 |
1.1797 |
0.0247 |
2.1% |
0.0074 |
0.6% |
19% |
False |
False |
60,340 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0070 |
0.6% |
50% |
False |
False |
30,641 |
| 60 |
1.2124 |
1.1649 |
0.0476 |
4.0% |
0.0070 |
0.6% |
41% |
False |
False |
20,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2179 |
|
2.618 |
1.2072 |
|
1.618 |
1.2007 |
|
1.000 |
1.1967 |
|
0.618 |
1.1941 |
|
HIGH |
1.1901 |
|
0.618 |
1.1876 |
|
0.500 |
1.1868 |
|
0.382 |
1.1861 |
|
LOW |
1.1836 |
|
0.618 |
1.1795 |
|
1.000 |
1.1770 |
|
1.618 |
1.1730 |
|
2.618 |
1.1664 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1868 |
1.1878 |
| PP |
1.1861 |
1.1867 |
| S1 |
1.1853 |
1.1856 |
|