CME Euro FX (E) Future March 2018
| 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 |
1.1850 |
1.1835 |
-0.0016 |
-0.1% |
1.1849 |
| High |
1.1901 |
1.1919 |
0.0018 |
0.2% |
1.1946 |
| Low |
1.1836 |
1.1829 |
-0.0007 |
-0.1% |
1.1797 |
| Close |
1.1845 |
1.1868 |
0.0023 |
0.2% |
1.1845 |
| Range |
0.0066 |
0.0090 |
0.0025 |
37.4% |
0.0149 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.7% |
0.0000 |
| Volume |
288,522 |
184,992 |
-103,530 |
-35.9% |
981,751 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2142 |
1.2095 |
1.1917 |
|
| R3 |
1.2052 |
1.2005 |
1.1892 |
|
| R2 |
1.1962 |
1.1962 |
1.1884 |
|
| R1 |
1.1915 |
1.1915 |
1.1876 |
1.1938 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1884 |
| S1 |
1.1825 |
1.1825 |
1.1859 |
1.1848 |
| S2 |
1.1782 |
1.1782 |
1.1851 |
|
| S3 |
1.1692 |
1.1735 |
1.1843 |
|
| S4 |
1.1602 |
1.1645 |
1.1818 |
|
|
| 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% |
0.0085 |
0.7% |
47% |
False |
False |
217,032 |
| 10 |
1.1956 |
1.1797 |
0.0159 |
1.3% |
0.0070 |
0.6% |
44% |
False |
False |
134,893 |
| 20 |
1.2044 |
1.1797 |
0.0247 |
2.1% |
0.0076 |
0.6% |
29% |
False |
False |
69,558 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0070 |
0.6% |
55% |
False |
False |
35,257 |
| 60 |
1.2056 |
1.1649 |
0.0407 |
3.4% |
0.0070 |
0.6% |
54% |
False |
False |
23,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2302 |
|
2.618 |
1.2155 |
|
1.618 |
1.2065 |
|
1.000 |
1.2009 |
|
0.618 |
1.1975 |
|
HIGH |
1.1919 |
|
0.618 |
1.1885 |
|
0.500 |
1.1874 |
|
0.382 |
1.1863 |
|
LOW |
1.1829 |
|
0.618 |
1.1773 |
|
1.000 |
1.1739 |
|
1.618 |
1.1683 |
|
2.618 |
1.1593 |
|
4.250 |
1.1447 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1874 |
1.1888 |
| PP |
1.1872 |
1.1881 |
| S1 |
1.1870 |
1.1874 |
|