CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1916 |
0.0051 |
0.4% |
1.1849 |
| High |
1.1926 |
1.1976 |
0.0051 |
0.4% |
1.1946 |
| Low |
1.1859 |
1.1905 |
0.0046 |
0.4% |
1.1797 |
| Close |
1.1922 |
1.1954 |
0.0032 |
0.3% |
1.1845 |
| Range |
0.0067 |
0.0071 |
0.0005 |
6.8% |
0.0149 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
204,801 |
203,027 |
-1,774 |
-0.9% |
981,751 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2158 |
1.2127 |
1.1993 |
|
| R3 |
1.2087 |
1.2056 |
1.1973 |
|
| R2 |
1.2016 |
1.2016 |
1.1967 |
|
| R1 |
1.1985 |
1.1985 |
1.1960 |
1.2000 |
| PP |
1.1945 |
1.1945 |
1.1945 |
1.1953 |
| S1 |
1.1914 |
1.1914 |
1.1947 |
1.1929 |
| S2 |
1.1874 |
1.1874 |
1.1940 |
|
| S3 |
1.1803 |
1.1843 |
1.1934 |
|
| S4 |
1.1732 |
1.1772 |
1.1914 |
|
|
| 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 |
1.1976 |
1.1829 |
0.0147 |
1.2% |
0.0077 |
0.6% |
85% |
True |
False |
218,660 |
| 10 |
1.1976 |
1.1797 |
0.0179 |
1.5% |
0.0070 |
0.6% |
87% |
True |
False |
170,020 |
| 20 |
1.2044 |
1.1797 |
0.0247 |
2.1% |
0.0077 |
0.6% |
63% |
False |
False |
89,754 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0071 |
0.6% |
77% |
False |
False |
45,431 |
| 60 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0069 |
0.6% |
77% |
False |
False |
30,423 |
| 80 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0074 |
0.6% |
54% |
False |
False |
22,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2278 |
|
2.618 |
1.2162 |
|
1.618 |
1.2091 |
|
1.000 |
1.2047 |
|
0.618 |
1.2020 |
|
HIGH |
1.1976 |
|
0.618 |
1.1949 |
|
0.500 |
1.1941 |
|
0.382 |
1.1932 |
|
LOW |
1.1905 |
|
0.618 |
1.1861 |
|
1.000 |
1.1834 |
|
1.618 |
1.1790 |
|
2.618 |
1.1719 |
|
4.250 |
1.1603 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1949 |
1.1937 |
| PP |
1.1945 |
1.1920 |
| S1 |
1.1941 |
1.1903 |
|