CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 21-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1916 |
1.1947 |
0.0031 |
0.3% |
1.1849 |
| High |
1.1976 |
1.1964 |
-0.0013 |
-0.1% |
1.1946 |
| Low |
1.1905 |
1.1925 |
0.0020 |
0.2% |
1.1797 |
| Close |
1.1954 |
1.1948 |
-0.0006 |
0.0% |
1.1845 |
| Range |
0.0071 |
0.0039 |
-0.0032 |
-45.1% |
0.0149 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
203,027 |
158,705 |
-44,322 |
-21.8% |
981,751 |
|
| Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2062 |
1.2044 |
1.1969 |
|
| R3 |
1.2023 |
1.2005 |
1.1959 |
|
| R2 |
1.1984 |
1.1984 |
1.1955 |
|
| R1 |
1.1966 |
1.1966 |
1.1952 |
1.1975 |
| PP |
1.1945 |
1.1945 |
1.1945 |
1.1950 |
| S1 |
1.1927 |
1.1927 |
1.1944 |
1.1936 |
| S2 |
1.1906 |
1.1906 |
1.1941 |
|
| S3 |
1.1867 |
1.1888 |
1.1937 |
|
| S4 |
1.1828 |
1.1849 |
1.1927 |
|
|
| 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% |
0.0066 |
0.6% |
81% |
False |
False |
208,009 |
| 10 |
1.1976 |
1.1797 |
0.0179 |
1.5% |
0.0069 |
0.6% |
84% |
False |
False |
180,423 |
| 20 |
1.2044 |
1.1797 |
0.0247 |
2.1% |
0.0074 |
0.6% |
61% |
False |
False |
97,533 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0071 |
0.6% |
76% |
False |
False |
49,384 |
| 60 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0068 |
0.6% |
76% |
False |
False |
33,062 |
| 80 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0073 |
0.6% |
53% |
False |
False |
24,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2129 |
|
2.618 |
1.2066 |
|
1.618 |
1.2027 |
|
1.000 |
1.2003 |
|
0.618 |
1.1988 |
|
HIGH |
1.1964 |
|
0.618 |
1.1949 |
|
0.500 |
1.1944 |
|
0.382 |
1.1939 |
|
LOW |
1.1925 |
|
0.618 |
1.1900 |
|
1.000 |
1.1886 |
|
1.618 |
1.1861 |
|
2.618 |
1.1822 |
|
4.250 |
1.1759 |
|
|
| Fisher Pivots for day following 21-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1947 |
1.1938 |
| PP |
1.1945 |
1.1928 |
| S1 |
1.1944 |
1.1918 |
|