CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1633 |
1.1680 |
0.0047 |
0.4% |
1.1808 |
| High |
1.1689 |
1.1692 |
0.0003 |
0.0% |
1.1869 |
| Low |
1.1624 |
1.1652 |
0.0028 |
0.2% |
1.1604 |
| Close |
1.1669 |
1.1681 |
0.0012 |
0.1% |
1.1629 |
| Range |
0.0065 |
0.0040 |
-0.0025 |
-38.0% |
0.0265 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
210,053 |
175,146 |
-34,907 |
-16.6% |
1,282,933 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1795 |
1.1778 |
1.1703 |
|
| R3 |
1.1755 |
1.1738 |
1.1692 |
|
| R2 |
1.1715 |
1.1715 |
1.1688 |
|
| R1 |
1.1698 |
1.1698 |
1.1685 |
1.1706 |
| PP |
1.1675 |
1.1675 |
1.1675 |
1.1679 |
| S1 |
1.1658 |
1.1658 |
1.1677 |
1.1666 |
| S2 |
1.1635 |
1.1635 |
1.1674 |
|
| S3 |
1.1595 |
1.1618 |
1.1670 |
|
| S4 |
1.1555 |
1.1578 |
1.1659 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2494 |
1.2326 |
1.1774 |
|
| R3 |
1.2230 |
1.2062 |
1.1702 |
|
| R2 |
1.1965 |
1.1965 |
1.1677 |
|
| R1 |
1.1797 |
1.1797 |
1.1653 |
1.1749 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1676 |
| S1 |
1.1533 |
1.1533 |
1.1605 |
1.1484 |
| S2 |
1.1436 |
1.1436 |
1.1581 |
|
| S3 |
1.1172 |
1.1268 |
1.1556 |
|
| S4 |
1.0907 |
1.1004 |
1.1484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1869 |
1.1604 |
0.0265 |
2.3% |
0.0090 |
0.8% |
29% |
False |
False |
263,317 |
| 10 |
1.1895 |
1.1604 |
0.0291 |
2.5% |
0.0081 |
0.7% |
27% |
False |
False |
229,099 |
| 20 |
1.1921 |
1.1604 |
0.0317 |
2.7% |
0.0072 |
0.6% |
24% |
False |
False |
210,187 |
| 40 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0080 |
0.7% |
14% |
False |
False |
196,283 |
| 60 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0084 |
0.7% |
14% |
False |
False |
131,966 |
| 80 |
1.2155 |
1.1465 |
0.0690 |
5.9% |
0.0086 |
0.7% |
31% |
False |
False |
99,284 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0082 |
0.7% |
49% |
False |
False |
79,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1862 |
|
2.618 |
1.1796 |
|
1.618 |
1.1756 |
|
1.000 |
1.1732 |
|
0.618 |
1.1716 |
|
HIGH |
1.1692 |
|
0.618 |
1.1676 |
|
0.500 |
1.1672 |
|
0.382 |
1.1667 |
|
LOW |
1.1652 |
|
0.618 |
1.1627 |
|
1.000 |
1.1612 |
|
1.618 |
1.1587 |
|
2.618 |
1.1547 |
|
4.250 |
1.1482 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1678 |
1.1670 |
| PP |
1.1675 |
1.1659 |
| S1 |
1.1672 |
1.1648 |
|