CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 01-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1680 |
1.1676 |
-0.0004 |
0.0% |
1.1808 |
| High |
1.1692 |
1.1686 |
-0.0006 |
0.0% |
1.1869 |
| Low |
1.1652 |
1.1635 |
-0.0017 |
-0.1% |
1.1604 |
| Close |
1.1681 |
1.1647 |
-0.0034 |
-0.3% |
1.1629 |
| Range |
0.0040 |
0.0051 |
0.0011 |
27.5% |
0.0265 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
175,146 |
185,442 |
10,296 |
5.9% |
1,282,933 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1809 |
1.1779 |
1.1675 |
|
| R3 |
1.1758 |
1.1728 |
1.1661 |
|
| R2 |
1.1707 |
1.1707 |
1.1656 |
|
| R1 |
1.1677 |
1.1677 |
1.1652 |
1.1667 |
| PP |
1.1656 |
1.1656 |
1.1656 |
1.1651 |
| S1 |
1.1626 |
1.1626 |
1.1642 |
1.1616 |
| S2 |
1.1605 |
1.1605 |
1.1638 |
|
| S3 |
1.1554 |
1.1575 |
1.1633 |
|
| S4 |
1.1503 |
1.1524 |
1.1619 |
|
|
| 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% |
0.0087 |
0.7% |
16% |
False |
False |
258,611 |
| 10 |
1.1895 |
1.1604 |
0.0291 |
2.5% |
0.0079 |
0.7% |
15% |
False |
False |
228,583 |
| 20 |
1.1921 |
1.1604 |
0.0317 |
2.7% |
0.0072 |
0.6% |
14% |
False |
False |
210,522 |
| 40 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0080 |
0.7% |
8% |
False |
False |
200,671 |
| 60 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0083 |
0.7% |
8% |
False |
False |
135,039 |
| 80 |
1.2155 |
1.1465 |
0.0690 |
5.9% |
0.0086 |
0.7% |
26% |
False |
False |
101,583 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
8.0% |
0.0082 |
0.7% |
45% |
False |
False |
81,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1903 |
|
2.618 |
1.1820 |
|
1.618 |
1.1769 |
|
1.000 |
1.1737 |
|
0.618 |
1.1718 |
|
HIGH |
1.1686 |
|
0.618 |
1.1667 |
|
0.500 |
1.1661 |
|
0.382 |
1.1654 |
|
LOW |
1.1635 |
|
0.618 |
1.1603 |
|
1.000 |
1.1584 |
|
1.618 |
1.1552 |
|
2.618 |
1.1501 |
|
4.250 |
1.1418 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1661 |
1.1658 |
| PP |
1.1656 |
1.1654 |
| S1 |
1.1652 |
1.1651 |
|