CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1676 |
1.1651 |
-0.0025 |
-0.2% |
1.1808 |
| High |
1.1686 |
1.1715 |
0.0029 |
0.2% |
1.1869 |
| Low |
1.1635 |
1.1640 |
0.0005 |
0.0% |
1.1604 |
| Close |
1.1647 |
1.1688 |
0.0041 |
0.4% |
1.1629 |
| Range |
0.0051 |
0.0075 |
0.0024 |
46.1% |
0.0265 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
185,442 |
220,965 |
35,523 |
19.2% |
1,282,933 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1904 |
1.1871 |
1.1729 |
|
| R3 |
1.1830 |
1.1796 |
1.1708 |
|
| R2 |
1.1755 |
1.1755 |
1.1702 |
|
| R1 |
1.1722 |
1.1722 |
1.1695 |
1.1739 |
| PP |
1.1681 |
1.1681 |
1.1681 |
1.1689 |
| S1 |
1.1647 |
1.1647 |
1.1681 |
1.1664 |
| S2 |
1.1606 |
1.1606 |
1.1674 |
|
| S3 |
1.1532 |
1.1573 |
1.1668 |
|
| S4 |
1.1457 |
1.1498 |
1.1647 |
|
|
| 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 |
1.1715 |
1.1604 |
0.0111 |
0.9% |
0.0062 |
0.5% |
76% |
True |
False |
224,526 |
| 10 |
1.1894 |
1.1604 |
0.0290 |
2.5% |
0.0077 |
0.7% |
29% |
False |
False |
228,228 |
| 20 |
1.1921 |
1.1604 |
0.0317 |
2.7% |
0.0072 |
0.6% |
26% |
False |
False |
211,654 |
| 40 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0078 |
0.7% |
15% |
False |
False |
204,706 |
| 60 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0083 |
0.7% |
15% |
False |
False |
138,674 |
| 80 |
1.2155 |
1.1465 |
0.0690 |
5.9% |
0.0085 |
0.7% |
32% |
False |
False |
104,334 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0083 |
0.7% |
50% |
False |
False |
83,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2031 |
|
2.618 |
1.1910 |
|
1.618 |
1.1835 |
|
1.000 |
1.1789 |
|
0.618 |
1.1761 |
|
HIGH |
1.1715 |
|
0.618 |
1.1686 |
|
0.500 |
1.1677 |
|
0.382 |
1.1668 |
|
LOW |
1.1640 |
|
0.618 |
1.1594 |
|
1.000 |
1.1566 |
|
1.618 |
1.1519 |
|
2.618 |
1.1445 |
|
4.250 |
1.1323 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1684 |
1.1684 |
| PP |
1.1681 |
1.1679 |
| S1 |
1.1677 |
1.1675 |
|