CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 06-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1684 |
1.1640 |
-0.0045 |
-0.4% |
1.1633 |
| High |
1.1723 |
1.1650 |
-0.0073 |
-0.6% |
1.1723 |
| Low |
1.1625 |
1.1606 |
-0.0020 |
-0.2% |
1.1624 |
| Close |
1.1634 |
1.1633 |
-0.0002 |
0.0% |
1.1634 |
| Range |
0.0098 |
0.0044 |
-0.0054 |
-54.9% |
0.0099 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
231,121 |
172,355 |
-58,766 |
-25.4% |
1,022,727 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1741 |
1.1657 |
|
| R3 |
1.1717 |
1.1697 |
1.1645 |
|
| R2 |
1.1673 |
1.1673 |
1.1641 |
|
| R1 |
1.1653 |
1.1653 |
1.1637 |
1.1641 |
| PP |
1.1629 |
1.1629 |
1.1629 |
1.1623 |
| S1 |
1.1609 |
1.1609 |
1.1628 |
1.1597 |
| S2 |
1.1585 |
1.1585 |
1.1624 |
|
| S3 |
1.1541 |
1.1565 |
1.1620 |
|
| S4 |
1.1497 |
1.1521 |
1.1608 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1956 |
1.1893 |
1.1688 |
|
| R3 |
1.1857 |
1.1795 |
1.1661 |
|
| R2 |
1.1759 |
1.1759 |
1.1652 |
|
| R1 |
1.1696 |
1.1696 |
1.1643 |
1.1728 |
| PP |
1.1660 |
1.1660 |
1.1660 |
1.1676 |
| S1 |
1.1598 |
1.1598 |
1.1625 |
1.1629 |
| S2 |
1.1562 |
1.1562 |
1.1616 |
|
| S3 |
1.1463 |
1.1499 |
1.1607 |
|
| S4 |
1.1365 |
1.1401 |
1.1580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1723 |
1.1606 |
0.0117 |
1.0% |
0.0061 |
0.5% |
23% |
False |
True |
197,005 |
| 10 |
1.1869 |
1.1604 |
0.0265 |
2.3% |
0.0077 |
0.7% |
11% |
False |
False |
230,284 |
| 20 |
1.1921 |
1.1604 |
0.0317 |
2.7% |
0.0073 |
0.6% |
9% |
False |
False |
214,396 |
| 40 |
1.2093 |
1.1604 |
0.0489 |
4.2% |
0.0077 |
0.7% |
6% |
False |
False |
211,487 |
| 60 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0083 |
0.7% |
5% |
False |
False |
145,341 |
| 80 |
1.2155 |
1.1529 |
0.0626 |
5.4% |
0.0085 |
0.7% |
17% |
False |
False |
109,352 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
8.0% |
0.0082 |
0.7% |
44% |
False |
False |
87,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1837 |
|
2.618 |
1.1765 |
|
1.618 |
1.1721 |
|
1.000 |
1.1694 |
|
0.618 |
1.1677 |
|
HIGH |
1.1650 |
|
0.618 |
1.1633 |
|
0.500 |
1.1628 |
|
0.382 |
1.1622 |
|
LOW |
1.1606 |
|
0.618 |
1.1578 |
|
1.000 |
1.1562 |
|
1.618 |
1.1534 |
|
2.618 |
1.1490 |
|
4.250 |
1.1419 |
|
|
| Fisher Pivots for day following 06-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1631 |
1.1664 |
| PP |
1.1629 |
1.1654 |
| S1 |
1.1628 |
1.1643 |
|