CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 08-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1636 |
1.1616 |
-0.0020 |
-0.2% |
1.1633 |
| High |
1.1641 |
1.1636 |
-0.0005 |
0.0% |
1.1723 |
| Low |
1.1579 |
1.1603 |
0.0025 |
0.2% |
1.1624 |
| Close |
1.1612 |
1.1620 |
0.0008 |
0.1% |
1.1634 |
| Range |
0.0062 |
0.0033 |
-0.0030 |
-47.6% |
0.0099 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
203,388 |
149,685 |
-53,703 |
-26.4% |
1,022,727 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1717 |
1.1701 |
1.1637 |
|
| R3 |
1.1684 |
1.1668 |
1.1628 |
|
| R2 |
1.1652 |
1.1652 |
1.1625 |
|
| R1 |
1.1636 |
1.1636 |
1.1622 |
1.1644 |
| PP |
1.1619 |
1.1619 |
1.1619 |
1.1623 |
| S1 |
1.1603 |
1.1603 |
1.1617 |
1.1611 |
| S2 |
1.1587 |
1.1587 |
1.1614 |
|
| S3 |
1.1554 |
1.1571 |
1.1611 |
|
| S4 |
1.1522 |
1.1538 |
1.1602 |
|
|
| 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 |
1.1579 |
0.0144 |
1.2% |
0.0062 |
0.5% |
28% |
False |
False |
195,502 |
| 10 |
1.1869 |
1.1579 |
0.0290 |
2.5% |
0.0075 |
0.6% |
14% |
False |
False |
227,057 |
| 20 |
1.1921 |
1.1579 |
0.0343 |
2.9% |
0.0070 |
0.6% |
12% |
False |
False |
209,045 |
| 40 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0075 |
0.6% |
8% |
False |
False |
211,994 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
5.0% |
0.0081 |
0.7% |
7% |
False |
False |
151,182 |
| 80 |
1.2155 |
1.1572 |
0.0583 |
5.0% |
0.0084 |
0.7% |
8% |
False |
False |
113,731 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
8.0% |
0.0082 |
0.7% |
42% |
False |
False |
91,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1774 |
|
2.618 |
1.1721 |
|
1.618 |
1.1688 |
|
1.000 |
1.1668 |
|
0.618 |
1.1656 |
|
HIGH |
1.1636 |
|
0.618 |
1.1623 |
|
0.500 |
1.1619 |
|
0.382 |
1.1615 |
|
LOW |
1.1603 |
|
0.618 |
1.1583 |
|
1.000 |
1.1571 |
|
1.618 |
1.1550 |
|
2.618 |
1.1518 |
|
4.250 |
1.1465 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1619 |
1.1618 |
| PP |
1.1619 |
1.1616 |
| S1 |
1.1619 |
1.1614 |
|