CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1678 |
1.1686 |
0.0008 |
0.1% |
1.1640 |
| High |
1.1697 |
1.1826 |
0.0129 |
1.1% |
1.1700 |
| Low |
1.1659 |
1.1683 |
0.0024 |
0.2% |
1.1579 |
| Close |
1.1689 |
1.1815 |
0.0126 |
1.1% |
1.1687 |
| Range |
0.0039 |
0.0144 |
0.0105 |
272.7% |
0.0122 |
| ATR |
0.0068 |
0.0073 |
0.0005 |
7.9% |
0.0000 |
| Volume |
136,647 |
291,584 |
154,937 |
113.4% |
952,627 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2154 |
1.1894 |
|
| R3 |
1.2062 |
1.2010 |
1.1854 |
|
| R2 |
1.1918 |
1.1918 |
1.1841 |
|
| R1 |
1.1867 |
1.1867 |
1.1828 |
1.1892 |
| PP |
1.1775 |
1.1775 |
1.1775 |
1.1787 |
| S1 |
1.1723 |
1.1723 |
1.1802 |
1.1749 |
| S2 |
1.1631 |
1.1631 |
1.1789 |
|
| S3 |
1.1488 |
1.1580 |
1.1776 |
|
| S4 |
1.1344 |
1.1436 |
1.1736 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2020 |
1.1975 |
1.1754 |
|
| R3 |
1.1898 |
1.1853 |
1.1720 |
|
| R2 |
1.1777 |
1.1777 |
1.1709 |
|
| R1 |
1.1732 |
1.1732 |
1.1698 |
1.1754 |
| PP |
1.1655 |
1.1655 |
1.1655 |
1.1666 |
| S1 |
1.1610 |
1.1610 |
1.1676 |
1.1633 |
| S2 |
1.1534 |
1.1534 |
1.1665 |
|
| S3 |
1.1412 |
1.1489 |
1.1654 |
|
| S4 |
1.1291 |
1.1367 |
1.1620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1826 |
1.1603 |
0.0223 |
1.9% |
0.0068 |
0.6% |
95% |
True |
False |
201,023 |
| 10 |
1.1826 |
1.1579 |
0.0248 |
2.1% |
0.0067 |
0.6% |
96% |
True |
False |
201,838 |
| 20 |
1.1895 |
1.1579 |
0.0316 |
2.7% |
0.0074 |
0.6% |
75% |
False |
False |
215,469 |
| 40 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0076 |
0.6% |
46% |
False |
False |
212,851 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0080 |
0.7% |
41% |
False |
False |
165,271 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0084 |
0.7% |
41% |
False |
False |
124,377 |
| 100 |
1.2155 |
1.1279 |
0.0876 |
7.4% |
0.0083 |
0.7% |
61% |
False |
False |
99,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2436 |
|
2.618 |
1.2202 |
|
1.618 |
1.2058 |
|
1.000 |
1.1970 |
|
0.618 |
1.1915 |
|
HIGH |
1.1826 |
|
0.618 |
1.1771 |
|
0.500 |
1.1754 |
|
0.382 |
1.1737 |
|
LOW |
1.1683 |
|
0.618 |
1.1594 |
|
1.000 |
1.1539 |
|
1.618 |
1.1450 |
|
2.618 |
1.1307 |
|
4.250 |
1.1073 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1795 |
1.1788 |
| PP |
1.1775 |
1.1762 |
| S1 |
1.1754 |
1.1735 |
|