CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1686 |
1.1817 |
0.0131 |
1.1% |
1.1640 |
| High |
1.1826 |
1.1882 |
0.0056 |
0.5% |
1.1700 |
| Low |
1.1683 |
1.1806 |
0.0123 |
1.1% |
1.1579 |
| Close |
1.1815 |
1.1813 |
-0.0002 |
0.0% |
1.1687 |
| Range |
0.0144 |
0.0076 |
-0.0068 |
-47.0% |
0.0122 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.3% |
0.0000 |
| Volume |
291,584 |
289,868 |
-1,716 |
-0.6% |
952,627 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2061 |
1.2013 |
1.1855 |
|
| R3 |
1.1985 |
1.1937 |
1.1834 |
|
| R2 |
1.1909 |
1.1909 |
1.1827 |
|
| R1 |
1.1861 |
1.1861 |
1.1820 |
1.1847 |
| PP |
1.1833 |
1.1833 |
1.1833 |
1.1826 |
| S1 |
1.1785 |
1.1785 |
1.1806 |
1.1771 |
| S2 |
1.1757 |
1.1757 |
1.1799 |
|
| S3 |
1.1681 |
1.1709 |
1.1792 |
|
| S4 |
1.1605 |
1.1633 |
1.1771 |
|
|
| 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 |
1.1882 |
1.1609 |
0.0273 |
2.3% |
0.0077 |
0.6% |
75% |
True |
False |
229,059 |
| 10 |
1.1882 |
1.1579 |
0.0303 |
2.6% |
0.0069 |
0.6% |
77% |
True |
False |
212,281 |
| 20 |
1.1895 |
1.1579 |
0.0316 |
2.7% |
0.0074 |
0.6% |
74% |
False |
False |
220,432 |
| 40 |
1.2060 |
1.1579 |
0.0481 |
4.1% |
0.0074 |
0.6% |
49% |
False |
False |
213,457 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0080 |
0.7% |
41% |
False |
False |
170,076 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0084 |
0.7% |
41% |
False |
False |
127,985 |
| 100 |
1.2155 |
1.1286 |
0.0869 |
7.4% |
0.0083 |
0.7% |
61% |
False |
False |
102,603 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0080 |
0.7% |
63% |
False |
False |
85,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2205 |
|
2.618 |
1.2080 |
|
1.618 |
1.2004 |
|
1.000 |
1.1958 |
|
0.618 |
1.1928 |
|
HIGH |
1.1882 |
|
0.618 |
1.1852 |
|
0.500 |
1.1844 |
|
0.382 |
1.1835 |
|
LOW |
1.1806 |
|
0.618 |
1.1759 |
|
1.000 |
1.1730 |
|
1.618 |
1.1683 |
|
2.618 |
1.1607 |
|
4.250 |
1.1483 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1844 |
1.1799 |
| PP |
1.1833 |
1.1784 |
| S1 |
1.1823 |
1.1770 |
|