CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 17-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1802 |
1.1790 |
-0.0013 |
-0.1% |
1.1678 |
| High |
1.1820 |
1.1840 |
0.0020 |
0.2% |
1.1882 |
| Low |
1.1775 |
1.1783 |
0.0008 |
0.1% |
1.1659 |
| Close |
1.1784 |
1.1815 |
0.0031 |
0.3% |
1.1815 |
| Range |
0.0045 |
0.0057 |
0.0012 |
27.0% |
0.0223 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
178,838 |
196,780 |
17,942 |
10.0% |
1,093,717 |
|
| Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1982 |
1.1955 |
1.1846 |
|
| R3 |
1.1926 |
1.1899 |
1.1831 |
|
| R2 |
1.1869 |
1.1869 |
1.1825 |
|
| R1 |
1.1842 |
1.1842 |
1.1820 |
1.1856 |
| PP |
1.1813 |
1.1813 |
1.1813 |
1.1819 |
| S1 |
1.1786 |
1.1786 |
1.1810 |
1.1799 |
| S2 |
1.1756 |
1.1756 |
1.1805 |
|
| S3 |
1.1700 |
1.1729 |
1.1799 |
|
| S4 |
1.1643 |
1.1673 |
1.1784 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2454 |
1.2358 |
1.1938 |
|
| R3 |
1.2231 |
1.2135 |
1.1876 |
|
| R2 |
1.2008 |
1.2008 |
1.1856 |
|
| R1 |
1.1912 |
1.1912 |
1.1835 |
1.1960 |
| PP |
1.1785 |
1.1785 |
1.1785 |
1.1809 |
| S1 |
1.1689 |
1.1689 |
1.1795 |
1.1737 |
| S2 |
1.1562 |
1.1562 |
1.1774 |
|
| S3 |
1.1339 |
1.1466 |
1.1754 |
|
| S4 |
1.1116 |
1.1243 |
1.1692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1882 |
1.1659 |
0.0223 |
1.9% |
0.0072 |
0.6% |
70% |
False |
False |
218,743 |
| 10 |
1.1882 |
1.1579 |
0.0303 |
2.6% |
0.0062 |
0.5% |
78% |
False |
False |
204,634 |
| 20 |
1.1882 |
1.1579 |
0.0303 |
2.6% |
0.0070 |
0.6% |
78% |
False |
False |
217,600 |
| 40 |
1.1991 |
1.1579 |
0.0413 |
3.5% |
0.0072 |
0.6% |
57% |
False |
False |
212,142 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0080 |
0.7% |
41% |
False |
False |
176,282 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0082 |
0.7% |
41% |
False |
False |
132,640 |
| 100 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0082 |
0.7% |
54% |
False |
False |
106,335 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0079 |
0.7% |
63% |
False |
False |
88,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2080 |
|
2.618 |
1.1987 |
|
1.618 |
1.1931 |
|
1.000 |
1.1896 |
|
0.618 |
1.1874 |
|
HIGH |
1.1840 |
|
0.618 |
1.1818 |
|
0.500 |
1.1811 |
|
0.382 |
1.1805 |
|
LOW |
1.1783 |
|
0.618 |
1.1748 |
|
1.000 |
1.1727 |
|
1.618 |
1.1692 |
|
2.618 |
1.1635 |
|
4.250 |
1.1543 |
|
|
| Fisher Pivots for day following 17-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1814 |
1.1828 |
| PP |
1.1813 |
1.1824 |
| S1 |
1.1811 |
1.1819 |
|