CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1752 |
1.1834 |
0.0082 |
0.7% |
1.1787 |
| High |
1.1844 |
1.1959 |
0.0116 |
1.0% |
1.1959 |
| Low |
1.1749 |
1.1828 |
0.0079 |
0.7% |
1.1728 |
| Close |
1.1840 |
1.1942 |
0.0102 |
0.9% |
1.1942 |
| Range |
0.0095 |
0.0132 |
0.0037 |
39.2% |
0.0231 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
6.0% |
0.0000 |
| Volume |
192,218 |
263,437 |
71,219 |
37.1% |
867,959 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2304 |
1.2255 |
1.2014 |
|
| R3 |
1.2173 |
1.2123 |
1.1978 |
|
| R2 |
1.2041 |
1.2041 |
1.1966 |
|
| R1 |
1.1992 |
1.1992 |
1.1954 |
1.2016 |
| PP |
1.1910 |
1.1910 |
1.1910 |
1.1922 |
| S1 |
1.1860 |
1.1860 |
1.1930 |
1.1885 |
| S2 |
1.1778 |
1.1778 |
1.1918 |
|
| S3 |
1.1647 |
1.1729 |
1.1906 |
|
| S4 |
1.1515 |
1.1597 |
1.1870 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2569 |
1.2487 |
1.2069 |
|
| R3 |
1.2338 |
1.2256 |
1.2006 |
|
| R2 |
1.2107 |
1.2107 |
1.1984 |
|
| R1 |
1.2025 |
1.2025 |
1.1963 |
1.2066 |
| PP |
1.1876 |
1.1876 |
1.1876 |
1.1897 |
| S1 |
1.1794 |
1.1794 |
1.1921 |
1.1835 |
| S2 |
1.1645 |
1.1645 |
1.1900 |
|
| S3 |
1.1414 |
1.1563 |
1.1878 |
|
| S4 |
1.1183 |
1.1332 |
1.1815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1959 |
1.1728 |
0.0231 |
1.9% |
0.0083 |
0.7% |
93% |
True |
False |
212,947 |
| 10 |
1.1959 |
1.1645 |
0.0315 |
2.6% |
0.0077 |
0.6% |
95% |
True |
False |
214,686 |
| 20 |
1.1959 |
1.1579 |
0.0381 |
3.2% |
0.0070 |
0.6% |
96% |
True |
False |
213,402 |
| 40 |
1.1959 |
1.1579 |
0.0381 |
3.2% |
0.0072 |
0.6% |
96% |
True |
False |
208,957 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.8% |
0.0078 |
0.7% |
63% |
False |
False |
190,446 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.8% |
0.0081 |
0.7% |
63% |
False |
False |
143,416 |
| 100 |
1.2155 |
1.1429 |
0.0726 |
6.1% |
0.0083 |
0.7% |
71% |
False |
False |
114,969 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0080 |
0.7% |
77% |
False |
False |
95,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2518 |
|
2.618 |
1.2303 |
|
1.618 |
1.2172 |
|
1.000 |
1.2091 |
|
0.618 |
1.2040 |
|
HIGH |
1.1959 |
|
0.618 |
1.1909 |
|
0.500 |
1.1893 |
|
0.382 |
1.1878 |
|
LOW |
1.1828 |
|
0.618 |
1.1746 |
|
1.000 |
1.1696 |
|
1.618 |
1.1615 |
|
2.618 |
1.1483 |
|
4.250 |
1.1269 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1926 |
1.1909 |
| PP |
1.1910 |
1.1876 |
| S1 |
1.1893 |
1.1844 |
|