CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1948 |
1.1913 |
-0.0035 |
-0.3% |
1.1787 |
| High |
1.1975 |
1.1933 |
-0.0042 |
-0.4% |
1.1959 |
| Low |
1.1909 |
1.1840 |
-0.0069 |
-0.6% |
1.1728 |
| Close |
1.1914 |
1.1850 |
-0.0064 |
-0.5% |
1.1942 |
| Range |
0.0066 |
0.0093 |
0.0027 |
40.9% |
0.0231 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.7% |
0.0000 |
| Volume |
198,729 |
224,825 |
26,096 |
13.1% |
867,959 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2153 |
1.2094 |
1.1901 |
|
| R3 |
1.2060 |
1.2001 |
1.1875 |
|
| R2 |
1.1967 |
1.1967 |
1.1867 |
|
| R1 |
1.1908 |
1.1908 |
1.1858 |
1.1891 |
| PP |
1.1874 |
1.1874 |
1.1874 |
1.1866 |
| S1 |
1.1815 |
1.1815 |
1.1841 |
1.1798 |
| S2 |
1.1781 |
1.1781 |
1.1832 |
|
| S3 |
1.1688 |
1.1722 |
1.1824 |
|
| S4 |
1.1595 |
1.1629 |
1.1798 |
|
|
| 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 |
1.1975 |
1.1728 |
0.0247 |
2.1% |
0.0086 |
0.7% |
49% |
False |
False |
212,149 |
| 10 |
1.1975 |
1.1683 |
0.0293 |
2.5% |
0.0084 |
0.7% |
57% |
False |
False |
224,858 |
| 20 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0070 |
0.6% |
68% |
False |
False |
207,526 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0072 |
0.6% |
68% |
False |
False |
209,112 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0077 |
0.6% |
47% |
False |
False |
197,253 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
47% |
False |
False |
148,679 |
| 100 |
1.2155 |
1.1465 |
0.0690 |
5.8% |
0.0083 |
0.7% |
56% |
False |
False |
119,185 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0080 |
0.7% |
67% |
False |
False |
99,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2328 |
|
2.618 |
1.2176 |
|
1.618 |
1.2083 |
|
1.000 |
1.2026 |
|
0.618 |
1.1990 |
|
HIGH |
1.1933 |
|
0.618 |
1.1897 |
|
0.500 |
1.1887 |
|
0.382 |
1.1876 |
|
LOW |
1.1840 |
|
0.618 |
1.1783 |
|
1.000 |
1.1747 |
|
1.618 |
1.1690 |
|
2.618 |
1.1597 |
|
4.250 |
1.1445 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1887 |
1.1901 |
| PP |
1.1874 |
1.1884 |
| S1 |
1.1862 |
1.1867 |
|