CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1861 |
1.1861 |
0.0001 |
0.0% |
1.1787 |
| High |
1.1896 |
1.1942 |
0.0047 |
0.4% |
1.1959 |
| Low |
1.1829 |
1.1819 |
-0.0011 |
-0.1% |
1.1728 |
| Close |
1.1875 |
1.1908 |
0.0034 |
0.3% |
1.1942 |
| Range |
0.0067 |
0.0124 |
0.0057 |
85.7% |
0.0231 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
4.5% |
0.0000 |
| Volume |
198,240 |
271,925 |
73,685 |
37.2% |
867,959 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2260 |
1.2208 |
1.1976 |
|
| R3 |
1.2137 |
1.2084 |
1.1942 |
|
| R2 |
1.2013 |
1.2013 |
1.1931 |
|
| R1 |
1.1961 |
1.1961 |
1.1919 |
1.1987 |
| PP |
1.1890 |
1.1890 |
1.1890 |
1.1903 |
| S1 |
1.1837 |
1.1837 |
1.1897 |
1.1863 |
| S2 |
1.1766 |
1.1766 |
1.1885 |
|
| S3 |
1.1643 |
1.1714 |
1.1874 |
|
| S4 |
1.1519 |
1.1590 |
1.1840 |
|
|
| 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 |
1.1819 |
0.0157 |
1.3% |
0.0096 |
0.8% |
57% |
False |
True |
231,431 |
| 10 |
1.1975 |
1.1728 |
0.0247 |
2.1% |
0.0081 |
0.7% |
73% |
False |
False |
213,729 |
| 20 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0075 |
0.6% |
83% |
False |
False |
213,005 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0074 |
0.6% |
83% |
False |
False |
211,763 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.8% |
0.0078 |
0.7% |
57% |
False |
False |
204,782 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.8% |
0.0081 |
0.7% |
57% |
False |
False |
154,530 |
| 100 |
1.2155 |
1.1465 |
0.0690 |
5.8% |
0.0083 |
0.7% |
64% |
False |
False |
123,867 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0081 |
0.7% |
73% |
False |
False |
103,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2467 |
|
2.618 |
1.2265 |
|
1.618 |
1.2142 |
|
1.000 |
1.2066 |
|
0.618 |
1.2018 |
|
HIGH |
1.1942 |
|
0.618 |
1.1895 |
|
0.500 |
1.1880 |
|
0.382 |
1.1866 |
|
LOW |
1.1819 |
|
0.618 |
1.1742 |
|
1.000 |
1.1695 |
|
1.618 |
1.1619 |
|
2.618 |
1.1495 |
|
4.250 |
1.1294 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1899 |
1.1899 |
| PP |
1.1890 |
1.1890 |
| S1 |
1.1880 |
1.1880 |
|