CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1861 |
1.1901 |
0.0040 |
0.3% |
1.1948 |
| High |
1.1942 |
1.1950 |
0.0008 |
0.1% |
1.1975 |
| Low |
1.1819 |
1.1860 |
0.0042 |
0.4% |
1.1819 |
| Close |
1.1908 |
1.1903 |
-0.0005 |
0.0% |
1.1903 |
| Range |
0.0124 |
0.0090 |
-0.0034 |
-27.1% |
0.0157 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.0% |
0.0000 |
| Volume |
271,925 |
289,430 |
17,505 |
6.4% |
1,183,149 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2174 |
1.2129 |
1.1953 |
|
| R3 |
1.2084 |
1.2039 |
1.1928 |
|
| R2 |
1.1994 |
1.1994 |
1.1920 |
|
| R1 |
1.1949 |
1.1949 |
1.1911 |
1.1972 |
| PP |
1.1904 |
1.1904 |
1.1904 |
1.1916 |
| S1 |
1.1859 |
1.1859 |
1.1895 |
1.1882 |
| S2 |
1.1814 |
1.1814 |
1.1887 |
|
| S3 |
1.1724 |
1.1769 |
1.1878 |
|
| S4 |
1.1634 |
1.1679 |
1.1854 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2368 |
1.2292 |
1.1989 |
|
| R3 |
1.2212 |
1.2136 |
1.1946 |
|
| R2 |
1.2055 |
1.2055 |
1.1932 |
|
| R1 |
1.1979 |
1.1979 |
1.1917 |
1.1939 |
| PP |
1.1899 |
1.1899 |
1.1899 |
1.1879 |
| S1 |
1.1823 |
1.1823 |
1.1889 |
1.1783 |
| S2 |
1.1742 |
1.1742 |
1.1874 |
|
| S3 |
1.1586 |
1.1666 |
1.1860 |
|
| S4 |
1.1429 |
1.1510 |
1.1817 |
|
|
| 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% |
0.0088 |
0.7% |
54% |
False |
False |
236,629 |
| 10 |
1.1975 |
1.1728 |
0.0247 |
2.1% |
0.0085 |
0.7% |
71% |
False |
False |
224,788 |
| 20 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0076 |
0.6% |
82% |
False |
False |
216,428 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0074 |
0.6% |
82% |
False |
False |
214,041 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.8% |
0.0077 |
0.6% |
56% |
False |
False |
208,613 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.8% |
0.0081 |
0.7% |
56% |
False |
False |
158,113 |
| 100 |
1.2155 |
1.1465 |
0.0690 |
5.8% |
0.0083 |
0.7% |
64% |
False |
False |
126,753 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0082 |
0.7% |
73% |
False |
False |
105,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2333 |
|
2.618 |
1.2186 |
|
1.618 |
1.2096 |
|
1.000 |
1.2040 |
|
0.618 |
1.2006 |
|
HIGH |
1.1950 |
|
0.618 |
1.1916 |
|
0.500 |
1.1905 |
|
0.382 |
1.1894 |
|
LOW |
1.1860 |
|
0.618 |
1.1804 |
|
1.000 |
1.1770 |
|
1.618 |
1.1714 |
|
2.618 |
1.1624 |
|
4.250 |
1.1478 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1905 |
1.1897 |
| PP |
1.1904 |
1.1891 |
| S1 |
1.1904 |
1.1884 |
|