CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1901 |
1.1879 |
-0.0022 |
-0.2% |
1.1948 |
| High |
1.1950 |
1.1888 |
-0.0063 |
-0.5% |
1.1975 |
| Low |
1.1860 |
1.1838 |
-0.0022 |
-0.2% |
1.1819 |
| Close |
1.1903 |
1.1866 |
-0.0037 |
-0.3% |
1.1903 |
| Range |
0.0090 |
0.0050 |
-0.0041 |
-45.0% |
0.0157 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
289,430 |
170,174 |
-119,256 |
-41.2% |
1,183,149 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2012 |
1.1989 |
1.1893 |
|
| R3 |
1.1963 |
1.1939 |
1.1880 |
|
| R2 |
1.1913 |
1.1913 |
1.1875 |
|
| R1 |
1.1890 |
1.1890 |
1.1871 |
1.1877 |
| PP |
1.1864 |
1.1864 |
1.1864 |
1.1857 |
| S1 |
1.1840 |
1.1840 |
1.1861 |
1.1827 |
| S2 |
1.1814 |
1.1814 |
1.1857 |
|
| S3 |
1.1765 |
1.1791 |
1.1852 |
|
| S4 |
1.1715 |
1.1741 |
1.1839 |
|
|
| 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 |
1.1950 |
1.1819 |
0.0132 |
1.1% |
0.0085 |
0.7% |
36% |
False |
False |
230,918 |
| 10 |
1.1975 |
1.1728 |
0.0247 |
2.1% |
0.0085 |
0.7% |
56% |
False |
False |
222,128 |
| 20 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0073 |
0.6% |
73% |
False |
False |
213,381 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0073 |
0.6% |
73% |
False |
False |
212,248 |
| 60 |
1.2093 |
1.1579 |
0.0514 |
4.3% |
0.0077 |
0.6% |
56% |
False |
False |
210,834 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
50% |
False |
False |
160,223 |
| 100 |
1.2155 |
1.1486 |
0.0669 |
5.6% |
0.0083 |
0.7% |
57% |
False |
False |
128,442 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0081 |
0.7% |
69% |
False |
False |
107,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2098 |
|
2.618 |
1.2017 |
|
1.618 |
1.1968 |
|
1.000 |
1.1937 |
|
0.618 |
1.1918 |
|
HIGH |
1.1888 |
|
0.618 |
1.1869 |
|
0.500 |
1.1863 |
|
0.382 |
1.1857 |
|
LOW |
1.1838 |
|
0.618 |
1.1807 |
|
1.000 |
1.1789 |
|
1.618 |
1.1758 |
|
2.618 |
1.1708 |
|
4.250 |
1.1628 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1865 |
1.1884 |
| PP |
1.1864 |
1.1878 |
| S1 |
1.1863 |
1.1872 |
|