CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1809 |
-0.0029 |
-0.2% |
1.1948 |
| High |
1.1856 |
1.1821 |
-0.0035 |
-0.3% |
1.1975 |
| Low |
1.1788 |
1.1777 |
-0.0011 |
-0.1% |
1.1819 |
| Close |
1.1799 |
1.1779 |
-0.0020 |
-0.2% |
1.1903 |
| Range |
0.0068 |
0.0044 |
-0.0024 |
-35.3% |
0.0157 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
197,952 |
197,235 |
-717 |
-0.4% |
1,183,149 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1924 |
1.1896 |
1.1803 |
|
| R3 |
1.1880 |
1.1852 |
1.1791 |
|
| R2 |
1.1836 |
1.1836 |
1.1787 |
|
| R1 |
1.1808 |
1.1808 |
1.1783 |
1.1800 |
| PP |
1.1792 |
1.1792 |
1.1792 |
1.1789 |
| S1 |
1.1764 |
1.1764 |
1.1775 |
1.1756 |
| S2 |
1.1748 |
1.1748 |
1.1771 |
|
| S3 |
1.1704 |
1.1720 |
1.1767 |
|
| S4 |
1.1660 |
1.1676 |
1.1755 |
|
|
| 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 |
1.1777 |
0.0173 |
1.5% |
0.0066 |
0.6% |
1% |
False |
True |
208,039 |
| 10 |
1.1975 |
1.1777 |
0.0198 |
1.7% |
0.0081 |
0.7% |
1% |
False |
True |
219,735 |
| 20 |
1.1975 |
1.1609 |
0.0367 |
3.1% |
0.0076 |
0.6% |
47% |
False |
False |
216,139 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0073 |
0.6% |
51% |
False |
False |
212,592 |
| 60 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0076 |
0.6% |
39% |
False |
False |
213,376 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0080 |
0.7% |
35% |
False |
False |
167,421 |
| 100 |
1.2155 |
1.1572 |
0.0583 |
4.9% |
0.0083 |
0.7% |
36% |
False |
False |
134,213 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0081 |
0.7% |
60% |
False |
False |
111,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2008 |
|
2.618 |
1.1936 |
|
1.618 |
1.1892 |
|
1.000 |
1.1865 |
|
0.618 |
1.1848 |
|
HIGH |
1.1821 |
|
0.618 |
1.1804 |
|
0.500 |
1.1799 |
|
0.382 |
1.1794 |
|
LOW |
1.1777 |
|
0.618 |
1.1750 |
|
1.000 |
1.1733 |
|
1.618 |
1.1706 |
|
2.618 |
1.1662 |
|
4.250 |
1.1590 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1799 |
1.1831 |
| PP |
1.1792 |
1.1814 |
| S1 |
1.1786 |
1.1796 |
|