CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1822 |
1.1824 |
0.0002 |
0.0% |
1.1750 |
| High |
1.1841 |
1.1912 |
0.0072 |
0.6% |
1.1950 |
| Low |
1.1800 |
1.1821 |
0.0022 |
0.2% |
1.1728 |
| Close |
1.1830 |
1.1910 |
0.0081 |
0.7% |
1.1885 |
| Range |
0.0041 |
0.0091 |
0.0050 |
122.0% |
0.0222 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.7% |
0.0000 |
| Volume |
1,643 |
3,130 |
1,487 |
90.5% |
6,740 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2154 |
1.2123 |
1.1960 |
|
| R3 |
1.2063 |
1.2032 |
1.1935 |
|
| R2 |
1.1972 |
1.1972 |
1.1927 |
|
| R1 |
1.1941 |
1.1941 |
1.1918 |
1.1957 |
| PP |
1.1881 |
1.1881 |
1.1881 |
1.1889 |
| S1 |
1.1850 |
1.1850 |
1.1902 |
1.1866 |
| S2 |
1.1790 |
1.1790 |
1.1893 |
|
| S3 |
1.1699 |
1.1759 |
1.1885 |
|
| S4 |
1.1608 |
1.1668 |
1.1860 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2425 |
1.2007 |
|
| R3 |
1.2298 |
1.2203 |
1.1946 |
|
| R2 |
1.2076 |
1.2076 |
1.1926 |
|
| R1 |
1.1981 |
1.1981 |
1.1905 |
1.2029 |
| PP |
1.1854 |
1.1854 |
1.1854 |
1.1878 |
| S1 |
1.1759 |
1.1759 |
1.1865 |
1.1807 |
| S2 |
1.1632 |
1.1632 |
1.1844 |
|
| S3 |
1.1410 |
1.1537 |
1.1824 |
|
| S4 |
1.1188 |
1.1315 |
1.1763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1912 |
1.1800 |
0.0113 |
0.9% |
0.0060 |
0.5% |
98% |
True |
False |
1,806 |
| 10 |
1.1950 |
1.1680 |
0.0270 |
2.3% |
0.0067 |
0.6% |
85% |
False |
False |
1,658 |
| 20 |
1.1950 |
1.1649 |
0.0302 |
2.5% |
0.0067 |
0.6% |
87% |
False |
False |
1,235 |
| 40 |
1.1985 |
1.1649 |
0.0336 |
2.8% |
0.0065 |
0.5% |
78% |
False |
False |
827 |
| 60 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0072 |
0.6% |
46% |
False |
False |
641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2299 |
|
2.618 |
1.2150 |
|
1.618 |
1.2059 |
|
1.000 |
1.2003 |
|
0.618 |
1.1968 |
|
HIGH |
1.1912 |
|
0.618 |
1.1877 |
|
0.500 |
1.1867 |
|
0.382 |
1.1856 |
|
LOW |
1.1821 |
|
0.618 |
1.1765 |
|
1.000 |
1.1730 |
|
1.618 |
1.1674 |
|
2.618 |
1.1583 |
|
4.250 |
1.1434 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1896 |
1.1892 |
| PP |
1.1881 |
1.1874 |
| S1 |
1.1867 |
1.1856 |
|