CME Euro FX (E) Future March 2018
Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1.1824 |
1.1902 |
0.0078 |
0.7% |
1.1854 |
High |
1.1912 |
1.2027 |
0.0115 |
1.0% |
1.2027 |
Low |
1.1821 |
1.1898 |
0.0077 |
0.7% |
1.1800 |
Close |
1.1910 |
1.2012 |
0.0102 |
0.9% |
1.2012 |
Range |
0.0091 |
0.0129 |
0.0038 |
41.2% |
0.0227 |
ATR |
0.0068 |
0.0072 |
0.0004 |
6.4% |
0.0000 |
Volume |
3,130 |
2,449 |
-681 |
-21.8% |
9,470 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2364 |
1.2317 |
1.2083 |
|
R3 |
1.2236 |
1.2188 |
1.2047 |
|
R2 |
1.2107 |
1.2107 |
1.2036 |
|
R1 |
1.2060 |
1.2060 |
1.2024 |
1.2084 |
PP |
1.1979 |
1.1979 |
1.1979 |
1.1991 |
S1 |
1.1931 |
1.1931 |
1.2000 |
1.1955 |
S2 |
1.1850 |
1.1850 |
1.1988 |
|
S3 |
1.1722 |
1.1803 |
1.1977 |
|
S4 |
1.1593 |
1.1674 |
1.1941 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2627 |
1.2547 |
1.2137 |
|
R3 |
1.2400 |
1.2320 |
1.2074 |
|
R2 |
1.2173 |
1.2173 |
1.2054 |
|
R1 |
1.2093 |
1.2093 |
1.2033 |
1.2133 |
PP |
1.1946 |
1.1946 |
1.1946 |
1.1966 |
S1 |
1.1866 |
1.1866 |
1.1991 |
1.1906 |
S2 |
1.1719 |
1.1719 |
1.1970 |
|
S3 |
1.1492 |
1.1639 |
1.1950 |
|
S4 |
1.1265 |
1.1412 |
1.1887 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2027 |
1.1800 |
0.0227 |
1.9% |
0.0077 |
0.6% |
94% |
True |
False |
2,022 |
10 |
1.2027 |
1.1715 |
0.0312 |
2.6% |
0.0073 |
0.6% |
95% |
True |
False |
1,761 |
20 |
1.2027 |
1.1649 |
0.0378 |
3.1% |
0.0064 |
0.5% |
96% |
True |
False |
1,287 |
40 |
1.2027 |
1.1649 |
0.0378 |
3.1% |
0.0067 |
0.6% |
96% |
True |
False |
883 |
60 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0073 |
0.6% |
64% |
False |
False |
676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2573 |
2.618 |
1.2363 |
1.618 |
1.2234 |
1.000 |
1.2155 |
0.618 |
1.2106 |
HIGH |
1.2027 |
0.618 |
1.1977 |
0.500 |
1.1962 |
0.382 |
1.1947 |
LOW |
1.1898 |
0.618 |
1.1819 |
1.000 |
1.1770 |
1.618 |
1.1690 |
2.618 |
1.1562 |
4.250 |
1.1352 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1.1995 |
1.1979 |
PP |
1.1979 |
1.1946 |
S1 |
1.1962 |
1.1913 |
|