CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2010 |
1.1981 |
-0.0029 |
-0.2% |
1.1854 |
| High |
1.2044 |
1.2002 |
-0.0042 |
-0.3% |
1.2027 |
| Low |
1.1981 |
1.1911 |
-0.0070 |
-0.6% |
1.1800 |
| Close |
1.1984 |
1.1920 |
-0.0064 |
-0.5% |
1.2012 |
| Range |
0.0063 |
0.0092 |
0.0029 |
45.2% |
0.0227 |
| ATR |
0.0071 |
0.0073 |
0.0001 |
2.0% |
0.0000 |
| Volume |
3,077 |
4,777 |
1,700 |
55.2% |
9,470 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2219 |
1.2161 |
1.1970 |
|
| R3 |
1.2127 |
1.2069 |
1.1945 |
|
| R2 |
1.2036 |
1.2036 |
1.1937 |
|
| R1 |
1.1978 |
1.1978 |
1.1928 |
1.1961 |
| PP |
1.1944 |
1.1944 |
1.1944 |
1.1936 |
| S1 |
1.1886 |
1.1886 |
1.1912 |
1.1870 |
| S2 |
1.1853 |
1.1853 |
1.1903 |
|
| S3 |
1.1761 |
1.1795 |
1.1895 |
|
| S4 |
1.1670 |
1.1703 |
1.1870 |
|
|
| 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 |
1.2044 |
1.1800 |
0.0244 |
2.0% |
0.0083 |
0.7% |
49% |
False |
False |
3,015 |
| 10 |
1.2044 |
1.1755 |
0.0289 |
2.4% |
0.0080 |
0.7% |
57% |
False |
False |
2,318 |
| 20 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0065 |
0.5% |
69% |
False |
False |
1,636 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0067 |
0.6% |
69% |
False |
False |
1,066 |
| 60 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0072 |
0.6% |
48% |
False |
False |
793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2391 |
|
2.618 |
1.2242 |
|
1.618 |
1.2150 |
|
1.000 |
1.2094 |
|
0.618 |
1.2059 |
|
HIGH |
1.2002 |
|
0.618 |
1.1967 |
|
0.500 |
1.1956 |
|
0.382 |
1.1945 |
|
LOW |
1.1911 |
|
0.618 |
1.1854 |
|
1.000 |
1.1819 |
|
1.618 |
1.1762 |
|
2.618 |
1.1671 |
|
4.250 |
1.1522 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1956 |
1.1971 |
| PP |
1.1944 |
1.1954 |
| S1 |
1.1932 |
1.1937 |
|