CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1981 |
1.1934 |
-0.0048 |
-0.4% |
1.1854 |
| High |
1.2002 |
1.1965 |
-0.0037 |
-0.3% |
1.2027 |
| Low |
1.1911 |
1.1900 |
-0.0011 |
-0.1% |
1.1800 |
| Close |
1.1920 |
1.1945 |
0.0025 |
0.2% |
1.2012 |
| Range |
0.0092 |
0.0065 |
-0.0027 |
-29.0% |
0.0227 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
4,777 |
5,306 |
529 |
11.1% |
9,470 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2132 |
1.2103 |
1.1980 |
|
| R3 |
1.2067 |
1.2038 |
1.1962 |
|
| R2 |
1.2002 |
1.2002 |
1.1956 |
|
| R1 |
1.1973 |
1.1973 |
1.1950 |
1.1987 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1944 |
| S1 |
1.1908 |
1.1908 |
1.1939 |
1.1922 |
| S2 |
1.1872 |
1.1872 |
1.1933 |
|
| S3 |
1.1807 |
1.1843 |
1.1927 |
|
| S4 |
1.1742 |
1.1778 |
1.1909 |
|
|
| 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 |
1.1821 |
0.0223 |
1.9% |
0.0088 |
0.7% |
56% |
False |
False |
3,747 |
| 10 |
1.2044 |
1.1800 |
0.0244 |
2.0% |
0.0072 |
0.6% |
59% |
False |
False |
2,708 |
| 20 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0067 |
0.6% |
75% |
False |
False |
1,895 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0067 |
0.6% |
75% |
False |
False |
1,193 |
| 60 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0072 |
0.6% |
52% |
False |
False |
881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2241 |
|
2.618 |
1.2135 |
|
1.618 |
1.2070 |
|
1.000 |
1.2030 |
|
0.618 |
1.2005 |
|
HIGH |
1.1965 |
|
0.618 |
1.1940 |
|
0.500 |
1.1933 |
|
0.382 |
1.1925 |
|
LOW |
1.1900 |
|
0.618 |
1.1860 |
|
1.000 |
1.1835 |
|
1.618 |
1.1795 |
|
2.618 |
1.1730 |
|
4.250 |
1.1624 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1941 |
1.1972 |
| PP |
1.1937 |
1.1963 |
| S1 |
1.1933 |
1.1954 |
|