CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1933 |
1.1977 |
0.0044 |
0.4% |
1.2010 |
| High |
1.2012 |
1.2018 |
0.0006 |
0.0% |
1.2044 |
| Low |
1.1890 |
1.1931 |
0.0041 |
0.3% |
1.1890 |
| Close |
1.1978 |
1.1973 |
-0.0005 |
0.0% |
1.1973 |
| Range |
0.0122 |
0.0087 |
-0.0035 |
-28.7% |
0.0154 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.1% |
0.0000 |
| Volume |
5,689 |
7,901 |
2,212 |
38.9% |
26,750 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2235 |
1.2191 |
1.2021 |
|
| R3 |
1.2148 |
1.2104 |
1.1997 |
|
| R2 |
1.2061 |
1.2061 |
1.1989 |
|
| R1 |
1.2017 |
1.2017 |
1.1981 |
1.1996 |
| PP |
1.1974 |
1.1974 |
1.1974 |
1.1963 |
| S1 |
1.1930 |
1.1930 |
1.1965 |
1.1909 |
| S2 |
1.1887 |
1.1887 |
1.1957 |
|
| S3 |
1.1800 |
1.1843 |
1.1949 |
|
| S4 |
1.1713 |
1.1756 |
1.1925 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2429 |
1.2355 |
1.2057 |
|
| R3 |
1.2276 |
1.2201 |
1.2015 |
|
| R2 |
1.2122 |
1.2122 |
1.2001 |
|
| R1 |
1.2048 |
1.2048 |
1.1987 |
1.2008 |
| PP |
1.1969 |
1.1969 |
1.1969 |
1.1949 |
| S1 |
1.1894 |
1.1894 |
1.1959 |
1.1855 |
| S2 |
1.1815 |
1.1815 |
1.1945 |
|
| S3 |
1.1662 |
1.1741 |
1.1931 |
|
| S4 |
1.1508 |
1.1587 |
1.1889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2044 |
1.1890 |
0.0154 |
1.3% |
0.0086 |
0.7% |
54% |
False |
False |
5,350 |
| 10 |
1.2044 |
1.1800 |
0.0244 |
2.0% |
0.0082 |
0.7% |
71% |
False |
False |
3,686 |
| 20 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0072 |
0.6% |
82% |
False |
False |
2,517 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0069 |
0.6% |
82% |
False |
False |
1,512 |
| 60 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0072 |
0.6% |
57% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2388 |
|
2.618 |
1.2246 |
|
1.618 |
1.2159 |
|
1.000 |
1.2105 |
|
0.618 |
1.2072 |
|
HIGH |
1.2018 |
|
0.618 |
1.1985 |
|
0.500 |
1.1975 |
|
0.382 |
1.1964 |
|
LOW |
1.1931 |
|
0.618 |
1.1877 |
|
1.000 |
1.1844 |
|
1.618 |
1.1790 |
|
2.618 |
1.1703 |
|
4.250 |
1.1561 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1975 |
1.1967 |
| PP |
1.1974 |
1.1960 |
| S1 |
1.1974 |
1.1954 |
|