CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1948 |
1.1908 |
-0.0040 |
-0.3% |
1.2010 |
| High |
1.1956 |
1.1928 |
-0.0029 |
-0.2% |
1.2044 |
| Low |
1.1880 |
1.1862 |
-0.0018 |
-0.2% |
1.1890 |
| Close |
1.1895 |
1.1872 |
-0.0023 |
-0.2% |
1.1973 |
| Range |
0.0076 |
0.0066 |
-0.0011 |
-13.8% |
0.0154 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
22,206 |
34,347 |
12,141 |
54.7% |
26,750 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.2043 |
1.1908 |
|
| R3 |
1.2018 |
1.1978 |
1.1890 |
|
| R2 |
1.1953 |
1.1953 |
1.1884 |
|
| R1 |
1.1912 |
1.1912 |
1.1878 |
1.1900 |
| PP |
1.1887 |
1.1887 |
1.1887 |
1.1881 |
| S1 |
1.1847 |
1.1847 |
1.1866 |
1.1834 |
| S2 |
1.1822 |
1.1822 |
1.1860 |
|
| S3 |
1.1756 |
1.1781 |
1.1854 |
|
| S4 |
1.1691 |
1.1716 |
1.1836 |
|
|
| 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 |
1.2018 |
1.1862 |
0.0156 |
1.3% |
0.0080 |
0.7% |
6% |
False |
True |
15,231 |
| 10 |
1.2044 |
1.1821 |
0.0223 |
1.9% |
0.0084 |
0.7% |
23% |
False |
False |
9,489 |
| 20 |
1.2044 |
1.1675 |
0.0369 |
3.1% |
0.0072 |
0.6% |
54% |
False |
False |
5,535 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0070 |
0.6% |
57% |
False |
False |
3,043 |
| 60 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0072 |
0.6% |
45% |
False |
False |
2,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2206 |
|
2.618 |
1.2099 |
|
1.618 |
1.2033 |
|
1.000 |
1.1993 |
|
0.618 |
1.1968 |
|
HIGH |
1.1928 |
|
0.618 |
1.1902 |
|
0.500 |
1.1895 |
|
0.382 |
1.1887 |
|
LOW |
1.1862 |
|
0.618 |
1.1822 |
|
1.000 |
1.1797 |
|
1.618 |
1.1756 |
|
2.618 |
1.1691 |
|
4.250 |
1.1584 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1895 |
1.1910 |
| PP |
1.1887 |
1.1897 |
| S1 |
1.1880 |
1.1885 |
|