CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1908 |
1.1885 |
-0.0023 |
-0.2% |
1.2010 |
| High |
1.1928 |
1.1895 |
-0.0033 |
-0.3% |
1.2044 |
| Low |
1.1862 |
1.1852 |
-0.0011 |
-0.1% |
1.1890 |
| Close |
1.1872 |
1.1854 |
-0.0018 |
-0.2% |
1.1973 |
| Range |
0.0066 |
0.0044 |
-0.0022 |
-33.6% |
0.0154 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
34,347 |
54,672 |
20,325 |
59.2% |
26,750 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1997 |
1.1969 |
1.1878 |
|
| R3 |
1.1954 |
1.1926 |
1.1866 |
|
| R2 |
1.1910 |
1.1910 |
1.1862 |
|
| R1 |
1.1882 |
1.1882 |
1.1858 |
1.1875 |
| PP |
1.1867 |
1.1867 |
1.1867 |
1.1863 |
| S1 |
1.1839 |
1.1839 |
1.1850 |
1.1831 |
| S2 |
1.1823 |
1.1823 |
1.1846 |
|
| S3 |
1.1780 |
1.1795 |
1.1842 |
|
| S4 |
1.1736 |
1.1752 |
1.1830 |
|
|
| 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 |
1.1852 |
0.0167 |
1.4% |
0.0064 |
0.5% |
2% |
False |
True |
25,027 |
| 10 |
1.2044 |
1.1852 |
0.0192 |
1.6% |
0.0079 |
0.7% |
1% |
False |
True |
14,643 |
| 20 |
1.2044 |
1.1680 |
0.0364 |
3.1% |
0.0073 |
0.6% |
48% |
False |
False |
8,150 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0069 |
0.6% |
52% |
False |
False |
4,393 |
| 60 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0071 |
0.6% |
41% |
False |
False |
3,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2080 |
|
2.618 |
1.2009 |
|
1.618 |
1.1965 |
|
1.000 |
1.1939 |
|
0.618 |
1.1922 |
|
HIGH |
1.1895 |
|
0.618 |
1.1878 |
|
0.500 |
1.1873 |
|
0.382 |
1.1868 |
|
LOW |
1.1852 |
|
0.618 |
1.1825 |
|
1.000 |
1.1808 |
|
1.618 |
1.1781 |
|
2.618 |
1.1738 |
|
4.250 |
1.1667 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1873 |
1.1904 |
| PP |
1.1867 |
1.1887 |
| S1 |
1.1860 |
1.1871 |
|