CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1902 |
1.2010 |
0.0109 |
0.9% |
1.1854 |
| High |
1.2027 |
1.2044 |
0.0017 |
0.1% |
1.2027 |
| Low |
1.1898 |
1.1981 |
0.0083 |
0.7% |
1.1800 |
| Close |
1.2012 |
1.1984 |
-0.0029 |
-0.2% |
1.2012 |
| Range |
0.0129 |
0.0063 |
-0.0066 |
-51.0% |
0.0227 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
2,449 |
3,077 |
628 |
25.6% |
9,470 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2192 |
1.2151 |
1.2018 |
|
| R3 |
1.2129 |
1.2088 |
1.2001 |
|
| R2 |
1.2066 |
1.2066 |
1.1995 |
|
| R1 |
1.2025 |
1.2025 |
1.1989 |
1.2014 |
| PP |
1.2003 |
1.2003 |
1.2003 |
1.1997 |
| S1 |
1.1962 |
1.1962 |
1.1978 |
1.1951 |
| S2 |
1.1940 |
1.1940 |
1.1972 |
|
| S3 |
1.1877 |
1.1899 |
1.1966 |
|
| S4 |
1.1814 |
1.1836 |
1.1949 |
|
|
| 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% |
0.0081 |
0.7% |
75% |
True |
False |
2,509 |
| 10 |
1.2044 |
1.1728 |
0.0316 |
2.6% |
0.0074 |
0.6% |
81% |
True |
False |
1,928 |
| 20 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0064 |
0.5% |
85% |
True |
False |
1,411 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0067 |
0.6% |
85% |
True |
False |
954 |
| 60 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0072 |
0.6% |
59% |
False |
False |
722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2311 |
|
2.618 |
1.2208 |
|
1.618 |
1.2145 |
|
1.000 |
1.2107 |
|
0.618 |
1.2082 |
|
HIGH |
1.2044 |
|
0.618 |
1.2019 |
|
0.500 |
1.2012 |
|
0.382 |
1.2005 |
|
LOW |
1.1981 |
|
0.618 |
1.1942 |
|
1.000 |
1.1918 |
|
1.618 |
1.1879 |
|
2.618 |
1.1816 |
|
4.250 |
1.1713 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2012 |
1.1966 |
| PP |
1.2003 |
1.1949 |
| S1 |
1.1993 |
1.1932 |
|