CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1684 |
1.1633 |
-0.0051 |
-0.4% |
1.1808 |
| High |
1.1686 |
1.1689 |
0.0003 |
0.0% |
1.1869 |
| Low |
1.1604 |
1.1624 |
0.0020 |
0.2% |
1.1604 |
| Close |
1.1629 |
1.1669 |
0.0040 |
0.3% |
1.1629 |
| Range |
0.0082 |
0.0065 |
-0.0018 |
-21.3% |
0.0265 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
331,026 |
210,053 |
-120,973 |
-36.5% |
1,282,933 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1854 |
1.1826 |
1.1704 |
|
| R3 |
1.1790 |
1.1762 |
1.1687 |
|
| R2 |
1.1725 |
1.1725 |
1.1681 |
|
| R1 |
1.1697 |
1.1697 |
1.1675 |
1.1711 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1668 |
| S1 |
1.1633 |
1.1633 |
1.1663 |
1.1647 |
| S2 |
1.1596 |
1.1596 |
1.1657 |
|
| S3 |
1.1532 |
1.1568 |
1.1651 |
|
| S4 |
1.1467 |
1.1504 |
1.1634 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2494 |
1.2326 |
1.1774 |
|
| R3 |
1.2230 |
1.2062 |
1.1702 |
|
| R2 |
1.1965 |
1.1965 |
1.1677 |
|
| R1 |
1.1797 |
1.1797 |
1.1653 |
1.1749 |
| PP |
1.1701 |
1.1701 |
1.1701 |
1.1676 |
| S1 |
1.1533 |
1.1533 |
1.1605 |
1.1484 |
| S2 |
1.1436 |
1.1436 |
1.1581 |
|
| S3 |
1.1172 |
1.1268 |
1.1556 |
|
| S4 |
1.0907 |
1.1004 |
1.1484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1869 |
1.1604 |
0.0265 |
2.3% |
0.0092 |
0.8% |
25% |
False |
False |
263,563 |
| 10 |
1.1895 |
1.1604 |
0.0291 |
2.5% |
0.0084 |
0.7% |
22% |
False |
False |
229,744 |
| 20 |
1.1921 |
1.1604 |
0.0317 |
2.7% |
0.0074 |
0.6% |
21% |
False |
False |
210,699 |
| 40 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0080 |
0.7% |
12% |
False |
False |
192,117 |
| 60 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0084 |
0.7% |
12% |
False |
False |
129,064 |
| 80 |
1.2155 |
1.1465 |
0.0690 |
5.9% |
0.0086 |
0.7% |
30% |
False |
False |
97,099 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0082 |
0.7% |
48% |
False |
False |
77,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1963 |
|
2.618 |
1.1857 |
|
1.618 |
1.1793 |
|
1.000 |
1.1753 |
|
0.618 |
1.1728 |
|
HIGH |
1.1689 |
|
0.618 |
1.1664 |
|
0.500 |
1.1656 |
|
0.382 |
1.1649 |
|
LOW |
1.1624 |
|
0.618 |
1.1584 |
|
1.000 |
1.1560 |
|
1.618 |
1.1520 |
|
2.618 |
1.1455 |
|
4.250 |
1.1350 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1665 |
1.1736 |
| PP |
1.1661 |
1.1714 |
| S1 |
1.1656 |
1.1691 |
|