CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1651 |
1.1684 |
0.0033 |
0.3% |
1.1633 |
| High |
1.1715 |
1.1723 |
0.0008 |
0.1% |
1.1723 |
| Low |
1.1640 |
1.1625 |
-0.0015 |
-0.1% |
1.1624 |
| Close |
1.1688 |
1.1634 |
-0.0054 |
-0.5% |
1.1634 |
| Range |
0.0075 |
0.0098 |
0.0023 |
30.9% |
0.0099 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
2.0% |
0.0000 |
| Volume |
220,965 |
231,121 |
10,156 |
4.6% |
1,022,727 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1953 |
1.1891 |
1.1688 |
|
| R3 |
1.1856 |
1.1794 |
1.1661 |
|
| R2 |
1.1758 |
1.1758 |
1.1652 |
|
| R1 |
1.1696 |
1.1696 |
1.1643 |
1.1678 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1652 |
| S1 |
1.1599 |
1.1599 |
1.1625 |
1.1581 |
| S2 |
1.1563 |
1.1563 |
1.1616 |
|
| S3 |
1.1466 |
1.1501 |
1.1607 |
|
| S4 |
1.1368 |
1.1404 |
1.1580 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1956 |
1.1893 |
1.1688 |
|
| R3 |
1.1857 |
1.1795 |
1.1661 |
|
| R2 |
1.1759 |
1.1759 |
1.1652 |
|
| R1 |
1.1696 |
1.1696 |
1.1643 |
1.1728 |
| PP |
1.1660 |
1.1660 |
1.1660 |
1.1676 |
| S1 |
1.1598 |
1.1598 |
1.1625 |
1.1629 |
| S2 |
1.1562 |
1.1562 |
1.1616 |
|
| S3 |
1.1463 |
1.1499 |
1.1607 |
|
| S4 |
1.1365 |
1.1401 |
1.1580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1723 |
1.1624 |
0.0099 |
0.8% |
0.0066 |
0.6% |
10% |
True |
False |
204,545 |
| 10 |
1.1869 |
1.1604 |
0.0265 |
2.3% |
0.0077 |
0.7% |
11% |
False |
False |
230,566 |
| 20 |
1.1921 |
1.1604 |
0.0317 |
2.7% |
0.0073 |
0.6% |
9% |
False |
False |
211,115 |
| 40 |
1.2093 |
1.1604 |
0.0489 |
4.2% |
0.0078 |
0.7% |
6% |
False |
False |
209,560 |
| 60 |
1.2155 |
1.1604 |
0.0551 |
4.7% |
0.0084 |
0.7% |
5% |
False |
False |
142,504 |
| 80 |
1.2155 |
1.1486 |
0.0669 |
5.7% |
0.0085 |
0.7% |
22% |
False |
False |
107,208 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
8.0% |
0.0083 |
0.7% |
44% |
False |
False |
85,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2137 |
|
2.618 |
1.1978 |
|
1.618 |
1.1880 |
|
1.000 |
1.1820 |
|
0.618 |
1.1783 |
|
HIGH |
1.1723 |
|
0.618 |
1.1685 |
|
0.500 |
1.1674 |
|
0.382 |
1.1662 |
|
LOW |
1.1625 |
|
0.618 |
1.1565 |
|
1.000 |
1.1528 |
|
1.618 |
1.1467 |
|
2.618 |
1.1370 |
|
4.250 |
1.1211 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1674 |
1.1674 |
| PP |
1.1661 |
1.1661 |
| S1 |
1.1647 |
1.1647 |
|