CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1640 |
1.1636 |
-0.0004 |
0.0% |
1.1633 |
| High |
1.1650 |
1.1641 |
-0.0009 |
-0.1% |
1.1723 |
| Low |
1.1606 |
1.1579 |
-0.0027 |
-0.2% |
1.1624 |
| Close |
1.1633 |
1.1612 |
-0.0021 |
-0.2% |
1.1634 |
| Range |
0.0044 |
0.0062 |
0.0018 |
40.9% |
0.0099 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
172,355 |
203,388 |
31,033 |
18.0% |
1,022,727 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1796 |
1.1766 |
1.1646 |
|
| R3 |
1.1734 |
1.1704 |
1.1629 |
|
| R2 |
1.1672 |
1.1672 |
1.1623 |
|
| R1 |
1.1642 |
1.1642 |
1.1618 |
1.1626 |
| PP |
1.1610 |
1.1610 |
1.1610 |
1.1602 |
| S1 |
1.1580 |
1.1580 |
1.1606 |
1.1564 |
| S2 |
1.1548 |
1.1548 |
1.1601 |
|
| S3 |
1.1486 |
1.1518 |
1.1595 |
|
| S4 |
1.1424 |
1.1456 |
1.1578 |
|
|
| 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 |
1.1579 |
0.0144 |
1.2% |
0.0066 |
0.6% |
23% |
False |
True |
202,654 |
| 10 |
1.1869 |
1.1579 |
0.0290 |
2.5% |
0.0078 |
0.7% |
12% |
False |
True |
232,985 |
| 20 |
1.1921 |
1.1579 |
0.0343 |
2.9% |
0.0072 |
0.6% |
10% |
False |
True |
212,878 |
| 40 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0078 |
0.7% |
7% |
False |
True |
214,067 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
5.0% |
0.0083 |
0.7% |
6% |
False |
True |
148,723 |
| 80 |
1.2155 |
1.1566 |
0.0589 |
5.1% |
0.0085 |
0.7% |
8% |
False |
False |
111,890 |
| 100 |
1.2155 |
1.1227 |
0.0928 |
8.0% |
0.0082 |
0.7% |
42% |
False |
False |
89,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1904 |
|
2.618 |
1.1803 |
|
1.618 |
1.1741 |
|
1.000 |
1.1703 |
|
0.618 |
1.1679 |
|
HIGH |
1.1641 |
|
0.618 |
1.1617 |
|
0.500 |
1.1610 |
|
0.382 |
1.1602 |
|
LOW |
1.1579 |
|
0.618 |
1.1540 |
|
1.000 |
1.1517 |
|
1.618 |
1.1478 |
|
2.618 |
1.1416 |
|
4.250 |
1.1315 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1611 |
1.1651 |
| PP |
1.1610 |
1.1638 |
| S1 |
1.1610 |
1.1625 |
|