CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1616 |
1.1618 |
0.0002 |
0.0% |
1.1633 |
| High |
1.1636 |
1.1678 |
0.0042 |
0.4% |
1.1723 |
| Low |
1.1603 |
1.1609 |
0.0006 |
0.0% |
1.1624 |
| Close |
1.1620 |
1.1670 |
0.0051 |
0.4% |
1.1634 |
| Range |
0.0033 |
0.0069 |
0.0037 |
112.3% |
0.0099 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
149,685 |
242,010 |
92,325 |
61.7% |
1,022,727 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1859 |
1.1834 |
1.1708 |
|
| R3 |
1.1790 |
1.1765 |
1.1689 |
|
| R2 |
1.1721 |
1.1721 |
1.1683 |
|
| R1 |
1.1696 |
1.1696 |
1.1676 |
1.1708 |
| PP |
1.1652 |
1.1652 |
1.1652 |
1.1658 |
| S1 |
1.1627 |
1.1627 |
1.1664 |
1.1639 |
| S2 |
1.1583 |
1.1583 |
1.1657 |
|
| S3 |
1.1514 |
1.1558 |
1.1651 |
|
| S4 |
1.1445 |
1.1489 |
1.1632 |
|
|
| 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% |
0.0061 |
0.5% |
64% |
False |
False |
199,711 |
| 10 |
1.1723 |
1.1579 |
0.0144 |
1.2% |
0.0062 |
0.5% |
64% |
False |
False |
212,119 |
| 20 |
1.1915 |
1.1579 |
0.0337 |
2.9% |
0.0071 |
0.6% |
27% |
False |
False |
212,605 |
| 40 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0075 |
0.6% |
18% |
False |
False |
212,912 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
16% |
False |
False |
155,167 |
| 80 |
1.2155 |
1.1572 |
0.0583 |
5.0% |
0.0084 |
0.7% |
17% |
False |
False |
116,750 |
| 100 |
1.2155 |
1.1237 |
0.0918 |
7.9% |
0.0082 |
0.7% |
47% |
False |
False |
93,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1971 |
|
2.618 |
1.1858 |
|
1.618 |
1.1789 |
|
1.000 |
1.1747 |
|
0.618 |
1.1720 |
|
HIGH |
1.1678 |
|
0.618 |
1.1651 |
|
0.500 |
1.1643 |
|
0.382 |
1.1635 |
|
LOW |
1.1609 |
|
0.618 |
1.1566 |
|
1.000 |
1.1540 |
|
1.618 |
1.1497 |
|
2.618 |
1.1428 |
|
4.250 |
1.1315 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1661 |
1.1656 |
| PP |
1.1652 |
1.1642 |
| S1 |
1.1643 |
1.1628 |
|