CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1618 |
1.1664 |
0.0047 |
0.4% |
1.1640 |
| High |
1.1678 |
1.1700 |
0.0023 |
0.2% |
1.1700 |
| Low |
1.1609 |
1.1645 |
0.0036 |
0.3% |
1.1579 |
| Close |
1.1670 |
1.1687 |
0.0017 |
0.1% |
1.1687 |
| Range |
0.0069 |
0.0056 |
-0.0014 |
-19.6% |
0.0122 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
242,010 |
185,189 |
-56,821 |
-23.5% |
952,627 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1821 |
1.1718 |
|
| R3 |
1.1788 |
1.1765 |
1.1702 |
|
| R2 |
1.1733 |
1.1733 |
1.1697 |
|
| R1 |
1.1710 |
1.1710 |
1.1692 |
1.1721 |
| PP |
1.1677 |
1.1677 |
1.1677 |
1.1683 |
| S1 |
1.1654 |
1.1654 |
1.1682 |
1.1666 |
| S2 |
1.1622 |
1.1622 |
1.1677 |
|
| S3 |
1.1566 |
1.1599 |
1.1672 |
|
| S4 |
1.1511 |
1.1543 |
1.1656 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2020 |
1.1975 |
1.1754 |
|
| R3 |
1.1898 |
1.1853 |
1.1720 |
|
| R2 |
1.1777 |
1.1777 |
1.1709 |
|
| R1 |
1.1732 |
1.1732 |
1.1698 |
1.1754 |
| PP |
1.1655 |
1.1655 |
1.1655 |
1.1666 |
| S1 |
1.1610 |
1.1610 |
1.1676 |
1.1633 |
| S2 |
1.1534 |
1.1534 |
1.1665 |
|
| S3 |
1.1412 |
1.1489 |
1.1654 |
|
| S4 |
1.1291 |
1.1367 |
1.1620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1700 |
1.1579 |
0.0122 |
1.0% |
0.0053 |
0.5% |
89% |
True |
False |
190,525 |
| 10 |
1.1723 |
1.1579 |
0.0144 |
1.2% |
0.0059 |
0.5% |
75% |
False |
False |
197,535 |
| 20 |
1.1895 |
1.1579 |
0.0316 |
2.7% |
0.0070 |
0.6% |
34% |
False |
False |
210,811 |
| 40 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0074 |
0.6% |
21% |
False |
False |
211,169 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0080 |
0.7% |
19% |
False |
False |
158,192 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0083 |
0.7% |
19% |
False |
False |
119,045 |
| 100 |
1.2155 |
1.1248 |
0.0907 |
7.8% |
0.0082 |
0.7% |
48% |
False |
False |
95,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1936 |
|
2.618 |
1.1845 |
|
1.618 |
1.1790 |
|
1.000 |
1.1756 |
|
0.618 |
1.1734 |
|
HIGH |
1.1700 |
|
0.618 |
1.1679 |
|
0.500 |
1.1672 |
|
0.382 |
1.1666 |
|
LOW |
1.1645 |
|
0.618 |
1.1610 |
|
1.000 |
1.1589 |
|
1.618 |
1.1555 |
|
2.618 |
1.1499 |
|
4.250 |
1.1409 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1682 |
1.1675 |
| PP |
1.1677 |
1.1663 |
| S1 |
1.1672 |
1.1652 |
|