CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1664 |
1.1678 |
0.0014 |
0.1% |
1.1640 |
| High |
1.1700 |
1.1697 |
-0.0003 |
0.0% |
1.1700 |
| Low |
1.1645 |
1.1659 |
0.0014 |
0.1% |
1.1579 |
| Close |
1.1687 |
1.1689 |
0.0002 |
0.0% |
1.1687 |
| Range |
0.0056 |
0.0039 |
-0.0017 |
-30.6% |
0.0122 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
185,189 |
136,647 |
-48,542 |
-26.2% |
952,627 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1797 |
1.1782 |
1.1710 |
|
| R3 |
1.1759 |
1.1743 |
1.1700 |
|
| R2 |
1.1720 |
1.1720 |
1.1696 |
|
| R1 |
1.1705 |
1.1705 |
1.1693 |
1.1712 |
| PP |
1.1682 |
1.1682 |
1.1682 |
1.1685 |
| S1 |
1.1666 |
1.1666 |
1.1685 |
1.1674 |
| S2 |
1.1643 |
1.1643 |
1.1682 |
|
| S3 |
1.1605 |
1.1628 |
1.1678 |
|
| S4 |
1.1566 |
1.1589 |
1.1668 |
|
|
| 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% |
0.0052 |
0.4% |
91% |
False |
False |
183,383 |
| 10 |
1.1723 |
1.1579 |
0.0144 |
1.2% |
0.0056 |
0.5% |
77% |
False |
False |
190,194 |
| 20 |
1.1895 |
1.1579 |
0.0316 |
2.7% |
0.0070 |
0.6% |
35% |
False |
False |
209,969 |
| 40 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0074 |
0.6% |
21% |
False |
False |
210,557 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0079 |
0.7% |
19% |
False |
False |
160,446 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0083 |
0.7% |
19% |
False |
False |
120,737 |
| 100 |
1.2155 |
1.1253 |
0.0902 |
7.7% |
0.0082 |
0.7% |
48% |
False |
False |
96,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1861 |
|
2.618 |
1.1798 |
|
1.618 |
1.1759 |
|
1.000 |
1.1736 |
|
0.618 |
1.1721 |
|
HIGH |
1.1697 |
|
0.618 |
1.1682 |
|
0.500 |
1.1678 |
|
0.382 |
1.1673 |
|
LOW |
1.1659 |
|
0.618 |
1.1635 |
|
1.000 |
1.1620 |
|
1.618 |
1.1596 |
|
2.618 |
1.1558 |
|
4.250 |
1.1495 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1685 |
1.1677 |
| PP |
1.1682 |
1.1666 |
| S1 |
1.1678 |
1.1654 |
|