CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1817 |
1.1802 |
-0.0015 |
-0.1% |
1.1640 |
| High |
1.1882 |
1.1820 |
-0.0062 |
-0.5% |
1.1700 |
| Low |
1.1806 |
1.1775 |
-0.0031 |
-0.3% |
1.1579 |
| Close |
1.1813 |
1.1784 |
-0.0029 |
-0.2% |
1.1687 |
| Range |
0.0076 |
0.0045 |
-0.0032 |
-41.4% |
0.0122 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
289,868 |
178,838 |
-111,030 |
-38.3% |
952,627 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1900 |
1.1808 |
|
| R3 |
1.1882 |
1.1855 |
1.1796 |
|
| R2 |
1.1837 |
1.1837 |
1.1792 |
|
| R1 |
1.1811 |
1.1811 |
1.1788 |
1.1802 |
| PP |
1.1793 |
1.1793 |
1.1793 |
1.1788 |
| S1 |
1.1766 |
1.1766 |
1.1780 |
1.1757 |
| S2 |
1.1748 |
1.1748 |
1.1776 |
|
| S3 |
1.1704 |
1.1722 |
1.1772 |
|
| S4 |
1.1659 |
1.1677 |
1.1760 |
|
|
| 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 |
1.1882 |
1.1645 |
0.0237 |
2.0% |
0.0072 |
0.6% |
59% |
False |
False |
216,425 |
| 10 |
1.1882 |
1.1579 |
0.0303 |
2.6% |
0.0066 |
0.6% |
68% |
False |
False |
208,068 |
| 20 |
1.1894 |
1.1579 |
0.0315 |
2.7% |
0.0072 |
0.6% |
65% |
False |
False |
218,148 |
| 40 |
1.2060 |
1.1579 |
0.0481 |
4.1% |
0.0072 |
0.6% |
43% |
False |
False |
212,578 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0079 |
0.7% |
36% |
False |
False |
173,018 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0083 |
0.7% |
36% |
False |
False |
130,199 |
| 100 |
1.2155 |
1.1400 |
0.0755 |
6.4% |
0.0082 |
0.7% |
51% |
False |
False |
104,380 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0079 |
0.7% |
60% |
False |
False |
87,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2009 |
|
2.618 |
1.1936 |
|
1.618 |
1.1892 |
|
1.000 |
1.1864 |
|
0.618 |
1.1847 |
|
HIGH |
1.1820 |
|
0.618 |
1.1803 |
|
0.500 |
1.1797 |
|
0.382 |
1.1792 |
|
LOW |
1.1775 |
|
0.618 |
1.1747 |
|
1.000 |
1.1731 |
|
1.618 |
1.1703 |
|
2.618 |
1.1658 |
|
4.250 |
1.1586 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1797 |
1.1783 |
| PP |
1.1793 |
1.1783 |
| S1 |
1.1788 |
1.1782 |
|