CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1790 |
1.1787 |
-0.0003 |
0.0% |
1.1678 |
| High |
1.1840 |
1.1827 |
-0.0013 |
-0.1% |
1.1882 |
| Low |
1.1783 |
1.1740 |
-0.0044 |
-0.4% |
1.1659 |
| Close |
1.1815 |
1.1750 |
-0.0066 |
-0.6% |
1.1815 |
| Range |
0.0057 |
0.0087 |
0.0031 |
54.0% |
0.0223 |
| ATR |
0.0070 |
0.0072 |
0.0001 |
1.7% |
0.0000 |
| Volume |
196,780 |
230,765 |
33,985 |
17.3% |
1,093,717 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1978 |
1.1797 |
|
| R3 |
1.1946 |
1.1891 |
1.1773 |
|
| R2 |
1.1859 |
1.1859 |
1.1765 |
|
| R1 |
1.1804 |
1.1804 |
1.1757 |
1.1788 |
| PP |
1.1772 |
1.1772 |
1.1772 |
1.1764 |
| S1 |
1.1717 |
1.1717 |
1.1742 |
1.1701 |
| S2 |
1.1685 |
1.1685 |
1.1734 |
|
| S3 |
1.1598 |
1.1630 |
1.1726 |
|
| S4 |
1.1511 |
1.1543 |
1.1702 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2454 |
1.2358 |
1.1938 |
|
| R3 |
1.2231 |
1.2135 |
1.1876 |
|
| R2 |
1.2008 |
1.2008 |
1.1856 |
|
| R1 |
1.1912 |
1.1912 |
1.1835 |
1.1960 |
| PP |
1.1785 |
1.1785 |
1.1785 |
1.1809 |
| S1 |
1.1689 |
1.1689 |
1.1795 |
1.1737 |
| S2 |
1.1562 |
1.1562 |
1.1774 |
|
| S3 |
1.1339 |
1.1466 |
1.1754 |
|
| S4 |
1.1116 |
1.1243 |
1.1692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1882 |
1.1683 |
0.0199 |
1.7% |
0.0082 |
0.7% |
34% |
False |
False |
237,567 |
| 10 |
1.1882 |
1.1579 |
0.0303 |
2.6% |
0.0067 |
0.6% |
56% |
False |
False |
210,475 |
| 20 |
1.1882 |
1.1579 |
0.0303 |
2.6% |
0.0072 |
0.6% |
56% |
False |
False |
220,379 |
| 40 |
1.1921 |
1.1579 |
0.0343 |
2.9% |
0.0072 |
0.6% |
50% |
False |
False |
211,829 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0078 |
0.7% |
30% |
False |
False |
180,050 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0082 |
0.7% |
30% |
False |
False |
135,506 |
| 100 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0082 |
0.7% |
45% |
False |
False |
108,633 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0079 |
0.7% |
56% |
False |
False |
90,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2196 |
|
2.618 |
1.2054 |
|
1.618 |
1.1967 |
|
1.000 |
1.1914 |
|
0.618 |
1.1880 |
|
HIGH |
1.1827 |
|
0.618 |
1.1793 |
|
0.500 |
1.1783 |
|
0.382 |
1.1773 |
|
LOW |
1.1740 |
|
0.618 |
1.1686 |
|
1.000 |
1.1653 |
|
1.618 |
1.1599 |
|
2.618 |
1.1512 |
|
4.250 |
1.1370 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1783 |
1.1790 |
| PP |
1.1772 |
1.1776 |
| S1 |
1.1761 |
1.1763 |
|