CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1787 |
1.1750 |
-0.0037 |
-0.3% |
1.1678 |
| High |
1.1827 |
1.1774 |
-0.0053 |
-0.4% |
1.1882 |
| Low |
1.1740 |
1.1728 |
-0.0012 |
-0.1% |
1.1659 |
| Close |
1.1750 |
1.1759 |
0.0010 |
0.1% |
1.1815 |
| Range |
0.0087 |
0.0046 |
-0.0041 |
-47.1% |
0.0223 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
230,765 |
181,539 |
-49,226 |
-21.3% |
1,093,717 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1892 |
1.1871 |
1.1784 |
|
| R3 |
1.1846 |
1.1825 |
1.1772 |
|
| R2 |
1.1800 |
1.1800 |
1.1767 |
|
| R1 |
1.1779 |
1.1779 |
1.1763 |
1.1790 |
| PP |
1.1754 |
1.1754 |
1.1754 |
1.1759 |
| S1 |
1.1733 |
1.1733 |
1.1755 |
1.1744 |
| S2 |
1.1708 |
1.1708 |
1.1751 |
|
| S3 |
1.1662 |
1.1687 |
1.1746 |
|
| S4 |
1.1616 |
1.1641 |
1.1734 |
|
|
| 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 |
1.1728 |
0.0154 |
1.3% |
0.0062 |
0.5% |
20% |
False |
True |
215,558 |
| 10 |
1.1882 |
1.1603 |
0.0279 |
2.4% |
0.0065 |
0.6% |
56% |
False |
False |
208,290 |
| 20 |
1.1882 |
1.1579 |
0.0303 |
2.6% |
0.0071 |
0.6% |
60% |
False |
False |
220,638 |
| 40 |
1.1921 |
1.1579 |
0.0343 |
2.9% |
0.0070 |
0.6% |
53% |
False |
False |
209,652 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0078 |
0.7% |
31% |
False |
False |
183,029 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
31% |
False |
False |
137,755 |
| 100 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0082 |
0.7% |
47% |
False |
False |
110,432 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0079 |
0.7% |
57% |
False |
False |
92,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1970 |
|
2.618 |
1.1894 |
|
1.618 |
1.1848 |
|
1.000 |
1.1820 |
|
0.618 |
1.1802 |
|
HIGH |
1.1774 |
|
0.618 |
1.1756 |
|
0.500 |
1.1751 |
|
0.382 |
1.1746 |
|
LOW |
1.1728 |
|
0.618 |
1.1700 |
|
1.000 |
1.1682 |
|
1.618 |
1.1654 |
|
2.618 |
1.1608 |
|
4.250 |
1.1533 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1756 |
1.1784 |
| PP |
1.1754 |
1.1776 |
| S1 |
1.1751 |
1.1767 |
|