CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1750 |
1.1752 |
0.0002 |
0.0% |
1.1678 |
| High |
1.1774 |
1.1844 |
0.0070 |
0.6% |
1.1882 |
| Low |
1.1728 |
1.1749 |
0.0021 |
0.2% |
1.1659 |
| Close |
1.1759 |
1.1840 |
0.0081 |
0.7% |
1.1815 |
| Range |
0.0046 |
0.0095 |
0.0049 |
105.4% |
0.0223 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.5% |
0.0000 |
| Volume |
181,539 |
192,218 |
10,679 |
5.9% |
1,093,717 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2094 |
1.2062 |
1.1892 |
|
| R3 |
1.2000 |
1.1967 |
1.1866 |
|
| R2 |
1.1905 |
1.1905 |
1.1857 |
|
| R1 |
1.1873 |
1.1873 |
1.1849 |
1.1889 |
| PP |
1.1811 |
1.1811 |
1.1811 |
1.1819 |
| S1 |
1.1778 |
1.1778 |
1.1831 |
1.1795 |
| S2 |
1.1716 |
1.1716 |
1.1823 |
|
| S3 |
1.1622 |
1.1684 |
1.1814 |
|
| S4 |
1.1527 |
1.1589 |
1.1788 |
|
|
| 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 |
1.1844 |
1.1728 |
0.0116 |
1.0% |
0.0066 |
0.6% |
97% |
True |
False |
196,028 |
| 10 |
1.1882 |
1.1609 |
0.0273 |
2.3% |
0.0071 |
0.6% |
85% |
False |
False |
212,543 |
| 20 |
1.1882 |
1.1579 |
0.0303 |
2.6% |
0.0073 |
0.6% |
86% |
False |
False |
219,800 |
| 40 |
1.1921 |
1.1579 |
0.0343 |
2.9% |
0.0071 |
0.6% |
76% |
False |
False |
208,129 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0078 |
0.7% |
45% |
False |
False |
186,149 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
45% |
False |
False |
140,145 |
| 100 |
1.2155 |
1.1413 |
0.0742 |
6.3% |
0.0082 |
0.7% |
58% |
False |
False |
112,348 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0080 |
0.7% |
66% |
False |
False |
93,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2245 |
|
2.618 |
1.2091 |
|
1.618 |
1.1996 |
|
1.000 |
1.1938 |
|
0.618 |
1.1902 |
|
HIGH |
1.1844 |
|
0.618 |
1.1807 |
|
0.500 |
1.1796 |
|
0.382 |
1.1785 |
|
LOW |
1.1749 |
|
0.618 |
1.1691 |
|
1.000 |
1.1655 |
|
1.618 |
1.1596 |
|
2.618 |
1.1502 |
|
4.250 |
1.1347 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1825 |
1.1822 |
| PP |
1.1811 |
1.1804 |
| S1 |
1.1796 |
1.1786 |
|