CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1948 |
0.0114 |
1.0% |
1.1787 |
| High |
1.1959 |
1.1975 |
0.0016 |
0.1% |
1.1959 |
| Low |
1.1828 |
1.1909 |
0.0082 |
0.7% |
1.1728 |
| Close |
1.1942 |
1.1914 |
-0.0029 |
-0.2% |
1.1942 |
| Range |
0.0132 |
0.0066 |
-0.0066 |
-49.8% |
0.0231 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
263,437 |
198,729 |
-64,708 |
-24.6% |
867,959 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2131 |
1.2088 |
1.1950 |
|
| R3 |
1.2065 |
1.2022 |
1.1932 |
|
| R2 |
1.1999 |
1.1999 |
1.1926 |
|
| R1 |
1.1956 |
1.1956 |
1.1920 |
1.1944 |
| PP |
1.1933 |
1.1933 |
1.1933 |
1.1927 |
| S1 |
1.1890 |
1.1890 |
1.1907 |
1.1878 |
| S2 |
1.1867 |
1.1867 |
1.1901 |
|
| S3 |
1.1801 |
1.1824 |
1.1895 |
|
| S4 |
1.1735 |
1.1758 |
1.1877 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2569 |
1.2487 |
1.2069 |
|
| R3 |
1.2338 |
1.2256 |
1.2006 |
|
| R2 |
1.2107 |
1.2107 |
1.1984 |
|
| R1 |
1.2025 |
1.2025 |
1.1963 |
1.2066 |
| PP |
1.1876 |
1.1876 |
1.1876 |
1.1897 |
| S1 |
1.1794 |
1.1794 |
1.1921 |
1.1835 |
| S2 |
1.1645 |
1.1645 |
1.1900 |
|
| S3 |
1.1414 |
1.1563 |
1.1878 |
|
| S4 |
1.1183 |
1.1332 |
1.1815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1975 |
1.1728 |
0.0247 |
2.1% |
0.0085 |
0.7% |
75% |
True |
False |
213,337 |
| 10 |
1.1975 |
1.1659 |
0.0317 |
2.7% |
0.0078 |
0.7% |
81% |
True |
False |
216,040 |
| 20 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0069 |
0.6% |
84% |
True |
False |
206,787 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0072 |
0.6% |
84% |
True |
False |
208,519 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.8% |
0.0078 |
0.7% |
58% |
False |
False |
193,635 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.8% |
0.0082 |
0.7% |
58% |
False |
False |
145,891 |
| 100 |
1.2155 |
1.1465 |
0.0690 |
5.8% |
0.0083 |
0.7% |
65% |
False |
False |
116,949 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0080 |
0.7% |
74% |
False |
False |
97,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2256 |
|
2.618 |
1.2148 |
|
1.618 |
1.2082 |
|
1.000 |
1.2041 |
|
0.618 |
1.2016 |
|
HIGH |
1.1975 |
|
0.618 |
1.1950 |
|
0.500 |
1.1942 |
|
0.382 |
1.1934 |
|
LOW |
1.1909 |
|
0.618 |
1.1868 |
|
1.000 |
1.1843 |
|
1.618 |
1.1802 |
|
2.618 |
1.1736 |
|
4.250 |
1.1629 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1942 |
1.1896 |
| PP |
1.1933 |
1.1879 |
| S1 |
1.1923 |
1.1862 |
|