CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1913 |
1.1861 |
-0.0053 |
-0.4% |
1.1787 |
| High |
1.1933 |
1.1896 |
-0.0038 |
-0.3% |
1.1959 |
| Low |
1.1840 |
1.1829 |
-0.0011 |
-0.1% |
1.1728 |
| Close |
1.1850 |
1.1875 |
0.0025 |
0.2% |
1.1942 |
| Range |
0.0093 |
0.0067 |
-0.0027 |
-28.5% |
0.0231 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
224,825 |
198,240 |
-26,585 |
-11.8% |
867,959 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2066 |
1.2037 |
1.1911 |
|
| R3 |
1.1999 |
1.1970 |
1.1893 |
|
| R2 |
1.1933 |
1.1933 |
1.1887 |
|
| R1 |
1.1904 |
1.1904 |
1.1881 |
1.1918 |
| PP |
1.1866 |
1.1866 |
1.1866 |
1.1874 |
| S1 |
1.1837 |
1.1837 |
1.1868 |
1.1852 |
| S2 |
1.1800 |
1.1800 |
1.1862 |
|
| S3 |
1.1733 |
1.1771 |
1.1856 |
|
| S4 |
1.1667 |
1.1704 |
1.1838 |
|
|
| 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 |
1.1749 |
0.0226 |
1.9% |
0.0090 |
0.8% |
56% |
False |
False |
215,489 |
| 10 |
1.1975 |
1.1728 |
0.0247 |
2.1% |
0.0076 |
0.6% |
59% |
False |
False |
215,523 |
| 20 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0071 |
0.6% |
75% |
False |
False |
208,681 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.3% |
0.0072 |
0.6% |
75% |
False |
False |
209,434 |
| 60 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0077 |
0.6% |
51% |
False |
False |
200,416 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
51% |
False |
False |
151,145 |
| 100 |
1.2155 |
1.1465 |
0.0690 |
5.8% |
0.0083 |
0.7% |
59% |
False |
False |
121,164 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0081 |
0.7% |
70% |
False |
False |
101,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2178 |
|
2.618 |
1.2070 |
|
1.618 |
1.2003 |
|
1.000 |
1.1962 |
|
0.618 |
1.1937 |
|
HIGH |
1.1896 |
|
0.618 |
1.1870 |
|
0.500 |
1.1862 |
|
0.382 |
1.1854 |
|
LOW |
1.1829 |
|
0.618 |
1.1788 |
|
1.000 |
1.1763 |
|
1.618 |
1.1721 |
|
2.618 |
1.1655 |
|
4.250 |
1.1546 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1870 |
1.1902 |
| PP |
1.1866 |
1.1893 |
| S1 |
1.1862 |
1.1884 |
|