CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1879 |
1.1876 |
-0.0003 |
0.0% |
1.1948 |
| High |
1.1888 |
1.1886 |
-0.0002 |
0.0% |
1.1975 |
| Low |
1.1838 |
1.1808 |
-0.0030 |
-0.3% |
1.1819 |
| Close |
1.1866 |
1.1823 |
-0.0043 |
-0.4% |
1.1903 |
| Range |
0.0050 |
0.0078 |
0.0028 |
56.6% |
0.0157 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
170,174 |
185,404 |
15,230 |
8.9% |
1,183,149 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2071 |
1.2025 |
1.1866 |
|
| R3 |
1.1994 |
1.1947 |
1.1844 |
|
| R2 |
1.1916 |
1.1916 |
1.1837 |
|
| R1 |
1.1870 |
1.1870 |
1.1830 |
1.1854 |
| PP |
1.1839 |
1.1839 |
1.1839 |
1.1831 |
| S1 |
1.1792 |
1.1792 |
1.1816 |
1.1777 |
| S2 |
1.1761 |
1.1761 |
1.1809 |
|
| S3 |
1.1684 |
1.1715 |
1.1802 |
|
| S4 |
1.1606 |
1.1637 |
1.1780 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2368 |
1.2292 |
1.1989 |
|
| R3 |
1.2212 |
1.2136 |
1.1946 |
|
| R2 |
1.2055 |
1.2055 |
1.1932 |
|
| R1 |
1.1979 |
1.1979 |
1.1917 |
1.1939 |
| PP |
1.1899 |
1.1899 |
1.1899 |
1.1879 |
| S1 |
1.1823 |
1.1823 |
1.1889 |
1.1783 |
| S2 |
1.1742 |
1.1742 |
1.1874 |
|
| S3 |
1.1586 |
1.1666 |
1.1860 |
|
| S4 |
1.1429 |
1.1510 |
1.1817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1950 |
1.1808 |
0.0142 |
1.2% |
0.0081 |
0.7% |
11% |
False |
True |
223,034 |
| 10 |
1.1975 |
1.1728 |
0.0247 |
2.1% |
0.0084 |
0.7% |
38% |
False |
False |
217,592 |
| 20 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0075 |
0.6% |
62% |
False |
False |
214,033 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0074 |
0.6% |
62% |
False |
False |
214,215 |
| 60 |
1.2093 |
1.1579 |
0.0514 |
4.3% |
0.0077 |
0.6% |
48% |
False |
False |
212,336 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
42% |
False |
False |
162,514 |
| 100 |
1.2155 |
1.1529 |
0.0626 |
5.3% |
0.0083 |
0.7% |
47% |
False |
False |
130,289 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.8% |
0.0081 |
0.7% |
64% |
False |
False |
108,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2215 |
|
2.618 |
1.2088 |
|
1.618 |
1.2011 |
|
1.000 |
1.1963 |
|
0.618 |
1.1933 |
|
HIGH |
1.1886 |
|
0.618 |
1.1856 |
|
0.500 |
1.1847 |
|
0.382 |
1.1838 |
|
LOW |
1.1808 |
|
0.618 |
1.1760 |
|
1.000 |
1.1731 |
|
1.618 |
1.1683 |
|
2.618 |
1.1605 |
|
4.250 |
1.1479 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1879 |
| PP |
1.1839 |
1.1860 |
| S1 |
1.1831 |
1.1842 |
|