CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1837 |
-0.0039 |
-0.3% |
1.1948 |
| High |
1.1886 |
1.1856 |
-0.0030 |
-0.2% |
1.1975 |
| Low |
1.1808 |
1.1788 |
-0.0020 |
-0.2% |
1.1819 |
| Close |
1.1823 |
1.1799 |
-0.0025 |
-0.2% |
1.1903 |
| Range |
0.0078 |
0.0068 |
-0.0010 |
-12.3% |
0.0157 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
185,404 |
197,952 |
12,548 |
6.8% |
1,183,149 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2018 |
1.1976 |
1.1836 |
|
| R3 |
1.1950 |
1.1908 |
1.1817 |
|
| R2 |
1.1882 |
1.1882 |
1.1811 |
|
| R1 |
1.1840 |
1.1840 |
1.1805 |
1.1827 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1808 |
| S1 |
1.1772 |
1.1772 |
1.1792 |
1.1759 |
| S2 |
1.1746 |
1.1746 |
1.1786 |
|
| S3 |
1.1678 |
1.1704 |
1.1780 |
|
| S4 |
1.1610 |
1.1636 |
1.1761 |
|
|
| 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 |
1.1788 |
0.0162 |
1.4% |
0.0082 |
0.7% |
6% |
False |
True |
222,977 |
| 10 |
1.1975 |
1.1749 |
0.0226 |
1.9% |
0.0086 |
0.7% |
22% |
False |
False |
219,233 |
| 20 |
1.1975 |
1.1603 |
0.0372 |
3.2% |
0.0075 |
0.6% |
53% |
False |
False |
213,761 |
| 40 |
1.1975 |
1.1579 |
0.0397 |
3.4% |
0.0074 |
0.6% |
55% |
False |
False |
213,320 |
| 60 |
1.2093 |
1.1579 |
0.0514 |
4.4% |
0.0077 |
0.7% |
43% |
False |
False |
213,965 |
| 80 |
1.2155 |
1.1579 |
0.0576 |
4.9% |
0.0081 |
0.7% |
38% |
False |
False |
164,983 |
| 100 |
1.2155 |
1.1566 |
0.0589 |
5.0% |
0.0083 |
0.7% |
40% |
False |
False |
132,265 |
| 120 |
1.2155 |
1.1227 |
0.0928 |
7.9% |
0.0081 |
0.7% |
62% |
False |
False |
110,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2145 |
|
2.618 |
1.2034 |
|
1.618 |
1.1966 |
|
1.000 |
1.1924 |
|
0.618 |
1.1898 |
|
HIGH |
1.1856 |
|
0.618 |
1.1830 |
|
0.500 |
1.1822 |
|
0.382 |
1.1814 |
|
LOW |
1.1788 |
|
0.618 |
1.1746 |
|
1.000 |
1.1720 |
|
1.618 |
1.1678 |
|
2.618 |
1.1610 |
|
4.250 |
1.1499 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1822 |
1.1838 |
| PP |
1.1814 |
1.1825 |
| S1 |
1.1806 |
1.1812 |
|