CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1854 |
1.1822 |
-0.0033 |
-0.3% |
1.1750 |
| High |
1.1895 |
1.1841 |
-0.0054 |
-0.5% |
1.1950 |
| Low |
1.1812 |
1.1800 |
-0.0013 |
-0.1% |
1.1728 |
| Close |
1.1820 |
1.1830 |
0.0010 |
0.1% |
1.1885 |
| Range |
0.0083 |
0.0041 |
-0.0042 |
-50.3% |
0.0222 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
2,248 |
1,643 |
-605 |
-26.9% |
6,740 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1929 |
1.1852 |
|
| R3 |
1.1905 |
1.1888 |
1.1841 |
|
| R2 |
1.1864 |
1.1864 |
1.1837 |
|
| R1 |
1.1847 |
1.1847 |
1.1833 |
1.1856 |
| PP |
1.1823 |
1.1823 |
1.1823 |
1.1828 |
| S1 |
1.1806 |
1.1806 |
1.1826 |
1.1815 |
| S2 |
1.1782 |
1.1782 |
1.1822 |
|
| S3 |
1.1741 |
1.1765 |
1.1818 |
|
| S4 |
1.1700 |
1.1724 |
1.1807 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2425 |
1.2007 |
|
| R3 |
1.2298 |
1.2203 |
1.1946 |
|
| R2 |
1.2076 |
1.2076 |
1.1926 |
|
| R1 |
1.1981 |
1.1981 |
1.1905 |
1.2029 |
| PP |
1.1854 |
1.1854 |
1.1854 |
1.1878 |
| S1 |
1.1759 |
1.1759 |
1.1865 |
1.1807 |
| S2 |
1.1632 |
1.1632 |
1.1844 |
|
| S3 |
1.1410 |
1.1537 |
1.1824 |
|
| S4 |
1.1188 |
1.1315 |
1.1763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1950 |
1.1800 |
0.0151 |
1.3% |
0.0056 |
0.5% |
20% |
False |
True |
1,669 |
| 10 |
1.1950 |
1.1675 |
0.0276 |
2.3% |
0.0060 |
0.5% |
56% |
False |
False |
1,581 |
| 20 |
1.1950 |
1.1649 |
0.0302 |
2.5% |
0.0066 |
0.6% |
60% |
False |
False |
1,109 |
| 40 |
1.1985 |
1.1649 |
0.0336 |
2.8% |
0.0065 |
0.5% |
54% |
False |
False |
757 |
| 60 |
1.2214 |
1.1649 |
0.0565 |
4.8% |
0.0073 |
0.6% |
32% |
False |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2015 |
|
2.618 |
1.1948 |
|
1.618 |
1.1907 |
|
1.000 |
1.1882 |
|
0.618 |
1.1866 |
|
HIGH |
1.1841 |
|
0.618 |
1.1825 |
|
0.500 |
1.1820 |
|
0.382 |
1.1815 |
|
LOW |
1.1800 |
|
0.618 |
1.1774 |
|
1.000 |
1.1759 |
|
1.618 |
1.1733 |
|
2.618 |
1.1692 |
|
4.250 |
1.1625 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1826 |
1.1853 |
| PP |
1.1823 |
1.1845 |
| S1 |
1.1820 |
1.1837 |
|