CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1934 |
1.1933 |
-0.0001 |
0.0% |
1.1854 |
| High |
1.1965 |
1.2012 |
0.0047 |
0.4% |
1.2027 |
| Low |
1.1900 |
1.1890 |
-0.0010 |
-0.1% |
1.1800 |
| Close |
1.1945 |
1.1978 |
0.0033 |
0.3% |
1.2012 |
| Range |
0.0065 |
0.0122 |
0.0057 |
87.7% |
0.0227 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
4.9% |
0.0000 |
| Volume |
5,306 |
5,689 |
383 |
7.2% |
9,470 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2326 |
1.2274 |
1.2045 |
|
| R3 |
1.2204 |
1.2152 |
1.2011 |
|
| R2 |
1.2082 |
1.2082 |
1.2000 |
|
| R1 |
1.2030 |
1.2030 |
1.1989 |
1.2056 |
| PP |
1.1960 |
1.1960 |
1.1960 |
1.1973 |
| S1 |
1.1908 |
1.1908 |
1.1966 |
1.1934 |
| S2 |
1.1838 |
1.1838 |
1.1955 |
|
| S3 |
1.1716 |
1.1786 |
1.1944 |
|
| S4 |
1.1594 |
1.1664 |
1.1910 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2547 |
1.2137 |
|
| R3 |
1.2400 |
1.2320 |
1.2074 |
|
| R2 |
1.2173 |
1.2173 |
1.2054 |
|
| R1 |
1.2093 |
1.2093 |
1.2033 |
1.2133 |
| PP |
1.1946 |
1.1946 |
1.1946 |
1.1966 |
| S1 |
1.1866 |
1.1866 |
1.1991 |
1.1906 |
| S2 |
1.1719 |
1.1719 |
1.1970 |
|
| S3 |
1.1492 |
1.1639 |
1.1950 |
|
| S4 |
1.1265 |
1.1412 |
1.1887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2044 |
1.1890 |
0.0154 |
1.3% |
0.0094 |
0.8% |
57% |
False |
True |
4,259 |
| 10 |
1.2044 |
1.1800 |
0.0244 |
2.0% |
0.0077 |
0.6% |
73% |
False |
False |
3,033 |
| 20 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0071 |
0.6% |
83% |
False |
False |
2,145 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0069 |
0.6% |
83% |
False |
False |
1,331 |
| 60 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0073 |
0.6% |
58% |
False |
False |
975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2531 |
|
2.618 |
1.2331 |
|
1.618 |
1.2209 |
|
1.000 |
1.2134 |
|
0.618 |
1.2087 |
|
HIGH |
1.2012 |
|
0.618 |
1.1965 |
|
0.500 |
1.1951 |
|
0.382 |
1.1937 |
|
LOW |
1.1890 |
|
0.618 |
1.1815 |
|
1.000 |
1.1768 |
|
1.618 |
1.1693 |
|
2.618 |
1.1571 |
|
4.250 |
1.1372 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1969 |
1.1969 |
| PP |
1.1960 |
1.1960 |
| S1 |
1.1951 |
1.1951 |
|