CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1977 |
1.1950 |
-0.0028 |
-0.2% |
1.2010 |
| High |
1.2018 |
1.1958 |
-0.0061 |
-0.5% |
1.2044 |
| Low |
1.1931 |
1.1910 |
-0.0022 |
-0.2% |
1.1890 |
| Close |
1.1973 |
1.1937 |
-0.0037 |
-0.3% |
1.1973 |
| Range |
0.0087 |
0.0048 |
-0.0039 |
-44.8% |
0.0154 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
7,901 |
6,012 |
-1,889 |
-23.9% |
26,750 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2079 |
1.2056 |
1.1963 |
|
| R3 |
1.2031 |
1.2008 |
1.1950 |
|
| R2 |
1.1983 |
1.1983 |
1.1945 |
|
| R1 |
1.1960 |
1.1960 |
1.1941 |
1.1947 |
| PP |
1.1935 |
1.1935 |
1.1935 |
1.1928 |
| S1 |
1.1912 |
1.1912 |
1.1932 |
1.1899 |
| S2 |
1.1887 |
1.1887 |
1.1928 |
|
| S3 |
1.1839 |
1.1864 |
1.1923 |
|
| S4 |
1.1791 |
1.1816 |
1.1910 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2429 |
1.2355 |
1.2057 |
|
| R3 |
1.2276 |
1.2201 |
1.2015 |
|
| R2 |
1.2122 |
1.2122 |
1.2001 |
|
| R1 |
1.2048 |
1.2048 |
1.1987 |
1.2008 |
| PP |
1.1969 |
1.1969 |
1.1969 |
1.1949 |
| S1 |
1.1894 |
1.1894 |
1.1959 |
1.1855 |
| S2 |
1.1815 |
1.1815 |
1.1945 |
|
| S3 |
1.1662 |
1.1741 |
1.1931 |
|
| S4 |
1.1508 |
1.1587 |
1.1889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2018 |
1.1890 |
0.0128 |
1.1% |
0.0083 |
0.7% |
36% |
False |
False |
5,937 |
| 10 |
1.2044 |
1.1800 |
0.0244 |
2.0% |
0.0082 |
0.7% |
56% |
False |
False |
4,223 |
| 20 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0070 |
0.6% |
73% |
False |
False |
2,799 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0069 |
0.6% |
73% |
False |
False |
1,655 |
| 60 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0072 |
0.6% |
57% |
False |
False |
1,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.2083 |
|
1.618 |
1.2035 |
|
1.000 |
1.2006 |
|
0.618 |
1.1987 |
|
HIGH |
1.1958 |
|
0.618 |
1.1939 |
|
0.500 |
1.1934 |
|
0.382 |
1.1928 |
|
LOW |
1.1910 |
|
0.618 |
1.1880 |
|
1.000 |
1.1862 |
|
1.618 |
1.1832 |
|
2.618 |
1.1784 |
|
4.250 |
1.1706 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1936 |
1.1954 |
| PP |
1.1935 |
1.1948 |
| S1 |
1.1934 |
1.1942 |
|