CME Euro FX (E) Future March 2018
| 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 |
1.1950 |
1.1948 |
-0.0002 |
0.0% |
1.2010 |
| High |
1.1958 |
1.1956 |
-0.0002 |
0.0% |
1.2044 |
| Low |
1.1910 |
1.1880 |
-0.0030 |
-0.2% |
1.1890 |
| Close |
1.1937 |
1.1895 |
-0.0042 |
-0.4% |
1.1973 |
| Range |
0.0048 |
0.0076 |
0.0028 |
58.3% |
0.0154 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
6,012 |
22,206 |
16,194 |
269.4% |
26,750 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2138 |
1.2092 |
1.1936 |
|
| R3 |
1.2062 |
1.2016 |
1.1915 |
|
| R2 |
1.1986 |
1.1986 |
1.1908 |
|
| R1 |
1.1940 |
1.1940 |
1.1901 |
1.1925 |
| PP |
1.1910 |
1.1910 |
1.1910 |
1.1903 |
| S1 |
1.1864 |
1.1864 |
1.1888 |
1.1849 |
| S2 |
1.1834 |
1.1834 |
1.1881 |
|
| S3 |
1.1758 |
1.1788 |
1.1874 |
|
| S4 |
1.1682 |
1.1712 |
1.1853 |
|
|
| 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 |
1.1880 |
0.0138 |
1.2% |
0.0080 |
0.7% |
11% |
False |
True |
9,422 |
| 10 |
1.2044 |
1.1800 |
0.0244 |
2.1% |
0.0081 |
0.7% |
39% |
False |
False |
6,219 |
| 20 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0071 |
0.6% |
62% |
False |
False |
3,862 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0070 |
0.6% |
62% |
False |
False |
2,202 |
| 60 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0072 |
0.6% |
49% |
False |
False |
1,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2279 |
|
2.618 |
1.2155 |
|
1.618 |
1.2079 |
|
1.000 |
1.2032 |
|
0.618 |
1.2003 |
|
HIGH |
1.1956 |
|
0.618 |
1.1927 |
|
0.500 |
1.1918 |
|
0.382 |
1.1909 |
|
LOW |
1.1880 |
|
0.618 |
1.1833 |
|
1.000 |
1.1804 |
|
1.618 |
1.1757 |
|
2.618 |
1.1681 |
|
4.250 |
1.1557 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1918 |
1.1949 |
| PP |
1.1910 |
1.1931 |
| S1 |
1.1902 |
1.1913 |
|