CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2050 |
1.2038 |
-0.0012 |
-0.1% |
1.1834 |
| High |
1.2141 |
1.2055 |
-0.0087 |
-0.7% |
1.2014 |
| Low |
1.2017 |
1.1951 |
-0.0067 |
-0.6% |
1.1806 |
| Close |
1.2062 |
1.1961 |
-0.0102 |
-0.8% |
1.1951 |
| Range |
0.0124 |
0.0104 |
-0.0020 |
-16.1% |
0.0208 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.3% |
0.0000 |
| Volume |
5,048 |
5,595 |
547 |
10.8% |
11,589 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2301 |
1.2235 |
1.2018 |
|
| R3 |
1.2197 |
1.2131 |
1.1989 |
|
| R2 |
1.2093 |
1.2093 |
1.1980 |
|
| R1 |
1.2027 |
1.2027 |
1.1970 |
1.2008 |
| PP |
1.1989 |
1.1989 |
1.1989 |
1.1979 |
| S1 |
1.1923 |
1.1923 |
1.1951 |
1.1904 |
| S2 |
1.1885 |
1.1885 |
1.1941 |
|
| S3 |
1.1781 |
1.1819 |
1.1932 |
|
| S4 |
1.1677 |
1.1715 |
1.1903 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2456 |
1.2065 |
|
| R3 |
1.2338 |
1.2248 |
1.2008 |
|
| R2 |
1.2131 |
1.2131 |
1.1989 |
|
| R1 |
1.2041 |
1.2041 |
1.1970 |
1.2086 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1946 |
| S1 |
1.1833 |
1.1833 |
1.1931 |
1.1878 |
| S2 |
1.1716 |
1.1716 |
1.1912 |
|
| S3 |
1.1508 |
1.1626 |
1.1893 |
|
| S4 |
1.1301 |
1.1418 |
1.1836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2141 |
1.1845 |
0.0296 |
2.5% |
0.0099 |
0.8% |
39% |
False |
False |
3,815 |
| 10 |
1.2141 |
1.1738 |
0.0403 |
3.4% |
0.0095 |
0.8% |
55% |
False |
False |
3,015 |
| 20 |
1.2141 |
1.1738 |
0.0403 |
3.4% |
0.0092 |
0.8% |
55% |
False |
False |
2,327 |
| 40 |
1.2141 |
1.1429 |
0.0712 |
6.0% |
0.0090 |
0.8% |
75% |
False |
False |
1,754 |
| 60 |
1.2141 |
1.1227 |
0.0914 |
7.6% |
0.0083 |
0.7% |
80% |
False |
False |
1,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2497 |
|
2.618 |
1.2327 |
|
1.618 |
1.2223 |
|
1.000 |
1.2159 |
|
0.618 |
1.2119 |
|
HIGH |
1.2055 |
|
0.618 |
1.2015 |
|
0.500 |
1.2003 |
|
0.382 |
1.1990 |
|
LOW |
1.1951 |
|
0.618 |
1.1886 |
|
1.000 |
1.1847 |
|
1.618 |
1.1782 |
|
2.618 |
1.1678 |
|
4.250 |
1.1509 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2003 |
1.2046 |
| PP |
1.1989 |
1.2017 |
| S1 |
1.1975 |
1.1989 |
|