CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1783 |
1.1866 |
0.0084 |
0.7% |
1.1701 |
| High |
1.1876 |
1.1869 |
-0.0007 |
-0.1% |
1.1808 |
| Low |
1.1753 |
1.1814 |
0.0061 |
0.5% |
1.1646 |
| Close |
1.1861 |
1.1832 |
-0.0029 |
-0.2% |
1.1792 |
| Range |
0.0123 |
0.0055 |
-0.0068 |
-55.5% |
0.0163 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
241,643 |
213,451 |
-28,192 |
-11.7% |
1,160,544 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2002 |
1.1971 |
1.1861 |
|
| R3 |
1.1947 |
1.1917 |
1.1846 |
|
| R2 |
1.1893 |
1.1893 |
1.1841 |
|
| R1 |
1.1862 |
1.1862 |
1.1836 |
1.1850 |
| PP |
1.1838 |
1.1838 |
1.1838 |
1.1832 |
| S1 |
1.1808 |
1.1808 |
1.1827 |
1.1796 |
| S2 |
1.1784 |
1.1784 |
1.1822 |
|
| S3 |
1.1729 |
1.1753 |
1.1817 |
|
| S4 |
1.1675 |
1.1699 |
1.1802 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2176 |
1.1881 |
|
| R3 |
1.2073 |
1.2014 |
1.1836 |
|
| R2 |
1.1911 |
1.1911 |
1.1821 |
|
| R1 |
1.1851 |
1.1851 |
1.1806 |
1.1881 |
| PP |
1.1748 |
1.1748 |
1.1748 |
1.1763 |
| S1 |
1.1689 |
1.1689 |
1.1777 |
1.1719 |
| S2 |
1.1586 |
1.1586 |
1.1762 |
|
| S3 |
1.1423 |
1.1526 |
1.1747 |
|
| S4 |
1.1261 |
1.1364 |
1.1702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1876 |
1.1646 |
0.0230 |
1.9% |
0.0105 |
0.9% |
81% |
False |
False |
245,286 |
| 10 |
1.1876 |
1.1514 |
0.0362 |
3.1% |
0.0096 |
0.8% |
88% |
False |
False |
236,322 |
| 20 |
1.1876 |
1.1356 |
0.0520 |
4.4% |
0.0087 |
0.7% |
92% |
False |
False |
221,661 |
| 40 |
1.1876 |
1.1173 |
0.0703 |
5.9% |
0.0078 |
0.7% |
94% |
False |
False |
185,650 |
| 60 |
1.1876 |
1.0910 |
0.0966 |
8.2% |
0.0078 |
0.7% |
95% |
False |
False |
124,649 |
| 80 |
1.1876 |
1.0656 |
0.1220 |
10.3% |
0.0076 |
0.6% |
96% |
False |
False |
93,637 |
| 100 |
1.1876 |
1.0656 |
0.1220 |
10.3% |
0.0074 |
0.6% |
96% |
False |
False |
74,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2100 |
|
2.618 |
1.2011 |
|
1.618 |
1.1957 |
|
1.000 |
1.1923 |
|
0.618 |
1.1902 |
|
HIGH |
1.1869 |
|
0.618 |
1.1848 |
|
0.500 |
1.1841 |
|
0.382 |
1.1835 |
|
LOW |
1.1814 |
|
0.618 |
1.1780 |
|
1.000 |
1.1760 |
|
1.618 |
1.1726 |
|
2.618 |
1.1671 |
|
4.250 |
1.1582 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1841 |
1.1817 |
| PP |
1.1838 |
1.1803 |
| S1 |
1.1835 |
1.1788 |
|