CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1882 |
0.0048 |
0.4% |
1.1701 |
| High |
1.1940 |
1.1920 |
-0.0020 |
-0.2% |
1.1808 |
| Low |
1.1823 |
1.1858 |
0.0035 |
0.3% |
1.1646 |
| Close |
1.1890 |
1.1894 |
0.0005 |
0.0% |
1.1792 |
| Range |
0.0117 |
0.0063 |
-0.0055 |
-46.6% |
0.0163 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
260,660 |
194,441 |
-66,219 |
-25.4% |
1,160,544 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.2049 |
1.1928 |
|
| R3 |
1.2016 |
1.1986 |
1.1911 |
|
| R2 |
1.1953 |
1.1953 |
1.1905 |
|
| R1 |
1.1924 |
1.1924 |
1.1900 |
1.1938 |
| PP |
1.1891 |
1.1891 |
1.1891 |
1.1898 |
| S1 |
1.1861 |
1.1861 |
1.1888 |
1.1876 |
| S2 |
1.1828 |
1.1828 |
1.1883 |
|
| S3 |
1.1766 |
1.1799 |
1.1877 |
|
| S4 |
1.1703 |
1.1736 |
1.1860 |
|
|
| 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 |
1.1940 |
1.1701 |
0.0239 |
2.0% |
0.0090 |
0.8% |
81% |
False |
False |
227,969 |
| 10 |
1.1940 |
1.1646 |
0.0294 |
2.5% |
0.0091 |
0.8% |
85% |
False |
False |
227,554 |
| 20 |
1.1940 |
1.1409 |
0.0531 |
4.5% |
0.0088 |
0.7% |
91% |
False |
False |
221,572 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.4% |
0.0079 |
0.7% |
94% |
False |
False |
195,203 |
| 60 |
1.1940 |
1.0910 |
0.1030 |
8.7% |
0.0078 |
0.7% |
96% |
False |
False |
132,188 |
| 80 |
1.1940 |
1.0665 |
0.1275 |
10.7% |
0.0076 |
0.6% |
96% |
False |
False |
99,316 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.8% |
0.0074 |
0.6% |
96% |
False |
False |
79,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2186 |
|
2.618 |
1.2084 |
|
1.618 |
1.2021 |
|
1.000 |
1.1983 |
|
0.618 |
1.1959 |
|
HIGH |
1.1920 |
|
0.618 |
1.1896 |
|
0.500 |
1.1889 |
|
0.382 |
1.1881 |
|
LOW |
1.1858 |
|
0.618 |
1.1819 |
|
1.000 |
1.1795 |
|
1.618 |
1.1756 |
|
2.618 |
1.1694 |
|
4.250 |
1.1592 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1892 |
1.1888 |
| PP |
1.1891 |
1.1883 |
| S1 |
1.1889 |
1.1877 |
|