CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1882 |
1.1896 |
0.0014 |
0.1% |
1.1783 |
| High |
1.1920 |
1.1915 |
-0.0005 |
0.0% |
1.1940 |
| Low |
1.1858 |
1.1754 |
-0.0104 |
-0.9% |
1.1753 |
| Close |
1.1894 |
1.1791 |
-0.0104 |
-0.9% |
1.1791 |
| Range |
0.0063 |
0.0162 |
0.0099 |
158.4% |
0.0187 |
| ATR |
0.0087 |
0.0092 |
0.0005 |
6.1% |
0.0000 |
| Volume |
194,441 |
262,476 |
68,035 |
35.0% |
1,172,671 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2304 |
1.2209 |
1.1879 |
|
| R3 |
1.2143 |
1.2047 |
1.1835 |
|
| R2 |
1.1981 |
1.1981 |
1.1820 |
|
| R1 |
1.1886 |
1.1886 |
1.1805 |
1.1853 |
| PP |
1.1820 |
1.1820 |
1.1820 |
1.1803 |
| S1 |
1.1724 |
1.1724 |
1.1776 |
1.1691 |
| S2 |
1.1658 |
1.1658 |
1.1761 |
|
| S3 |
1.1497 |
1.1563 |
1.1746 |
|
| S4 |
1.1335 |
1.1401 |
1.1702 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2387 |
1.2275 |
1.1893 |
|
| R3 |
1.2201 |
1.2089 |
1.1842 |
|
| R2 |
1.2014 |
1.2014 |
1.1825 |
|
| R1 |
1.1902 |
1.1902 |
1.1808 |
1.1958 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1856 |
| S1 |
1.1716 |
1.1716 |
1.1773 |
1.1772 |
| S2 |
1.1641 |
1.1641 |
1.1756 |
|
| S3 |
1.1455 |
1.1529 |
1.1739 |
|
| S4 |
1.1268 |
1.1343 |
1.1688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1940 |
1.1753 |
0.0187 |
1.6% |
0.0104 |
0.9% |
20% |
False |
False |
234,534 |
| 10 |
1.1940 |
1.1646 |
0.0294 |
2.5% |
0.0101 |
0.9% |
49% |
False |
False |
233,321 |
| 20 |
1.1940 |
1.1409 |
0.0531 |
4.5% |
0.0093 |
0.8% |
72% |
False |
False |
224,657 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0081 |
0.7% |
81% |
False |
False |
201,161 |
| 60 |
1.1940 |
1.0910 |
0.1030 |
8.7% |
0.0080 |
0.7% |
86% |
False |
False |
136,548 |
| 80 |
1.1940 |
1.0672 |
0.1268 |
10.8% |
0.0078 |
0.7% |
88% |
False |
False |
102,596 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0075 |
0.6% |
88% |
False |
False |
82,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2601 |
|
2.618 |
1.2338 |
|
1.618 |
1.2176 |
|
1.000 |
1.2077 |
|
0.618 |
1.2015 |
|
HIGH |
1.1915 |
|
0.618 |
1.1853 |
|
0.500 |
1.1834 |
|
0.382 |
1.1815 |
|
LOW |
1.1754 |
|
0.618 |
1.1654 |
|
1.000 |
1.1592 |
|
1.618 |
1.1492 |
|
2.618 |
1.1331 |
|
4.250 |
1.1067 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1834 |
1.1847 |
| PP |
1.1820 |
1.1828 |
| S1 |
1.1805 |
1.1809 |
|