CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1775 |
1.1783 |
0.0008 |
0.1% |
1.1783 |
| High |
1.1788 |
1.1809 |
0.0021 |
0.2% |
1.1940 |
| Low |
1.1713 |
1.1727 |
0.0014 |
0.1% |
1.1753 |
| Close |
1.1777 |
1.1792 |
0.0015 |
0.1% |
1.1791 |
| Range |
0.0076 |
0.0082 |
0.0007 |
8.6% |
0.0187 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
207,001 |
183,782 |
-23,219 |
-11.2% |
1,172,671 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2022 |
1.1989 |
1.1837 |
|
| R3 |
1.1940 |
1.1907 |
1.1815 |
|
| R2 |
1.1858 |
1.1858 |
1.1807 |
|
| R1 |
1.1825 |
1.1825 |
1.1800 |
1.1841 |
| PP |
1.1776 |
1.1776 |
1.1776 |
1.1784 |
| S1 |
1.1743 |
1.1743 |
1.1784 |
1.1759 |
| S2 |
1.1694 |
1.1694 |
1.1777 |
|
| S3 |
1.1612 |
1.1661 |
1.1769 |
|
| S4 |
1.1530 |
1.1579 |
1.1747 |
|
|
| 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 |
1.1915 |
1.1713 |
0.0203 |
1.7% |
0.0095 |
0.8% |
39% |
False |
False |
197,155 |
| 10 |
1.1940 |
1.1701 |
0.0239 |
2.0% |
0.0092 |
0.8% |
38% |
False |
False |
212,562 |
| 20 |
1.1940 |
1.1429 |
0.0511 |
4.3% |
0.0093 |
0.8% |
71% |
False |
False |
220,658 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0083 |
0.7% |
81% |
False |
False |
208,755 |
| 60 |
1.1940 |
1.1145 |
0.0795 |
6.7% |
0.0080 |
0.7% |
81% |
False |
False |
148,532 |
| 80 |
1.1940 |
1.0763 |
0.1177 |
10.0% |
0.0078 |
0.7% |
87% |
False |
False |
111,622 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0075 |
0.6% |
89% |
False |
False |
89,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2157 |
|
2.618 |
1.2023 |
|
1.618 |
1.1941 |
|
1.000 |
1.1891 |
|
0.618 |
1.1859 |
|
HIGH |
1.1809 |
|
0.618 |
1.1777 |
|
0.500 |
1.1768 |
|
0.382 |
1.1758 |
|
LOW |
1.1727 |
|
0.618 |
1.1676 |
|
1.000 |
1.1645 |
|
1.618 |
1.1594 |
|
2.618 |
1.1512 |
|
4.250 |
1.1378 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1784 |
1.1788 |
| PP |
1.1776 |
1.1784 |
| S1 |
1.1768 |
1.1781 |
|