CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1846 |
1.1798 |
-0.0048 |
-0.4% |
1.1796 |
| High |
1.1860 |
1.1814 |
-0.0046 |
-0.4% |
1.1870 |
| Low |
1.1792 |
1.1708 |
-0.0084 |
-0.7% |
1.1713 |
| Close |
1.1805 |
1.1755 |
-0.0051 |
-0.4% |
1.1846 |
| Range |
0.0069 |
0.0106 |
0.0038 |
54.7% |
0.0157 |
| ATR |
0.0088 |
0.0090 |
0.0001 |
1.4% |
0.0000 |
| Volume |
143,809 |
191,384 |
47,575 |
33.1% |
939,924 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2077 |
1.2022 |
1.1813 |
|
| R3 |
1.1971 |
1.1916 |
1.1784 |
|
| R2 |
1.1865 |
1.1865 |
1.1774 |
|
| R1 |
1.1810 |
1.1810 |
1.1764 |
1.1784 |
| PP |
1.1759 |
1.1759 |
1.1759 |
1.1746 |
| S1 |
1.1704 |
1.1704 |
1.1745 |
1.1678 |
| S2 |
1.1653 |
1.1653 |
1.1735 |
|
| S3 |
1.1547 |
1.1598 |
1.1725 |
|
| S4 |
1.1441 |
1.1492 |
1.1696 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2280 |
1.2220 |
1.1932 |
|
| R3 |
1.2123 |
1.2063 |
1.1889 |
|
| R2 |
1.1966 |
1.1966 |
1.1874 |
|
| R1 |
1.1906 |
1.1906 |
1.1860 |
1.1936 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1824 |
| S1 |
1.1749 |
1.1749 |
1.1831 |
1.1779 |
| S2 |
1.1652 |
1.1652 |
1.1817 |
|
| S3 |
1.1495 |
1.1592 |
1.1802 |
|
| S4 |
1.1338 |
1.1435 |
1.1759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1870 |
1.1708 |
0.0162 |
1.4% |
0.0086 |
0.7% |
29% |
False |
True |
188,520 |
| 10 |
1.1940 |
1.1708 |
0.0232 |
2.0% |
0.0093 |
0.8% |
20% |
False |
True |
199,269 |
| 20 |
1.1940 |
1.1514 |
0.0426 |
3.6% |
0.0094 |
0.8% |
57% |
False |
False |
217,795 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0084 |
0.7% |
76% |
False |
False |
210,959 |
| 60 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0080 |
0.7% |
76% |
False |
False |
157,609 |
| 80 |
1.1940 |
1.0902 |
0.1038 |
8.8% |
0.0079 |
0.7% |
82% |
False |
False |
118,501 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0076 |
0.6% |
86% |
False |
False |
94,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2265 |
|
2.618 |
1.2092 |
|
1.618 |
1.1986 |
|
1.000 |
1.1920 |
|
0.618 |
1.1880 |
|
HIGH |
1.1814 |
|
0.618 |
1.1774 |
|
0.500 |
1.1761 |
|
0.382 |
1.1748 |
|
LOW |
1.1708 |
|
0.618 |
1.1642 |
|
1.000 |
1.1602 |
|
1.618 |
1.1536 |
|
2.618 |
1.1430 |
|
4.250 |
1.1258 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1761 |
1.1789 |
| PP |
1.1759 |
1.1777 |
| S1 |
1.1757 |
1.1766 |
|