CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1798 |
1.1757 |
-0.0042 |
-0.4% |
1.1796 |
| High |
1.1814 |
1.1799 |
-0.0015 |
-0.1% |
1.1870 |
| Low |
1.1708 |
1.1702 |
-0.0007 |
-0.1% |
1.1713 |
| Close |
1.1755 |
1.1789 |
0.0034 |
0.3% |
1.1846 |
| Range |
0.0106 |
0.0098 |
-0.0009 |
-8.0% |
0.0157 |
| ATR |
0.0090 |
0.0090 |
0.0001 |
0.6% |
0.0000 |
| Volume |
191,384 |
227,828 |
36,444 |
19.0% |
939,924 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2056 |
1.2020 |
1.1842 |
|
| R3 |
1.1958 |
1.1922 |
1.1815 |
|
| R2 |
1.1861 |
1.1861 |
1.1806 |
|
| R1 |
1.1825 |
1.1825 |
1.1797 |
1.1843 |
| PP |
1.1763 |
1.1763 |
1.1763 |
1.1772 |
| S1 |
1.1727 |
1.1727 |
1.1780 |
1.1745 |
| S2 |
1.1666 |
1.1666 |
1.1771 |
|
| S3 |
1.1568 |
1.1630 |
1.1762 |
|
| S4 |
1.1471 |
1.1532 |
1.1735 |
|
|
| 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 |
1.1702 |
0.0168 |
1.4% |
0.0091 |
0.8% |
52% |
False |
True |
192,685 |
| 10 |
1.1920 |
1.1702 |
0.0219 |
1.9% |
0.0091 |
0.8% |
40% |
False |
True |
195,986 |
| 20 |
1.1940 |
1.1514 |
0.0426 |
3.6% |
0.0097 |
0.8% |
65% |
False |
False |
220,489 |
| 40 |
1.1940 |
1.1181 |
0.0759 |
6.4% |
0.0086 |
0.7% |
80% |
False |
False |
212,847 |
| 60 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0080 |
0.7% |
80% |
False |
False |
161,367 |
| 80 |
1.1940 |
1.0910 |
0.1030 |
8.7% |
0.0079 |
0.7% |
85% |
False |
False |
121,337 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0076 |
0.6% |
88% |
False |
False |
97,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2213 |
|
2.618 |
1.2054 |
|
1.618 |
1.1957 |
|
1.000 |
1.1897 |
|
0.618 |
1.1859 |
|
HIGH |
1.1799 |
|
0.618 |
1.1762 |
|
0.500 |
1.1750 |
|
0.382 |
1.1739 |
|
LOW |
1.1702 |
|
0.618 |
1.1641 |
|
1.000 |
1.1604 |
|
1.618 |
1.1544 |
|
2.618 |
1.1446 |
|
4.250 |
1.1287 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1776 |
1.1786 |
| PP |
1.1763 |
1.1783 |
| S1 |
1.1750 |
1.1781 |
|