CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1757 |
1.1789 |
0.0032 |
0.3% |
1.1796 |
| High |
1.1799 |
1.1809 |
0.0010 |
0.1% |
1.1870 |
| Low |
1.1702 |
1.1680 |
-0.0022 |
-0.2% |
1.1713 |
| Close |
1.1789 |
1.1759 |
-0.0030 |
-0.3% |
1.1846 |
| Range |
0.0098 |
0.0129 |
0.0031 |
31.8% |
0.0157 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.0% |
0.0000 |
| Volume |
227,828 |
249,368 |
21,540 |
9.5% |
939,924 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2075 |
1.1830 |
|
| R3 |
1.2006 |
1.1947 |
1.1794 |
|
| R2 |
1.1878 |
1.1878 |
1.1783 |
|
| R1 |
1.1818 |
1.1818 |
1.1771 |
1.1784 |
| PP |
1.1749 |
1.1749 |
1.1749 |
1.1732 |
| S1 |
1.1690 |
1.1690 |
1.1747 |
1.1655 |
| S2 |
1.1621 |
1.1621 |
1.1735 |
|
| S3 |
1.1492 |
1.1561 |
1.1724 |
|
| S4 |
1.1364 |
1.1433 |
1.1688 |
|
|
| 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 |
1.1680 |
0.0190 |
1.6% |
0.0100 |
0.9% |
42% |
False |
True |
205,802 |
| 10 |
1.1915 |
1.1680 |
0.0235 |
2.0% |
0.0097 |
0.8% |
34% |
False |
True |
201,478 |
| 20 |
1.1940 |
1.1646 |
0.0294 |
2.5% |
0.0094 |
0.8% |
39% |
False |
False |
214,516 |
| 40 |
1.1940 |
1.1191 |
0.0749 |
6.4% |
0.0088 |
0.7% |
76% |
False |
False |
215,826 |
| 60 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0080 |
0.7% |
76% |
False |
False |
165,480 |
| 80 |
1.1940 |
1.0910 |
0.1030 |
8.8% |
0.0080 |
0.7% |
82% |
False |
False |
124,442 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0077 |
0.7% |
86% |
False |
False |
99,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2355 |
|
2.618 |
1.2145 |
|
1.618 |
1.2016 |
|
1.000 |
1.1937 |
|
0.618 |
1.1888 |
|
HIGH |
1.1809 |
|
0.618 |
1.1759 |
|
0.500 |
1.1744 |
|
0.382 |
1.1729 |
|
LOW |
1.1680 |
|
0.618 |
1.1601 |
|
1.000 |
1.1552 |
|
1.618 |
1.1472 |
|
2.618 |
1.1344 |
|
4.250 |
1.1134 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1754 |
1.1755 |
| PP |
1.1749 |
1.1751 |
| S1 |
1.1744 |
1.1747 |
|