CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1789 |
1.1744 |
-0.0045 |
-0.4% |
1.1846 |
| High |
1.1809 |
1.1793 |
-0.0016 |
-0.1% |
1.1860 |
| Low |
1.1680 |
1.1726 |
0.0046 |
0.4% |
1.1680 |
| Close |
1.1759 |
1.1777 |
0.0018 |
0.1% |
1.1777 |
| Range |
0.0129 |
0.0067 |
-0.0062 |
-47.9% |
0.0180 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
249,368 |
163,095 |
-86,273 |
-34.6% |
975,484 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1966 |
1.1938 |
1.1813 |
|
| R3 |
1.1899 |
1.1871 |
1.1795 |
|
| R2 |
1.1832 |
1.1832 |
1.1789 |
|
| R1 |
1.1804 |
1.1804 |
1.1783 |
1.1818 |
| PP |
1.1765 |
1.1765 |
1.1765 |
1.1772 |
| S1 |
1.1737 |
1.1737 |
1.1770 |
1.1751 |
| S2 |
1.1698 |
1.1698 |
1.1764 |
|
| S3 |
1.1631 |
1.1670 |
1.1758 |
|
| S4 |
1.1564 |
1.1603 |
1.1740 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2312 |
1.2224 |
1.1876 |
|
| R3 |
1.2132 |
1.2044 |
1.1826 |
|
| R2 |
1.1952 |
1.1952 |
1.1810 |
|
| R1 |
1.1864 |
1.1864 |
1.1793 |
1.1818 |
| PP |
1.1772 |
1.1772 |
1.1772 |
1.1749 |
| S1 |
1.1684 |
1.1684 |
1.1760 |
1.1638 |
| S2 |
1.1592 |
1.1592 |
1.1744 |
|
| S3 |
1.1412 |
1.1504 |
1.1727 |
|
| S4 |
1.1232 |
1.1324 |
1.1678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1860 |
1.1680 |
0.0180 |
1.5% |
0.0094 |
0.8% |
54% |
False |
False |
195,096 |
| 10 |
1.1870 |
1.1680 |
0.0190 |
1.6% |
0.0088 |
0.7% |
51% |
False |
False |
191,540 |
| 20 |
1.1940 |
1.1646 |
0.0294 |
2.5% |
0.0094 |
0.8% |
45% |
False |
False |
212,431 |
| 40 |
1.1940 |
1.1196 |
0.0744 |
6.3% |
0.0089 |
0.8% |
78% |
False |
False |
216,822 |
| 60 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0080 |
0.7% |
79% |
False |
False |
168,149 |
| 80 |
1.1940 |
1.0910 |
0.1030 |
8.7% |
0.0080 |
0.7% |
84% |
False |
False |
126,470 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0077 |
0.7% |
87% |
False |
False |
101,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2077 |
|
2.618 |
1.1968 |
|
1.618 |
1.1901 |
|
1.000 |
1.1860 |
|
0.618 |
1.1834 |
|
HIGH |
1.1793 |
|
0.618 |
1.1767 |
|
0.500 |
1.1759 |
|
0.382 |
1.1751 |
|
LOW |
1.1726 |
|
0.618 |
1.1684 |
|
1.000 |
1.1659 |
|
1.618 |
1.1617 |
|
2.618 |
1.1550 |
|
4.250 |
1.1441 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1771 |
1.1766 |
| PP |
1.1765 |
1.1755 |
| S1 |
1.1759 |
1.1744 |
|