CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1744 |
1.1777 |
0.0034 |
0.3% |
1.1846 |
| High |
1.1793 |
1.1846 |
0.0053 |
0.4% |
1.1860 |
| Low |
1.1726 |
1.1748 |
0.0023 |
0.2% |
1.1680 |
| Close |
1.1777 |
1.1828 |
0.0051 |
0.4% |
1.1777 |
| Range |
0.0067 |
0.0098 |
0.0031 |
45.5% |
0.0180 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.5% |
0.0000 |
| Volume |
163,095 |
144,246 |
-18,849 |
-11.6% |
975,484 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2100 |
1.2061 |
1.1881 |
|
| R3 |
1.2002 |
1.1964 |
1.1854 |
|
| R2 |
1.1905 |
1.1905 |
1.1845 |
|
| R1 |
1.1866 |
1.1866 |
1.1836 |
1.1885 |
| PP |
1.1807 |
1.1807 |
1.1807 |
1.1817 |
| S1 |
1.1769 |
1.1769 |
1.1819 |
1.1788 |
| S2 |
1.1710 |
1.1710 |
1.1810 |
|
| S3 |
1.1612 |
1.1671 |
1.1801 |
|
| S4 |
1.1515 |
1.1574 |
1.1774 |
|
|
| 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 |
1.1846 |
1.1680 |
0.0166 |
1.4% |
0.0099 |
0.8% |
89% |
True |
False |
195,184 |
| 10 |
1.1870 |
1.1680 |
0.0190 |
1.6% |
0.0093 |
0.8% |
78% |
False |
False |
191,442 |
| 20 |
1.1940 |
1.1646 |
0.0294 |
2.5% |
0.0096 |
0.8% |
62% |
False |
False |
211,374 |
| 40 |
1.1940 |
1.1223 |
0.0717 |
6.1% |
0.0089 |
0.8% |
84% |
False |
False |
217,228 |
| 60 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0081 |
0.7% |
85% |
False |
False |
170,516 |
| 80 |
1.1940 |
1.0910 |
0.1030 |
8.7% |
0.0080 |
0.7% |
89% |
False |
False |
128,258 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0077 |
0.7% |
91% |
False |
False |
102,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2260 |
|
2.618 |
1.2101 |
|
1.618 |
1.2003 |
|
1.000 |
1.1943 |
|
0.618 |
1.1906 |
|
HIGH |
1.1846 |
|
0.618 |
1.1808 |
|
0.500 |
1.1797 |
|
0.382 |
1.1785 |
|
LOW |
1.1748 |
|
0.618 |
1.1688 |
|
1.000 |
1.1651 |
|
1.618 |
1.1590 |
|
2.618 |
1.1493 |
|
4.250 |
1.1334 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1817 |
1.1806 |
| PP |
1.1807 |
1.1784 |
| S1 |
1.1797 |
1.1763 |
|