CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1777 |
1.1829 |
0.0052 |
0.4% |
1.1846 |
| High |
1.1846 |
1.1841 |
-0.0005 |
0.0% |
1.1860 |
| Low |
1.1748 |
1.1762 |
0.0014 |
0.1% |
1.1680 |
| Close |
1.1828 |
1.1768 |
-0.0060 |
-0.5% |
1.1777 |
| Range |
0.0098 |
0.0080 |
-0.0018 |
-18.5% |
0.0180 |
| ATR |
0.0091 |
0.0091 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
144,246 |
143,913 |
-333 |
-0.2% |
975,484 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2029 |
1.1978 |
1.1812 |
|
| R3 |
1.1949 |
1.1898 |
1.1790 |
|
| R2 |
1.1870 |
1.1870 |
1.1783 |
|
| R1 |
1.1819 |
1.1819 |
1.1775 |
1.1805 |
| PP |
1.1790 |
1.1790 |
1.1790 |
1.1783 |
| S1 |
1.1739 |
1.1739 |
1.1761 |
1.1725 |
| S2 |
1.1711 |
1.1711 |
1.1753 |
|
| S3 |
1.1631 |
1.1660 |
1.1746 |
|
| S4 |
1.1552 |
1.1580 |
1.1724 |
|
|
| 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% |
0.0094 |
0.8% |
53% |
False |
False |
185,690 |
| 10 |
1.1870 |
1.1680 |
0.0190 |
1.6% |
0.0090 |
0.8% |
46% |
False |
False |
187,105 |
| 20 |
1.1940 |
1.1646 |
0.0294 |
2.5% |
0.0096 |
0.8% |
42% |
False |
False |
207,378 |
| 40 |
1.1940 |
1.1230 |
0.0710 |
6.0% |
0.0090 |
0.8% |
76% |
False |
False |
216,845 |
| 60 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0081 |
0.7% |
78% |
False |
False |
172,856 |
| 80 |
1.1940 |
1.0910 |
0.1030 |
8.7% |
0.0080 |
0.7% |
83% |
False |
False |
130,045 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0077 |
0.7% |
87% |
False |
False |
104,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2179 |
|
2.618 |
1.2049 |
|
1.618 |
1.1970 |
|
1.000 |
1.1921 |
|
0.618 |
1.1890 |
|
HIGH |
1.1841 |
|
0.618 |
1.1811 |
|
0.500 |
1.1801 |
|
0.382 |
1.1792 |
|
LOW |
1.1762 |
|
0.618 |
1.1712 |
|
1.000 |
1.1682 |
|
1.618 |
1.1633 |
|
2.618 |
1.1553 |
|
4.250 |
1.1424 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1801 |
1.1786 |
| PP |
1.1790 |
1.1780 |
| S1 |
1.1779 |
1.1774 |
|