CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1829 |
1.1781 |
-0.0048 |
-0.4% |
1.1846 |
| High |
1.1841 |
1.1839 |
-0.0002 |
0.0% |
1.1860 |
| Low |
1.1762 |
1.1756 |
-0.0006 |
0.0% |
1.1680 |
| Close |
1.1768 |
1.1836 |
0.0068 |
0.6% |
1.1777 |
| Range |
0.0080 |
0.0083 |
0.0004 |
4.4% |
0.0180 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
143,913 |
159,410 |
15,497 |
10.8% |
975,484 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2059 |
1.2030 |
1.1881 |
|
| R3 |
1.1976 |
1.1947 |
1.1858 |
|
| R2 |
1.1893 |
1.1893 |
1.1851 |
|
| R1 |
1.1864 |
1.1864 |
1.1843 |
1.1879 |
| PP |
1.1810 |
1.1810 |
1.1810 |
1.1817 |
| S1 |
1.1781 |
1.1781 |
1.1828 |
1.1796 |
| S2 |
1.1727 |
1.1727 |
1.1820 |
|
| S3 |
1.1644 |
1.1698 |
1.1813 |
|
| S4 |
1.1561 |
1.1615 |
1.1790 |
|
|
| 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% |
0.0091 |
0.8% |
94% |
False |
False |
172,006 |
| 10 |
1.1870 |
1.1680 |
0.0190 |
1.6% |
0.0091 |
0.8% |
82% |
False |
False |
182,345 |
| 20 |
1.1940 |
1.1680 |
0.0260 |
2.2% |
0.0094 |
0.8% |
60% |
False |
False |
201,989 |
| 40 |
1.1940 |
1.1341 |
0.0599 |
5.1% |
0.0088 |
0.7% |
83% |
False |
False |
213,399 |
| 60 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0081 |
0.7% |
86% |
False |
False |
175,418 |
| 80 |
1.1940 |
1.0910 |
0.1030 |
8.7% |
0.0080 |
0.7% |
90% |
False |
False |
132,032 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.8% |
0.0077 |
0.7% |
92% |
False |
False |
105,729 |
| 120 |
1.1940 |
1.0630 |
0.1310 |
11.1% |
0.0076 |
0.6% |
92% |
False |
False |
88,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2192 |
|
2.618 |
1.2056 |
|
1.618 |
1.1973 |
|
1.000 |
1.1922 |
|
0.618 |
1.1890 |
|
HIGH |
1.1839 |
|
0.618 |
1.1807 |
|
0.500 |
1.1798 |
|
0.382 |
1.1788 |
|
LOW |
1.1756 |
|
0.618 |
1.1705 |
|
1.000 |
1.1673 |
|
1.618 |
1.1622 |
|
2.618 |
1.1539 |
|
4.250 |
1.1403 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1823 |
1.1823 |
| PP |
1.1810 |
1.1810 |
| S1 |
1.1798 |
1.1797 |
|