CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1823 |
1.1814 |
-0.0009 |
-0.1% |
1.1777 |
| High |
1.1832 |
1.1955 |
0.0123 |
1.0% |
1.1955 |
| Low |
1.1798 |
1.1787 |
-0.0012 |
-0.1% |
1.1748 |
| Close |
1.1818 |
1.1892 |
0.0074 |
0.6% |
1.1892 |
| Range |
0.0034 |
0.0169 |
0.0135 |
395.6% |
0.0207 |
| ATR |
0.0086 |
0.0092 |
0.0006 |
6.8% |
0.0000 |
| Volume |
114,770 |
244,695 |
129,925 |
113.2% |
807,034 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2383 |
1.2306 |
1.1985 |
|
| R3 |
1.2215 |
1.2138 |
1.1938 |
|
| R2 |
1.2046 |
1.2046 |
1.1923 |
|
| R1 |
1.1969 |
1.1969 |
1.1907 |
1.2008 |
| PP |
1.1878 |
1.1878 |
1.1878 |
1.1897 |
| S1 |
1.1801 |
1.1801 |
1.1877 |
1.1839 |
| S2 |
1.1709 |
1.1709 |
1.1861 |
|
| S3 |
1.1541 |
1.1632 |
1.1846 |
|
| S4 |
1.1372 |
1.1464 |
1.1799 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2486 |
1.2396 |
1.2006 |
|
| R3 |
1.2279 |
1.2189 |
1.1949 |
|
| R2 |
1.2072 |
1.2072 |
1.1930 |
|
| R1 |
1.1982 |
1.1982 |
1.1911 |
1.2027 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1888 |
| S1 |
1.1775 |
1.1775 |
1.1873 |
1.1820 |
| S2 |
1.1658 |
1.1658 |
1.1854 |
|
| S3 |
1.1451 |
1.1568 |
1.1835 |
|
| S4 |
1.1244 |
1.1361 |
1.1778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1955 |
1.1748 |
0.0207 |
1.7% |
0.0093 |
0.8% |
70% |
True |
False |
161,406 |
| 10 |
1.1955 |
1.1680 |
0.0275 |
2.3% |
0.0093 |
0.8% |
77% |
True |
False |
178,251 |
| 20 |
1.1955 |
1.1680 |
0.0275 |
2.3% |
0.0093 |
0.8% |
77% |
True |
False |
194,755 |
| 40 |
1.1955 |
1.1356 |
0.0599 |
5.0% |
0.0089 |
0.7% |
89% |
True |
False |
206,184 |
| 60 |
1.1955 |
1.1173 |
0.0782 |
6.6% |
0.0082 |
0.7% |
92% |
True |
False |
181,261 |
| 80 |
1.1955 |
1.0910 |
0.1045 |
8.8% |
0.0081 |
0.7% |
94% |
True |
False |
136,513 |
| 100 |
1.1955 |
1.0656 |
0.1300 |
10.9% |
0.0078 |
0.7% |
95% |
True |
False |
109,315 |
| 120 |
1.1955 |
1.0630 |
0.1325 |
11.1% |
0.0077 |
0.6% |
95% |
True |
False |
91,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2671 |
|
2.618 |
1.2396 |
|
1.618 |
1.2228 |
|
1.000 |
1.2124 |
|
0.618 |
1.2059 |
|
HIGH |
1.1955 |
|
0.618 |
1.1891 |
|
0.500 |
1.1871 |
|
0.382 |
1.1851 |
|
LOW |
1.1787 |
|
0.618 |
1.1682 |
|
1.000 |
1.1618 |
|
1.618 |
1.1514 |
|
2.618 |
1.1345 |
|
4.250 |
1.1070 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1880 |
| PP |
1.1878 |
1.1868 |
| S1 |
1.1871 |
1.1856 |
|