CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1814 |
1.1957 |
0.0143 |
1.2% |
1.1777 |
| High |
1.1955 |
1.1997 |
0.0042 |
0.4% |
1.1955 |
| Low |
1.1787 |
1.1930 |
0.0143 |
1.2% |
1.1748 |
| Close |
1.1892 |
1.1993 |
0.0101 |
0.8% |
1.1892 |
| Range |
0.0169 |
0.0068 |
-0.0101 |
-59.9% |
0.0207 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.0% |
0.0000 |
| Volume |
244,695 |
151,146 |
-93,549 |
-38.2% |
807,034 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2152 |
1.2030 |
|
| R3 |
1.2108 |
1.2084 |
1.2012 |
|
| R2 |
1.2041 |
1.2041 |
1.2005 |
|
| R1 |
1.2017 |
1.2017 |
1.1999 |
1.2029 |
| PP |
1.1973 |
1.1973 |
1.1973 |
1.1979 |
| S1 |
1.1949 |
1.1949 |
1.1987 |
1.1961 |
| S2 |
1.1906 |
1.1906 |
1.1981 |
|
| S3 |
1.1838 |
1.1882 |
1.1974 |
|
| S4 |
1.1771 |
1.1814 |
1.1956 |
|
|
| 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 |
1.1997 |
1.1756 |
0.0241 |
2.0% |
0.0087 |
0.7% |
98% |
True |
False |
162,786 |
| 10 |
1.1997 |
1.1680 |
0.0317 |
2.6% |
0.0093 |
0.8% |
99% |
True |
False |
178,985 |
| 20 |
1.1997 |
1.1680 |
0.0317 |
2.6% |
0.0090 |
0.8% |
99% |
True |
False |
190,230 |
| 40 |
1.1997 |
1.1356 |
0.0641 |
5.3% |
0.0089 |
0.7% |
99% |
True |
False |
204,809 |
| 60 |
1.1997 |
1.1173 |
0.0824 |
6.9% |
0.0082 |
0.7% |
100% |
True |
False |
183,689 |
| 80 |
1.1997 |
1.0910 |
0.1087 |
9.1% |
0.0081 |
0.7% |
100% |
True |
False |
138,389 |
| 100 |
1.1997 |
1.0656 |
0.1342 |
11.2% |
0.0079 |
0.7% |
100% |
True |
False |
110,823 |
| 120 |
1.1997 |
1.0630 |
0.1367 |
11.4% |
0.0077 |
0.6% |
100% |
True |
False |
92,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2284 |
|
2.618 |
1.2174 |
|
1.618 |
1.2106 |
|
1.000 |
1.2065 |
|
0.618 |
1.2039 |
|
HIGH |
1.1997 |
|
0.618 |
1.1971 |
|
0.500 |
1.1963 |
|
0.382 |
1.1955 |
|
LOW |
1.1930 |
|
0.618 |
1.1888 |
|
1.000 |
1.1862 |
|
1.618 |
1.1820 |
|
2.618 |
1.1753 |
|
4.250 |
1.1643 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1983 |
1.1959 |
| PP |
1.1973 |
1.1926 |
| S1 |
1.1963 |
1.1892 |
|