CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1982 |
1.1903 |
-0.0079 |
-0.7% |
1.1777 |
| High |
1.1996 |
1.1923 |
-0.0073 |
-0.6% |
1.1955 |
| Low |
1.1892 |
1.1832 |
-0.0060 |
-0.5% |
1.1748 |
| Close |
1.1903 |
1.1912 |
0.0010 |
0.1% |
1.1892 |
| Range |
0.0104 |
0.0091 |
-0.0013 |
-12.5% |
0.0207 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
242,905 |
252,044 |
9,139 |
3.8% |
807,034 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2162 |
1.2128 |
1.1962 |
|
| R3 |
1.2071 |
1.2037 |
1.1937 |
|
| R2 |
1.1980 |
1.1980 |
1.1929 |
|
| R1 |
1.1946 |
1.1946 |
1.1920 |
1.1963 |
| PP |
1.1889 |
1.1889 |
1.1889 |
1.1898 |
| S1 |
1.1855 |
1.1855 |
1.1904 |
1.1872 |
| S2 |
1.1798 |
1.1798 |
1.1895 |
|
| S3 |
1.1707 |
1.1764 |
1.1887 |
|
| S4 |
1.1616 |
1.1673 |
1.1862 |
|
|
| 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 |
1.2083 |
1.1787 |
0.0296 |
2.5% |
0.0111 |
0.9% |
42% |
False |
False |
235,642 |
| 10 |
1.2083 |
1.1726 |
0.0357 |
3.0% |
0.0092 |
0.8% |
52% |
False |
False |
190,364 |
| 20 |
1.2083 |
1.1680 |
0.0403 |
3.4% |
0.0095 |
0.8% |
58% |
False |
False |
195,921 |
| 40 |
1.2083 |
1.1409 |
0.0674 |
5.7% |
0.0091 |
0.8% |
75% |
False |
False |
208,747 |
| 60 |
1.2083 |
1.1173 |
0.0910 |
7.6% |
0.0084 |
0.7% |
81% |
False |
False |
195,442 |
| 80 |
1.2083 |
1.0910 |
0.1173 |
9.8% |
0.0082 |
0.7% |
85% |
False |
False |
148,122 |
| 100 |
1.2083 |
1.0665 |
0.1418 |
11.9% |
0.0080 |
0.7% |
88% |
False |
False |
118,637 |
| 120 |
1.2083 |
1.0656 |
0.1427 |
12.0% |
0.0077 |
0.6% |
88% |
False |
False |
98,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2310 |
|
2.618 |
1.2161 |
|
1.618 |
1.2070 |
|
1.000 |
1.2014 |
|
0.618 |
1.1979 |
|
HIGH |
1.1923 |
|
0.618 |
1.1888 |
|
0.500 |
1.1878 |
|
0.382 |
1.1867 |
|
LOW |
1.1832 |
|
0.618 |
1.1776 |
|
1.000 |
1.1741 |
|
1.618 |
1.1685 |
|
2.618 |
1.1594 |
|
4.250 |
1.1445 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1901 |
1.1957 |
| PP |
1.1889 |
1.1942 |
| S1 |
1.1878 |
1.1927 |
|