CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1903 |
1.1928 |
0.0025 |
0.2% |
1.1957 |
| High |
1.1923 |
1.1990 |
0.0067 |
0.6% |
1.2083 |
| Low |
1.1832 |
1.1858 |
0.0026 |
0.2% |
1.1832 |
| Close |
1.1912 |
1.1876 |
-0.0037 |
-0.3% |
1.1876 |
| Range |
0.0091 |
0.0132 |
0.0041 |
45.1% |
0.0251 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
2.7% |
0.0000 |
| Volume |
252,044 |
273,582 |
21,538 |
8.5% |
1,207,098 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2304 |
1.2222 |
1.1948 |
|
| R3 |
1.2172 |
1.2090 |
1.1912 |
|
| R2 |
1.2040 |
1.2040 |
1.1900 |
|
| R1 |
1.1958 |
1.1958 |
1.1888 |
1.1933 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1895 |
| S1 |
1.1826 |
1.1826 |
1.1863 |
1.1801 |
| S2 |
1.1776 |
1.1776 |
1.1851 |
|
| S3 |
1.1644 |
1.1694 |
1.1839 |
|
| S4 |
1.1512 |
1.1562 |
1.1803 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2682 |
1.2529 |
1.2013 |
|
| R3 |
1.2431 |
1.2279 |
1.1944 |
|
| R2 |
1.2181 |
1.2181 |
1.1921 |
|
| R1 |
1.2028 |
1.2028 |
1.1898 |
1.1979 |
| PP |
1.1930 |
1.1930 |
1.1930 |
1.1906 |
| S1 |
1.1778 |
1.1778 |
1.1853 |
1.1729 |
| S2 |
1.1680 |
1.1680 |
1.1830 |
|
| S3 |
1.1429 |
1.1527 |
1.1807 |
|
| S4 |
1.1179 |
1.1277 |
1.1738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2083 |
1.1832 |
0.0251 |
2.1% |
0.0104 |
0.9% |
17% |
False |
False |
241,419 |
| 10 |
1.2083 |
1.1748 |
0.0335 |
2.8% |
0.0098 |
0.8% |
38% |
False |
False |
201,413 |
| 20 |
1.2083 |
1.1680 |
0.0403 |
3.4% |
0.0093 |
0.8% |
49% |
False |
False |
196,477 |
| 40 |
1.2083 |
1.1409 |
0.0674 |
5.7% |
0.0093 |
0.8% |
69% |
False |
False |
210,567 |
| 60 |
1.2083 |
1.1173 |
0.0910 |
7.7% |
0.0085 |
0.7% |
77% |
False |
False |
199,600 |
| 80 |
1.2083 |
1.0910 |
0.1173 |
9.9% |
0.0083 |
0.7% |
82% |
False |
False |
151,530 |
| 100 |
1.2083 |
1.0672 |
0.1411 |
11.9% |
0.0081 |
0.7% |
85% |
False |
False |
121,372 |
| 120 |
1.2083 |
1.0656 |
0.1427 |
12.0% |
0.0078 |
0.7% |
85% |
False |
False |
101,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2551 |
|
2.618 |
1.2335 |
|
1.618 |
1.2203 |
|
1.000 |
1.2122 |
|
0.618 |
1.2071 |
|
HIGH |
1.1990 |
|
0.618 |
1.1939 |
|
0.500 |
1.1924 |
|
0.382 |
1.1908 |
|
LOW |
1.1858 |
|
0.618 |
1.1776 |
|
1.000 |
1.1726 |
|
1.618 |
1.1644 |
|
2.618 |
1.1512 |
|
4.250 |
1.1297 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1924 |
1.1914 |
| PP |
1.1908 |
1.1901 |
| S1 |
1.1892 |
1.1888 |
|