CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1923 |
0.0033 |
0.3% |
1.1957 |
| High |
1.1949 |
1.1958 |
0.0010 |
0.1% |
1.2083 |
| Low |
1.1876 |
1.1910 |
0.0034 |
0.3% |
1.1832 |
| Close |
1.1927 |
1.1919 |
-0.0008 |
-0.1% |
1.1876 |
| Range |
0.0073 |
0.0048 |
-0.0025 |
-33.8% |
0.0251 |
| ATR |
0.0097 |
0.0093 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
251,429 |
190,153 |
-61,276 |
-24.4% |
1,207,098 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2073 |
1.2044 |
1.1945 |
|
| R3 |
1.2025 |
1.1996 |
1.1932 |
|
| R2 |
1.1977 |
1.1977 |
1.1927 |
|
| R1 |
1.1948 |
1.1948 |
1.1923 |
1.1938 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1924 |
| S1 |
1.1900 |
1.1900 |
1.1914 |
1.1890 |
| S2 |
1.1881 |
1.1881 |
1.1910 |
|
| S3 |
1.1833 |
1.1852 |
1.1905 |
|
| S4 |
1.1785 |
1.1804 |
1.1892 |
|
|
| 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 |
1.1996 |
1.1832 |
0.0164 |
1.4% |
0.0090 |
0.8% |
53% |
False |
False |
242,022 |
| 10 |
1.2083 |
1.1756 |
0.0327 |
2.7% |
0.0093 |
0.8% |
50% |
False |
False |
216,755 |
| 20 |
1.2083 |
1.1680 |
0.0403 |
3.4% |
0.0091 |
0.8% |
59% |
False |
False |
201,930 |
| 40 |
1.2083 |
1.1409 |
0.0674 |
5.7% |
0.0093 |
0.8% |
76% |
False |
False |
213,668 |
| 60 |
1.2083 |
1.1173 |
0.0910 |
7.6% |
0.0086 |
0.7% |
82% |
False |
False |
205,761 |
| 80 |
1.2083 |
1.0988 |
0.1095 |
9.2% |
0.0083 |
0.7% |
85% |
False |
False |
157,032 |
| 100 |
1.2083 |
1.0687 |
0.1396 |
11.7% |
0.0080 |
0.7% |
88% |
False |
False |
125,781 |
| 120 |
1.2083 |
1.0656 |
0.1427 |
12.0% |
0.0077 |
0.6% |
89% |
False |
False |
104,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.2084 |
|
1.618 |
1.2036 |
|
1.000 |
1.2006 |
|
0.618 |
1.1988 |
|
HIGH |
1.1958 |
|
0.618 |
1.1940 |
|
0.500 |
1.1934 |
|
0.382 |
1.1928 |
|
LOW |
1.1910 |
|
0.618 |
1.1880 |
|
1.000 |
1.1862 |
|
1.618 |
1.1832 |
|
2.618 |
1.1784 |
|
4.250 |
1.1706 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1934 |
1.1924 |
| PP |
1.1929 |
1.1922 |
| S1 |
1.1924 |
1.1920 |
|