CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1926 |
1.2025 |
0.0100 |
0.8% |
1.1890 |
| High |
1.2065 |
1.2098 |
0.0033 |
0.3% |
1.2098 |
| Low |
1.1920 |
1.2020 |
0.0100 |
0.8% |
1.1876 |
| Close |
1.2011 |
1.2033 |
0.0022 |
0.2% |
1.2033 |
| Range |
0.0146 |
0.0078 |
-0.0068 |
-46.4% |
0.0222 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
382,340 |
239,632 |
-142,708 |
-37.3% |
1,063,554 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2284 |
1.2236 |
1.2075 |
|
| R3 |
1.2206 |
1.2158 |
1.2054 |
|
| R2 |
1.2128 |
1.2128 |
1.2047 |
|
| R1 |
1.2080 |
1.2080 |
1.2040 |
1.2104 |
| PP |
1.2050 |
1.2050 |
1.2050 |
1.2062 |
| S1 |
1.2002 |
1.2002 |
1.2025 |
1.2026 |
| S2 |
1.1972 |
1.1972 |
1.2018 |
|
| S3 |
1.1894 |
1.1924 |
1.2011 |
|
| S4 |
1.1816 |
1.1846 |
1.1990 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2667 |
1.2571 |
1.2154 |
|
| R3 |
1.2445 |
1.2350 |
1.2093 |
|
| R2 |
1.2224 |
1.2224 |
1.2073 |
|
| R1 |
1.2128 |
1.2128 |
1.2053 |
1.2176 |
| PP |
1.2002 |
1.2002 |
1.2002 |
1.2026 |
| S1 |
1.1907 |
1.1907 |
1.2012 |
1.1954 |
| S2 |
1.1781 |
1.1781 |
1.1992 |
|
| S3 |
1.1559 |
1.1685 |
1.1972 |
|
| S4 |
1.1338 |
1.1464 |
1.1911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2098 |
1.1858 |
0.0240 |
2.0% |
0.0095 |
0.8% |
73% |
True |
False |
267,427 |
| 10 |
1.2098 |
1.1787 |
0.0311 |
2.6% |
0.0103 |
0.9% |
79% |
True |
False |
251,534 |
| 20 |
1.2098 |
1.1680 |
0.0418 |
3.5% |
0.0095 |
0.8% |
84% |
True |
False |
213,489 |
| 40 |
1.2098 |
1.1429 |
0.0669 |
5.6% |
0.0094 |
0.8% |
90% |
True |
False |
217,074 |
| 60 |
1.2098 |
1.1173 |
0.0925 |
7.7% |
0.0087 |
0.7% |
93% |
True |
False |
210,333 |
| 80 |
1.2098 |
1.1145 |
0.0953 |
7.9% |
0.0084 |
0.7% |
93% |
True |
False |
164,772 |
| 100 |
1.2098 |
1.0763 |
0.1335 |
11.1% |
0.0081 |
0.7% |
95% |
True |
False |
131,995 |
| 120 |
1.2098 |
1.0656 |
0.1442 |
12.0% |
0.0078 |
0.7% |
95% |
True |
False |
110,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2429 |
|
2.618 |
1.2302 |
|
1.618 |
1.2224 |
|
1.000 |
1.2176 |
|
0.618 |
1.2146 |
|
HIGH |
1.2098 |
|
0.618 |
1.2068 |
|
0.500 |
1.2059 |
|
0.382 |
1.2049 |
|
LOW |
1.2020 |
|
0.618 |
1.1971 |
|
1.000 |
1.1942 |
|
1.618 |
1.1893 |
|
2.618 |
1.1815 |
|
4.250 |
1.1688 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2059 |
1.2023 |
| PP |
1.2050 |
1.2013 |
| S1 |
1.2041 |
1.2004 |
|