CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2029 |
1.1959 |
-0.0071 |
-0.6% |
1.1890 |
| High |
1.2034 |
1.1982 |
-0.0052 |
-0.4% |
1.2098 |
| Low |
1.1951 |
1.1930 |
-0.0021 |
-0.2% |
1.1876 |
| Close |
1.1967 |
1.1974 |
0.0007 |
0.1% |
1.2033 |
| Range |
0.0083 |
0.0052 |
-0.0031 |
-37.3% |
0.0222 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
226,746 |
248,358 |
21,612 |
9.5% |
1,063,554 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2118 |
1.2098 |
1.2002 |
|
| R3 |
1.2066 |
1.2046 |
1.1988 |
|
| R2 |
1.2014 |
1.2014 |
1.1983 |
|
| R1 |
1.1994 |
1.1994 |
1.1978 |
1.2004 |
| PP |
1.1962 |
1.1962 |
1.1962 |
1.1967 |
| S1 |
1.1942 |
1.1942 |
1.1969 |
1.1952 |
| S2 |
1.1910 |
1.1910 |
1.1964 |
|
| S3 |
1.1858 |
1.1890 |
1.1959 |
|
| S4 |
1.1806 |
1.1838 |
1.1945 |
|
|
| 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 |
1.1910 |
0.0188 |
1.6% |
0.0081 |
0.7% |
34% |
False |
False |
257,445 |
| 10 |
1.2098 |
1.1832 |
0.0266 |
2.2% |
0.0093 |
0.8% |
53% |
False |
False |
259,461 |
| 20 |
1.2098 |
1.1680 |
0.0418 |
3.5% |
0.0093 |
0.8% |
70% |
False |
False |
219,223 |
| 40 |
1.2098 |
1.1509 |
0.0589 |
4.9% |
0.0094 |
0.8% |
79% |
False |
False |
220,331 |
| 60 |
1.2098 |
1.1173 |
0.0925 |
7.7% |
0.0087 |
0.7% |
87% |
False |
False |
212,831 |
| 80 |
1.2098 |
1.1168 |
0.0930 |
7.8% |
0.0083 |
0.7% |
87% |
False |
False |
170,639 |
| 100 |
1.2098 |
1.0763 |
0.1335 |
11.1% |
0.0081 |
0.7% |
91% |
False |
False |
136,737 |
| 120 |
1.2098 |
1.0656 |
0.1442 |
12.0% |
0.0078 |
0.7% |
91% |
False |
False |
114,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2203 |
|
2.618 |
1.2118 |
|
1.618 |
1.2066 |
|
1.000 |
1.2034 |
|
0.618 |
1.2014 |
|
HIGH |
1.1982 |
|
0.618 |
1.1962 |
|
0.500 |
1.1956 |
|
0.382 |
1.1950 |
|
LOW |
1.1930 |
|
0.618 |
1.1898 |
|
1.000 |
1.1878 |
|
1.618 |
1.1846 |
|
2.618 |
1.1794 |
|
4.250 |
1.1709 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1968 |
1.2014 |
| PP |
1.1962 |
1.2000 |
| S1 |
1.1956 |
1.1987 |
|