CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1959 |
1.1969 |
0.0011 |
0.1% |
1.1890 |
| High |
1.1982 |
1.1998 |
0.0016 |
0.1% |
1.2098 |
| Low |
1.1930 |
1.1876 |
-0.0055 |
-0.5% |
1.1876 |
| Close |
1.1974 |
1.1877 |
-0.0097 |
-0.8% |
1.2033 |
| Range |
0.0052 |
0.0123 |
0.0071 |
135.6% |
0.0222 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.3% |
0.0000 |
| Volume |
248,358 |
368,890 |
120,532 |
48.5% |
1,063,554 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2284 |
1.2203 |
1.1944 |
|
| R3 |
1.2162 |
1.2080 |
1.1910 |
|
| R2 |
1.2039 |
1.2039 |
1.1899 |
|
| R1 |
1.1958 |
1.1958 |
1.1888 |
1.1937 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1906 |
| S1 |
1.1835 |
1.1835 |
1.1865 |
1.1815 |
| S2 |
1.1794 |
1.1794 |
1.1854 |
|
| S3 |
1.1672 |
1.1713 |
1.1843 |
|
| S4 |
1.1549 |
1.1590 |
1.1809 |
|
|
| 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 |
1.1876 |
0.0222 |
1.9% |
0.0096 |
0.8% |
0% |
False |
True |
293,193 |
| 10 |
1.2098 |
1.1832 |
0.0266 |
2.2% |
0.0093 |
0.8% |
17% |
False |
False |
267,607 |
| 20 |
1.2098 |
1.1680 |
0.0418 |
3.5% |
0.0094 |
0.8% |
47% |
False |
False |
228,098 |
| 40 |
1.2098 |
1.1514 |
0.0584 |
4.9% |
0.0094 |
0.8% |
62% |
False |
False |
222,947 |
| 60 |
1.2098 |
1.1173 |
0.0925 |
7.8% |
0.0088 |
0.7% |
76% |
False |
False |
216,672 |
| 80 |
1.2098 |
1.1173 |
0.0925 |
7.8% |
0.0083 |
0.7% |
76% |
False |
False |
175,232 |
| 100 |
1.2098 |
1.0902 |
0.1196 |
10.1% |
0.0082 |
0.7% |
82% |
False |
False |
140,421 |
| 120 |
1.2098 |
1.0656 |
0.1442 |
12.1% |
0.0079 |
0.7% |
85% |
False |
False |
117,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2519 |
|
2.618 |
1.2319 |
|
1.618 |
1.2196 |
|
1.000 |
1.2121 |
|
0.618 |
1.2074 |
|
HIGH |
1.1998 |
|
0.618 |
1.1951 |
|
0.500 |
1.1937 |
|
0.382 |
1.1922 |
|
LOW |
1.1876 |
|
0.618 |
1.1800 |
|
1.000 |
1.1753 |
|
1.618 |
1.1677 |
|
2.618 |
1.1555 |
|
4.250 |
1.1355 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1937 |
1.1955 |
| PP |
1.1917 |
1.1929 |
| S1 |
1.1897 |
1.1903 |
|