CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1969 |
1.1890 |
-0.0079 |
-0.7% |
1.1890 |
| High |
1.1998 |
1.1924 |
-0.0074 |
-0.6% |
1.2098 |
| Low |
1.1876 |
1.1838 |
-0.0038 |
-0.3% |
1.1876 |
| Close |
1.1877 |
1.1915 |
0.0038 |
0.3% |
1.2033 |
| Range |
0.0123 |
0.0087 |
-0.0036 |
-29.4% |
0.0222 |
| ATR |
0.0094 |
0.0094 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
368,890 |
296,129 |
-72,761 |
-19.7% |
1,063,554 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2152 |
1.2120 |
1.1962 |
|
| R3 |
1.2065 |
1.2033 |
1.1938 |
|
| R2 |
1.1979 |
1.1979 |
1.1930 |
|
| R1 |
1.1947 |
1.1947 |
1.1922 |
1.1963 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1900 |
| S1 |
1.1860 |
1.1860 |
1.1907 |
1.1876 |
| S2 |
1.1806 |
1.1806 |
1.1899 |
|
| S3 |
1.1719 |
1.1774 |
1.1891 |
|
| S4 |
1.1633 |
1.1687 |
1.1867 |
|
|
| 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 |
1.1838 |
0.0260 |
2.2% |
0.0084 |
0.7% |
30% |
False |
True |
275,951 |
| 10 |
1.2098 |
1.1832 |
0.0266 |
2.2% |
0.0091 |
0.8% |
31% |
False |
False |
272,930 |
| 20 |
1.2098 |
1.1680 |
0.0418 |
3.5% |
0.0093 |
0.8% |
56% |
False |
False |
231,513 |
| 40 |
1.2098 |
1.1514 |
0.0584 |
4.9% |
0.0095 |
0.8% |
69% |
False |
False |
226,001 |
| 60 |
1.2098 |
1.1181 |
0.0917 |
7.7% |
0.0088 |
0.7% |
80% |
False |
False |
219,069 |
| 80 |
1.2098 |
1.1173 |
0.0925 |
7.8% |
0.0083 |
0.7% |
80% |
False |
False |
178,904 |
| 100 |
1.2098 |
1.0910 |
0.1188 |
10.0% |
0.0082 |
0.7% |
85% |
False |
False |
143,373 |
| 120 |
1.2098 |
1.0656 |
0.1442 |
12.1% |
0.0079 |
0.7% |
87% |
False |
False |
119,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2292 |
|
2.618 |
1.2150 |
|
1.618 |
1.2064 |
|
1.000 |
1.2011 |
|
0.618 |
1.1977 |
|
HIGH |
1.1924 |
|
0.618 |
1.1891 |
|
0.500 |
1.1881 |
|
0.382 |
1.1871 |
|
LOW |
1.1838 |
|
0.618 |
1.1784 |
|
1.000 |
1.1751 |
|
1.618 |
1.1698 |
|
2.618 |
1.1611 |
|
4.250 |
1.1470 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1903 |
1.1918 |
| PP |
1.1892 |
1.1917 |
| S1 |
1.1881 |
1.1916 |
|