CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1879 |
1.1875 |
-0.0005 |
0.0% |
1.1834 |
| High |
1.1889 |
1.2014 |
0.0125 |
1.0% |
1.2014 |
| Low |
1.1856 |
1.1845 |
-0.0011 |
-0.1% |
1.1806 |
| Close |
1.1876 |
1.1951 |
0.0075 |
0.6% |
1.1951 |
| Range |
0.0033 |
0.0169 |
0.0136 |
410.6% |
0.0208 |
| ATR |
0.0085 |
0.0091 |
0.0006 |
7.0% |
0.0000 |
| Volume |
964 |
4,692 |
3,728 |
386.7% |
11,589 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2442 |
1.2365 |
1.2043 |
|
| R3 |
1.2273 |
1.2196 |
1.1997 |
|
| R2 |
1.2105 |
1.2105 |
1.1981 |
|
| R1 |
1.2028 |
1.2028 |
1.1966 |
1.2066 |
| PP |
1.1936 |
1.1936 |
1.1936 |
1.1956 |
| S1 |
1.1859 |
1.1859 |
1.1935 |
1.1898 |
| S2 |
1.1768 |
1.1768 |
1.1920 |
|
| S3 |
1.1599 |
1.1691 |
1.1904 |
|
| S4 |
1.1431 |
1.1522 |
1.1858 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2456 |
1.2065 |
|
| R3 |
1.2338 |
1.2248 |
1.2008 |
|
| R2 |
1.2131 |
1.2131 |
1.1989 |
|
| R1 |
1.2041 |
1.2041 |
1.1970 |
1.2086 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1946 |
| S1 |
1.1833 |
1.1833 |
1.1931 |
1.1878 |
| S2 |
1.1716 |
1.1716 |
1.1912 |
|
| S3 |
1.1508 |
1.1626 |
1.1893 |
|
| S4 |
1.1301 |
1.1418 |
1.1836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2014 |
1.1806 |
0.0208 |
1.7% |
0.0092 |
0.8% |
70% |
True |
False |
2,317 |
| 10 |
1.2014 |
1.1738 |
0.0276 |
2.3% |
0.0092 |
0.8% |
77% |
True |
False |
2,222 |
| 20 |
1.2014 |
1.1738 |
0.0276 |
2.3% |
0.0092 |
0.8% |
77% |
True |
False |
1,877 |
| 40 |
1.2014 |
1.1413 |
0.0601 |
5.0% |
0.0087 |
0.7% |
90% |
True |
False |
1,508 |
| 60 |
1.2014 |
1.1227 |
0.0787 |
6.6% |
0.0080 |
0.7% |
92% |
True |
False |
1,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2730 |
|
2.618 |
1.2455 |
|
1.618 |
1.2286 |
|
1.000 |
1.2182 |
|
0.618 |
1.2118 |
|
HIGH |
1.2014 |
|
0.618 |
1.1949 |
|
0.500 |
1.1929 |
|
0.382 |
1.1909 |
|
LOW |
1.1845 |
|
0.618 |
1.1741 |
|
1.000 |
1.1677 |
|
1.618 |
1.1572 |
|
2.618 |
1.1404 |
|
4.250 |
1.1129 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1943 |
1.1938 |
| PP |
1.1936 |
1.1926 |
| S1 |
1.1929 |
1.1914 |
|