CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1875 |
1.2013 |
0.0139 |
1.2% |
1.1834 |
| High |
1.2014 |
1.2056 |
0.0042 |
0.3% |
1.2014 |
| Low |
1.1845 |
1.1989 |
0.0144 |
1.2% |
1.1806 |
| Close |
1.1951 |
1.2052 |
0.0102 |
0.8% |
1.1951 |
| Range |
0.0169 |
0.0067 |
-0.0102 |
-60.2% |
0.0208 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0000 |
| Volume |
4,692 |
2,776 |
-1,916 |
-40.8% |
11,589 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2233 |
1.2210 |
1.2089 |
|
| R3 |
1.2166 |
1.2143 |
1.2070 |
|
| R2 |
1.2099 |
1.2099 |
1.2064 |
|
| R1 |
1.2076 |
1.2076 |
1.2058 |
1.2087 |
| PP |
1.2032 |
1.2032 |
1.2032 |
1.2038 |
| S1 |
1.2009 |
1.2009 |
1.2046 |
1.2020 |
| S2 |
1.1965 |
1.1965 |
1.2040 |
|
| S3 |
1.1898 |
1.1942 |
1.2034 |
|
| S4 |
1.1831 |
1.1875 |
1.2015 |
|
|
| 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 |
1.2056 |
1.1814 |
0.0242 |
2.0% |
0.0086 |
0.7% |
99% |
True |
False |
2,465 |
| 10 |
1.2056 |
1.1738 |
0.0318 |
2.6% |
0.0092 |
0.8% |
99% |
True |
False |
2,454 |
| 20 |
1.2056 |
1.1738 |
0.0318 |
2.6% |
0.0089 |
0.7% |
99% |
True |
False |
1,933 |
| 40 |
1.2056 |
1.1413 |
0.0643 |
5.3% |
0.0088 |
0.7% |
99% |
True |
False |
1,537 |
| 60 |
1.2056 |
1.1227 |
0.0829 |
6.9% |
0.0080 |
0.7% |
100% |
True |
False |
1,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2340 |
|
2.618 |
1.2231 |
|
1.618 |
1.2164 |
|
1.000 |
1.2123 |
|
0.618 |
1.2097 |
|
HIGH |
1.2056 |
|
0.618 |
1.2030 |
|
0.500 |
1.2022 |
|
0.382 |
1.2014 |
|
LOW |
1.1989 |
|
0.618 |
1.1947 |
|
1.000 |
1.1922 |
|
1.618 |
1.1880 |
|
2.618 |
1.1813 |
|
4.250 |
1.1704 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2042 |
1.2018 |
| PP |
1.2032 |
1.1984 |
| S1 |
1.2022 |
1.1950 |
|