CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2013 |
1.2050 |
0.0037 |
0.3% |
1.1834 |
| High |
1.2056 |
1.2141 |
0.0086 |
0.7% |
1.2014 |
| Low |
1.1989 |
1.2017 |
0.0029 |
0.2% |
1.1806 |
| Close |
1.2052 |
1.2062 |
0.0010 |
0.1% |
1.1951 |
| Range |
0.0067 |
0.0124 |
0.0057 |
85.1% |
0.0208 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.5% |
0.0000 |
| Volume |
2,776 |
5,048 |
2,272 |
81.8% |
11,589 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2445 |
1.2378 |
1.2130 |
|
| R3 |
1.2321 |
1.2254 |
1.2096 |
|
| R2 |
1.2197 |
1.2197 |
1.2085 |
|
| R1 |
1.2130 |
1.2130 |
1.2073 |
1.2164 |
| PP |
1.2073 |
1.2073 |
1.2073 |
1.2090 |
| S1 |
1.2006 |
1.2006 |
1.2051 |
1.2040 |
| S2 |
1.1949 |
1.1949 |
1.2039 |
|
| S3 |
1.1825 |
1.1882 |
1.2028 |
|
| S4 |
1.1701 |
1.1758 |
1.1994 |
|
|
| 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 |
1.2141 |
1.1814 |
0.0327 |
2.7% |
0.0095 |
0.8% |
76% |
True |
False |
3,152 |
| 10 |
1.2141 |
1.1738 |
0.0403 |
3.3% |
0.0094 |
0.8% |
80% |
True |
False |
2,741 |
| 20 |
1.2141 |
1.1738 |
0.0403 |
3.3% |
0.0092 |
0.8% |
80% |
True |
False |
2,134 |
| 40 |
1.2141 |
1.1413 |
0.0728 |
6.0% |
0.0089 |
0.7% |
89% |
True |
False |
1,647 |
| 60 |
1.2141 |
1.1227 |
0.0914 |
7.6% |
0.0082 |
0.7% |
91% |
True |
False |
1,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2668 |
|
2.618 |
1.2466 |
|
1.618 |
1.2342 |
|
1.000 |
1.2265 |
|
0.618 |
1.2218 |
|
HIGH |
1.2141 |
|
0.618 |
1.2094 |
|
0.500 |
1.2079 |
|
0.382 |
1.2064 |
|
LOW |
1.2017 |
|
0.618 |
1.1940 |
|
1.000 |
1.1893 |
|
1.618 |
1.1816 |
|
2.618 |
1.1692 |
|
4.250 |
1.1490 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2079 |
1.2039 |
| PP |
1.2073 |
1.2016 |
| S1 |
1.2068 |
1.1993 |
|