CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1980 |
1.1984 |
0.0004 |
0.0% |
1.2013 |
| High |
1.2015 |
1.2123 |
0.0108 |
0.9% |
1.2141 |
| Low |
1.1968 |
1.1977 |
0.0009 |
0.1% |
1.1890 |
| Close |
1.1976 |
1.2068 |
0.0092 |
0.8% |
1.1934 |
| Range |
0.0047 |
0.0146 |
0.0100 |
214.0% |
0.0252 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.2% |
0.0000 |
| Volume |
9,932 |
59,578 |
49,646 |
499.9% |
28,545 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2494 |
1.2427 |
1.2148 |
|
| R3 |
1.2348 |
1.2281 |
1.2108 |
|
| R2 |
1.2202 |
1.2202 |
1.2095 |
|
| R1 |
1.2135 |
1.2135 |
1.2081 |
1.2168 |
| PP |
1.2056 |
1.2056 |
1.2056 |
1.2072 |
| S1 |
1.1989 |
1.1989 |
1.2055 |
1.2022 |
| S2 |
1.1910 |
1.1910 |
1.2041 |
|
| S3 |
1.1764 |
1.1843 |
1.2028 |
|
| S4 |
1.1618 |
1.1697 |
1.1988 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2743 |
1.2590 |
1.2072 |
|
| R3 |
1.2491 |
1.2338 |
1.2003 |
|
| R2 |
1.2240 |
1.2240 |
1.1980 |
|
| R1 |
1.2087 |
1.2087 |
1.1957 |
1.2037 |
| PP |
1.1988 |
1.1988 |
1.1988 |
1.1963 |
| S1 |
1.1835 |
1.1835 |
1.1910 |
1.1786 |
| S2 |
1.1737 |
1.1737 |
1.1887 |
|
| S3 |
1.1485 |
1.1584 |
1.1864 |
|
| S4 |
1.1234 |
1.1332 |
1.1795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2123 |
1.1890 |
0.0233 |
1.9% |
0.0097 |
0.8% |
77% |
True |
False |
18,624 |
| 10 |
1.2141 |
1.1845 |
0.0296 |
2.5% |
0.0098 |
0.8% |
75% |
False |
False |
11,219 |
| 20 |
1.2141 |
1.1738 |
0.0403 |
3.3% |
0.0094 |
0.8% |
82% |
False |
False |
6,612 |
| 40 |
1.2141 |
1.1465 |
0.0676 |
5.6% |
0.0093 |
0.8% |
89% |
False |
False |
3,963 |
| 60 |
1.2141 |
1.1227 |
0.0914 |
7.6% |
0.0086 |
0.7% |
92% |
False |
False |
2,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2743 |
|
2.618 |
1.2505 |
|
1.618 |
1.2359 |
|
1.000 |
1.2269 |
|
0.618 |
1.2213 |
|
HIGH |
1.2123 |
|
0.618 |
1.2067 |
|
0.500 |
1.2050 |
|
0.382 |
1.2032 |
|
LOW |
1.1977 |
|
0.618 |
1.1886 |
|
1.000 |
1.1831 |
|
1.618 |
1.1740 |
|
2.618 |
1.1594 |
|
4.250 |
1.1356 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2062 |
1.2055 |
| PP |
1.2056 |
1.2041 |
| S1 |
1.2050 |
1.2028 |
|