CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2082 |
1.2082 |
0.0000 |
0.0% |
1.1941 |
| High |
1.2155 |
1.2092 |
-0.0063 |
-0.5% |
1.2155 |
| Low |
1.2077 |
1.2009 |
-0.0068 |
-0.6% |
1.1934 |
| Close |
1.2090 |
1.2025 |
-0.0066 |
-0.5% |
1.2090 |
| Range |
0.0078 |
0.0083 |
0.0005 |
6.5% |
0.0221 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
36,946 |
95,260 |
58,314 |
157.8% |
114,942 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2289 |
1.2239 |
1.2070 |
|
| R3 |
1.2207 |
1.2157 |
1.2047 |
|
| R2 |
1.2124 |
1.2124 |
1.2040 |
|
| R1 |
1.2074 |
1.2074 |
1.2032 |
1.2058 |
| PP |
1.2042 |
1.2042 |
1.2042 |
1.2034 |
| S1 |
1.1992 |
1.1992 |
1.2017 |
1.1976 |
| S2 |
1.1959 |
1.1959 |
1.2009 |
|
| S3 |
1.1877 |
1.1909 |
1.2002 |
|
| S4 |
1.1794 |
1.1827 |
1.1979 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2722 |
1.2627 |
1.2212 |
|
| R3 |
1.2501 |
1.2406 |
1.2151 |
|
| R2 |
1.2280 |
1.2280 |
1.2131 |
|
| R1 |
1.2185 |
1.2185 |
1.2110 |
1.2233 |
| PP |
1.2059 |
1.2059 |
1.2059 |
1.2083 |
| S1 |
1.1964 |
1.1964 |
1.2070 |
1.2012 |
| S2 |
1.1838 |
1.1838 |
1.2049 |
|
| S3 |
1.1617 |
1.1743 |
1.2029 |
|
| S4 |
1.1396 |
1.1522 |
1.1968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2155 |
1.1934 |
0.0221 |
1.8% |
0.0085 |
0.7% |
41% |
False |
False |
42,040 |
| 10 |
1.2155 |
1.1890 |
0.0265 |
2.2% |
0.0094 |
0.8% |
51% |
False |
False |
23,874 |
| 20 |
1.2155 |
1.1738 |
0.0417 |
3.5% |
0.0093 |
0.8% |
69% |
False |
False |
13,048 |
| 40 |
1.2155 |
1.1529 |
0.0626 |
5.2% |
0.0093 |
0.8% |
79% |
False |
False |
7,217 |
| 60 |
1.2155 |
1.1227 |
0.0928 |
7.7% |
0.0086 |
0.7% |
86% |
False |
False |
5,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2442 |
|
2.618 |
1.2307 |
|
1.618 |
1.2225 |
|
1.000 |
1.2174 |
|
0.618 |
1.2142 |
|
HIGH |
1.2092 |
|
0.618 |
1.2060 |
|
0.500 |
1.2050 |
|
0.382 |
1.2041 |
|
LOW |
1.2009 |
|
0.618 |
1.1958 |
|
1.000 |
1.1927 |
|
1.618 |
1.1876 |
|
2.618 |
1.1793 |
|
4.250 |
1.1658 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2050 |
1.2066 |
| PP |
1.2042 |
1.2052 |
| S1 |
1.2033 |
1.2038 |
|