CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1866 |
1.1834 |
-0.0032 |
-0.3% |
1.1701 |
| High |
1.1869 |
1.1940 |
0.0071 |
0.6% |
1.1808 |
| Low |
1.1814 |
1.1823 |
0.0009 |
0.1% |
1.1646 |
| Close |
1.1832 |
1.1890 |
0.0058 |
0.5% |
1.1792 |
| Range |
0.0055 |
0.0117 |
0.0063 |
114.7% |
0.0163 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.5% |
0.0000 |
| Volume |
213,451 |
260,660 |
47,209 |
22.1% |
1,160,544 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2235 |
1.2179 |
1.1954 |
|
| R3 |
1.2118 |
1.2062 |
1.1922 |
|
| R2 |
1.2001 |
1.2001 |
1.1911 |
|
| R1 |
1.1945 |
1.1945 |
1.1900 |
1.1973 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1898 |
| S1 |
1.1828 |
1.1828 |
1.1879 |
1.1856 |
| S2 |
1.1767 |
1.1767 |
1.1868 |
|
| S3 |
1.1650 |
1.1711 |
1.1857 |
|
| S4 |
1.1533 |
1.1594 |
1.1825 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2236 |
1.2176 |
1.1881 |
|
| R3 |
1.2073 |
1.2014 |
1.1836 |
|
| R2 |
1.1911 |
1.1911 |
1.1821 |
|
| R1 |
1.1851 |
1.1851 |
1.1806 |
1.1881 |
| PP |
1.1748 |
1.1748 |
1.1748 |
1.1763 |
| S1 |
1.1689 |
1.1689 |
1.1777 |
1.1719 |
| S2 |
1.1586 |
1.1586 |
1.1762 |
|
| S3 |
1.1423 |
1.1526 |
1.1747 |
|
| S4 |
1.1261 |
1.1364 |
1.1702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1940 |
1.1681 |
0.0259 |
2.2% |
0.0103 |
0.9% |
81% |
True |
False |
243,977 |
| 10 |
1.1940 |
1.1514 |
0.0426 |
3.6% |
0.0103 |
0.9% |
88% |
True |
False |
244,992 |
| 20 |
1.1940 |
1.1372 |
0.0568 |
4.8% |
0.0090 |
0.8% |
91% |
True |
False |
221,834 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.4% |
0.0080 |
0.7% |
93% |
True |
False |
191,571 |
| 60 |
1.1940 |
1.0910 |
0.1030 |
8.7% |
0.0078 |
0.7% |
95% |
True |
False |
128,974 |
| 80 |
1.1940 |
1.0656 |
0.1284 |
10.8% |
0.0076 |
0.6% |
96% |
True |
False |
96,892 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.8% |
0.0074 |
0.6% |
96% |
True |
False |
77,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2437 |
|
2.618 |
1.2246 |
|
1.618 |
1.2129 |
|
1.000 |
1.2057 |
|
0.618 |
1.2012 |
|
HIGH |
1.1940 |
|
0.618 |
1.1895 |
|
0.500 |
1.1881 |
|
0.382 |
1.1867 |
|
LOW |
1.1823 |
|
0.618 |
1.1750 |
|
1.000 |
1.1706 |
|
1.618 |
1.1633 |
|
2.618 |
1.1516 |
|
4.250 |
1.1325 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1887 |
1.1875 |
| PP |
1.1884 |
1.1861 |
| S1 |
1.1881 |
1.1846 |
|