CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1896 |
1.1796 |
-0.0101 |
-0.8% |
1.1783 |
| High |
1.1915 |
1.1840 |
-0.0075 |
-0.6% |
1.1940 |
| Low |
1.1754 |
1.1795 |
0.0041 |
0.3% |
1.1753 |
| Close |
1.1791 |
1.1820 |
0.0030 |
0.3% |
1.1791 |
| Range |
0.0162 |
0.0046 |
-0.0116 |
-71.8% |
0.0187 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
262,476 |
145,226 |
-117,250 |
-44.7% |
1,172,671 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1955 |
1.1933 |
1.1845 |
|
| R3 |
1.1909 |
1.1887 |
1.1833 |
|
| R2 |
1.1864 |
1.1864 |
1.1828 |
|
| R1 |
1.1842 |
1.1842 |
1.1824 |
1.1853 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1824 |
| S1 |
1.1796 |
1.1796 |
1.1816 |
1.1807 |
| S2 |
1.1773 |
1.1773 |
1.1812 |
|
| S3 |
1.1727 |
1.1751 |
1.1807 |
|
| S4 |
1.1682 |
1.1705 |
1.1795 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2387 |
1.2275 |
1.1893 |
|
| R3 |
1.2201 |
1.2089 |
1.1842 |
|
| R2 |
1.2014 |
1.2014 |
1.1825 |
|
| R1 |
1.1902 |
1.1902 |
1.1808 |
1.1958 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1856 |
| S1 |
1.1716 |
1.1716 |
1.1773 |
1.1772 |
| S2 |
1.1641 |
1.1641 |
1.1756 |
|
| S3 |
1.1455 |
1.1529 |
1.1739 |
|
| S4 |
1.1268 |
1.1343 |
1.1688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1940 |
1.1754 |
0.0186 |
1.6% |
0.0088 |
0.7% |
36% |
False |
False |
215,250 |
| 10 |
1.1940 |
1.1646 |
0.0294 |
2.5% |
0.0099 |
0.8% |
59% |
False |
False |
231,305 |
| 20 |
1.1940 |
1.1409 |
0.0531 |
4.5% |
0.0094 |
0.8% |
77% |
False |
False |
225,476 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0081 |
0.7% |
84% |
False |
False |
204,190 |
| 60 |
1.1940 |
1.0927 |
0.1013 |
8.6% |
0.0080 |
0.7% |
88% |
False |
False |
138,960 |
| 80 |
1.1940 |
1.0687 |
0.1253 |
10.6% |
0.0077 |
0.7% |
90% |
False |
False |
104,406 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0074 |
0.6% |
91% |
False |
False |
83,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2033 |
|
2.618 |
1.1959 |
|
1.618 |
1.1914 |
|
1.000 |
1.1886 |
|
0.618 |
1.1868 |
|
HIGH |
1.1840 |
|
0.618 |
1.1823 |
|
0.500 |
1.1817 |
|
0.382 |
1.1812 |
|
LOW |
1.1795 |
|
0.618 |
1.1766 |
|
1.000 |
1.1749 |
|
1.618 |
1.1721 |
|
2.618 |
1.1675 |
|
4.250 |
1.1601 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1819 |
1.1837 |
| PP |
1.1818 |
1.1831 |
| S1 |
1.1817 |
1.1826 |
|