CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1796 |
1.1822 |
0.0026 |
0.2% |
1.1783 |
| High |
1.1840 |
1.1849 |
0.0009 |
0.1% |
1.1940 |
| Low |
1.1795 |
1.1740 |
-0.0055 |
-0.5% |
1.1753 |
| Close |
1.1820 |
1.1778 |
-0.0043 |
-0.4% |
1.1791 |
| Range |
0.0046 |
0.0109 |
0.0064 |
139.6% |
0.0187 |
| ATR |
0.0089 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
| Volume |
145,226 |
187,291 |
42,065 |
29.0% |
1,172,671 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2116 |
1.2056 |
1.1837 |
|
| R3 |
1.2007 |
1.1947 |
1.1807 |
|
| R2 |
1.1898 |
1.1898 |
1.1797 |
|
| R1 |
1.1838 |
1.1838 |
1.1787 |
1.1813 |
| PP |
1.1789 |
1.1789 |
1.1789 |
1.1776 |
| S1 |
1.1729 |
1.1729 |
1.1768 |
1.1704 |
| S2 |
1.1680 |
1.1680 |
1.1758 |
|
| S3 |
1.1571 |
1.1620 |
1.1748 |
|
| S4 |
1.1462 |
1.1511 |
1.1718 |
|
|
| 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 |
1.1740 |
0.0200 |
1.7% |
0.0099 |
0.8% |
19% |
False |
True |
210,018 |
| 10 |
1.1940 |
1.1646 |
0.0294 |
2.5% |
0.0102 |
0.9% |
45% |
False |
False |
227,652 |
| 20 |
1.1940 |
1.1409 |
0.0531 |
4.5% |
0.0094 |
0.8% |
69% |
False |
False |
225,406 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0083 |
0.7% |
79% |
False |
False |
207,676 |
| 60 |
1.1940 |
1.0988 |
0.0952 |
8.1% |
0.0080 |
0.7% |
83% |
False |
False |
142,067 |
| 80 |
1.1940 |
1.0687 |
0.1253 |
10.6% |
0.0078 |
0.7% |
87% |
False |
False |
106,743 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0074 |
0.6% |
87% |
False |
False |
85,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2312 |
|
2.618 |
1.2134 |
|
1.618 |
1.2025 |
|
1.000 |
1.1958 |
|
0.618 |
1.1916 |
|
HIGH |
1.1849 |
|
0.618 |
1.1807 |
|
0.500 |
1.1794 |
|
0.382 |
1.1781 |
|
LOW |
1.1740 |
|
0.618 |
1.1672 |
|
1.000 |
1.1631 |
|
1.618 |
1.1563 |
|
2.618 |
1.1454 |
|
4.250 |
1.1276 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1794 |
1.1827 |
| PP |
1.1789 |
1.1811 |
| S1 |
1.1783 |
1.1794 |
|