CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1822 |
1.1775 |
-0.0047 |
-0.4% |
1.1783 |
| High |
1.1849 |
1.1788 |
-0.0061 |
-0.5% |
1.1940 |
| Low |
1.1740 |
1.1713 |
-0.0027 |
-0.2% |
1.1753 |
| Close |
1.1778 |
1.1777 |
-0.0001 |
0.0% |
1.1791 |
| Range |
0.0109 |
0.0076 |
-0.0034 |
-30.7% |
0.0187 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
187,291 |
207,001 |
19,710 |
10.5% |
1,172,671 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1957 |
1.1819 |
|
| R3 |
1.1910 |
1.1881 |
1.1798 |
|
| R2 |
1.1835 |
1.1835 |
1.1791 |
|
| R1 |
1.1806 |
1.1806 |
1.1784 |
1.1820 |
| PP |
1.1759 |
1.1759 |
1.1759 |
1.1766 |
| S1 |
1.1730 |
1.1730 |
1.1770 |
1.1745 |
| S2 |
1.1684 |
1.1684 |
1.1763 |
|
| S3 |
1.1608 |
1.1655 |
1.1756 |
|
| S4 |
1.1533 |
1.1579 |
1.1735 |
|
|
| 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 |
1.1920 |
1.1713 |
0.0208 |
1.8% |
0.0091 |
0.8% |
31% |
False |
True |
199,287 |
| 10 |
1.1940 |
1.1681 |
0.0259 |
2.2% |
0.0097 |
0.8% |
37% |
False |
False |
221,632 |
| 20 |
1.1940 |
1.1409 |
0.0531 |
4.5% |
0.0093 |
0.8% |
69% |
False |
False |
223,651 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0084 |
0.7% |
79% |
False |
False |
210,893 |
| 60 |
1.1940 |
1.1048 |
0.0892 |
7.6% |
0.0080 |
0.7% |
82% |
False |
False |
145,503 |
| 80 |
1.1940 |
1.0721 |
0.1219 |
10.4% |
0.0078 |
0.7% |
87% |
False |
False |
109,329 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0075 |
0.6% |
87% |
False |
False |
87,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2109 |
|
2.618 |
1.1986 |
|
1.618 |
1.1910 |
|
1.000 |
1.1864 |
|
0.618 |
1.1835 |
|
HIGH |
1.1788 |
|
0.618 |
1.1759 |
|
0.500 |
1.1750 |
|
0.382 |
1.1741 |
|
LOW |
1.1713 |
|
0.618 |
1.1666 |
|
1.000 |
1.1637 |
|
1.618 |
1.1590 |
|
2.618 |
1.1515 |
|
4.250 |
1.1392 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1768 |
1.1781 |
| PP |
1.1759 |
1.1779 |
| S1 |
1.1750 |
1.1778 |
|