CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1783 |
1.1795 |
0.0012 |
0.1% |
1.1796 |
| High |
1.1809 |
1.1870 |
0.0061 |
0.5% |
1.1870 |
| Low |
1.1727 |
1.1770 |
0.0044 |
0.4% |
1.1713 |
| Close |
1.1792 |
1.1846 |
0.0054 |
0.5% |
1.1846 |
| Range |
0.0082 |
0.0100 |
0.0018 |
21.3% |
0.0157 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.8% |
0.0000 |
| Volume |
183,782 |
216,624 |
32,842 |
17.9% |
939,924 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2127 |
1.2086 |
1.1900 |
|
| R3 |
1.2027 |
1.1986 |
1.1873 |
|
| R2 |
1.1928 |
1.1928 |
1.1864 |
|
| R1 |
1.1887 |
1.1887 |
1.1855 |
1.1907 |
| PP |
1.1828 |
1.1828 |
1.1828 |
1.1839 |
| S1 |
1.1787 |
1.1787 |
1.1836 |
1.1808 |
| S2 |
1.1729 |
1.1729 |
1.1827 |
|
| S3 |
1.1629 |
1.1688 |
1.1818 |
|
| S4 |
1.1530 |
1.1588 |
1.1791 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2280 |
1.2220 |
1.1932 |
|
| R3 |
1.2123 |
1.2063 |
1.1889 |
|
| R2 |
1.1966 |
1.1966 |
1.1874 |
|
| R1 |
1.1906 |
1.1906 |
1.1860 |
1.1936 |
| PP |
1.1809 |
1.1809 |
1.1809 |
1.1824 |
| S1 |
1.1749 |
1.1749 |
1.1831 |
1.1779 |
| S2 |
1.1652 |
1.1652 |
1.1817 |
|
| S3 |
1.1495 |
1.1592 |
1.1802 |
|
| S4 |
1.1338 |
1.1435 |
1.1759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1870 |
1.1713 |
0.0157 |
1.3% |
0.0082 |
0.7% |
85% |
True |
False |
187,984 |
| 10 |
1.1940 |
1.1713 |
0.0227 |
1.9% |
0.0093 |
0.8% |
59% |
False |
False |
211,259 |
| 20 |
1.1940 |
1.1473 |
0.0467 |
3.9% |
0.0094 |
0.8% |
80% |
False |
False |
221,274 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0083 |
0.7% |
88% |
False |
False |
210,754 |
| 60 |
1.1940 |
1.1145 |
0.0795 |
6.7% |
0.0080 |
0.7% |
88% |
False |
False |
152,094 |
| 80 |
1.1940 |
1.0763 |
0.1177 |
9.9% |
0.0079 |
0.7% |
92% |
False |
False |
114,326 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.8% |
0.0075 |
0.6% |
93% |
False |
False |
91,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2292 |
|
2.618 |
1.2130 |
|
1.618 |
1.2030 |
|
1.000 |
1.1969 |
|
0.618 |
1.1931 |
|
HIGH |
1.1870 |
|
0.618 |
1.1831 |
|
0.500 |
1.1820 |
|
0.382 |
1.1808 |
|
LOW |
1.1770 |
|
0.618 |
1.1709 |
|
1.000 |
1.1671 |
|
1.618 |
1.1609 |
|
2.618 |
1.1510 |
|
4.250 |
1.1347 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1837 |
1.1827 |
| PP |
1.1828 |
1.1809 |
| S1 |
1.1820 |
1.1791 |
|