CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1795 |
1.1846 |
0.0052 |
0.4% |
1.1796 |
| High |
1.1870 |
1.1860 |
-0.0010 |
-0.1% |
1.1870 |
| Low |
1.1770 |
1.1792 |
0.0022 |
0.2% |
1.1713 |
| Close |
1.1846 |
1.1805 |
-0.0041 |
-0.3% |
1.1846 |
| Range |
0.0100 |
0.0069 |
-0.0031 |
-31.2% |
0.0157 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
216,624 |
143,809 |
-72,815 |
-33.6% |
939,924 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2024 |
1.1983 |
1.1843 |
|
| R3 |
1.1956 |
1.1915 |
1.1824 |
|
| R2 |
1.1887 |
1.1887 |
1.1818 |
|
| R1 |
1.1846 |
1.1846 |
1.1811 |
1.1833 |
| PP |
1.1819 |
1.1819 |
1.1819 |
1.1812 |
| S1 |
1.1778 |
1.1778 |
1.1799 |
1.1764 |
| S2 |
1.1750 |
1.1750 |
1.1792 |
|
| S3 |
1.1682 |
1.1709 |
1.1786 |
|
| S4 |
1.1613 |
1.1641 |
1.1767 |
|
|
| 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% |
0.0087 |
0.7% |
59% |
False |
False |
187,701 |
| 10 |
1.1940 |
1.1713 |
0.0227 |
1.9% |
0.0088 |
0.7% |
41% |
False |
False |
201,476 |
| 20 |
1.1940 |
1.1509 |
0.0431 |
3.6% |
0.0095 |
0.8% |
69% |
False |
False |
221,440 |
| 40 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0084 |
0.7% |
82% |
False |
False |
209,636 |
| 60 |
1.1940 |
1.1168 |
0.0772 |
6.5% |
0.0080 |
0.7% |
83% |
False |
False |
154,445 |
| 80 |
1.1940 |
1.0763 |
0.1177 |
10.0% |
0.0079 |
0.7% |
89% |
False |
False |
116,115 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0075 |
0.6% |
90% |
False |
False |
92,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2151 |
|
2.618 |
1.2039 |
|
1.618 |
1.1971 |
|
1.000 |
1.1929 |
|
0.618 |
1.1902 |
|
HIGH |
1.1860 |
|
0.618 |
1.1834 |
|
0.500 |
1.1826 |
|
0.382 |
1.1818 |
|
LOW |
1.1792 |
|
0.618 |
1.1749 |
|
1.000 |
1.1723 |
|
1.618 |
1.1681 |
|
2.618 |
1.1612 |
|
4.250 |
1.1500 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1826 |
1.1803 |
| PP |
1.1819 |
1.1800 |
| S1 |
1.1812 |
1.1798 |
|