CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1781 |
1.1823 |
0.0042 |
0.4% |
1.1846 |
| High |
1.1839 |
1.1832 |
-0.0007 |
-0.1% |
1.1860 |
| Low |
1.1756 |
1.1798 |
0.0042 |
0.4% |
1.1680 |
| Close |
1.1836 |
1.1818 |
-0.0018 |
-0.1% |
1.1777 |
| Range |
0.0083 |
0.0034 |
-0.0049 |
-59.0% |
0.0180 |
| ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
159,410 |
114,770 |
-44,640 |
-28.0% |
975,484 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1918 |
1.1902 |
1.1837 |
|
| R3 |
1.1884 |
1.1868 |
1.1827 |
|
| R2 |
1.1850 |
1.1850 |
1.1824 |
|
| R1 |
1.1834 |
1.1834 |
1.1821 |
1.1825 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1812 |
| S1 |
1.1800 |
1.1800 |
1.1815 |
1.1791 |
| S2 |
1.1782 |
1.1782 |
1.1812 |
|
| S3 |
1.1748 |
1.1766 |
1.1809 |
|
| S4 |
1.1714 |
1.1732 |
1.1799 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2312 |
1.2224 |
1.1876 |
|
| R3 |
1.2132 |
1.2044 |
1.1826 |
|
| R2 |
1.1952 |
1.1952 |
1.1810 |
|
| R1 |
1.1864 |
1.1864 |
1.1793 |
1.1818 |
| PP |
1.1772 |
1.1772 |
1.1772 |
1.1749 |
| S1 |
1.1684 |
1.1684 |
1.1760 |
1.1638 |
| S2 |
1.1592 |
1.1592 |
1.1744 |
|
| S3 |
1.1412 |
1.1504 |
1.1727 |
|
| S4 |
1.1232 |
1.1324 |
1.1678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1846 |
1.1726 |
0.0120 |
1.0% |
0.0072 |
0.6% |
77% |
False |
False |
145,086 |
| 10 |
1.1870 |
1.1680 |
0.0190 |
1.6% |
0.0086 |
0.7% |
73% |
False |
False |
175,444 |
| 20 |
1.1940 |
1.1680 |
0.0260 |
2.2% |
0.0089 |
0.8% |
53% |
False |
False |
194,003 |
| 40 |
1.1940 |
1.1356 |
0.0584 |
4.9% |
0.0086 |
0.7% |
79% |
False |
False |
206,712 |
| 60 |
1.1940 |
1.1173 |
0.0767 |
6.5% |
0.0080 |
0.7% |
84% |
False |
False |
177,236 |
| 80 |
1.1940 |
1.0910 |
0.1030 |
8.7% |
0.0080 |
0.7% |
88% |
False |
False |
133,461 |
| 100 |
1.1940 |
1.0656 |
0.1284 |
10.9% |
0.0077 |
0.7% |
91% |
False |
False |
106,873 |
| 120 |
1.1940 |
1.0630 |
0.1310 |
11.1% |
0.0076 |
0.6% |
91% |
False |
False |
89,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1977 |
|
2.618 |
1.1921 |
|
1.618 |
1.1887 |
|
1.000 |
1.1866 |
|
0.618 |
1.1853 |
|
HIGH |
1.1832 |
|
0.618 |
1.1819 |
|
0.500 |
1.1815 |
|
0.382 |
1.1811 |
|
LOW |
1.1798 |
|
0.618 |
1.1777 |
|
1.000 |
1.1764 |
|
1.618 |
1.1743 |
|
2.618 |
1.1709 |
|
4.250 |
1.1654 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1817 |
1.1812 |
| PP |
1.1816 |
1.1805 |
| S1 |
1.1815 |
1.1799 |
|