CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1957 |
1.1991 |
0.0035 |
0.3% |
1.1777 |
| High |
1.1997 |
1.2083 |
0.0086 |
0.7% |
1.1955 |
| Low |
1.1930 |
1.1958 |
0.0029 |
0.2% |
1.1748 |
| Close |
1.1993 |
1.2003 |
0.0010 |
0.1% |
1.1892 |
| Range |
0.0068 |
0.0125 |
0.0057 |
84.4% |
0.0207 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.4% |
0.0000 |
| Volume |
151,146 |
287,421 |
136,275 |
90.2% |
807,034 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2320 |
1.2071 |
|
| R3 |
1.2264 |
1.2196 |
1.2037 |
|
| R2 |
1.2139 |
1.2139 |
1.2026 |
|
| R1 |
1.2071 |
1.2071 |
1.2014 |
1.2105 |
| PP |
1.2015 |
1.2015 |
1.2015 |
1.2032 |
| S1 |
1.1947 |
1.1947 |
1.1992 |
1.1981 |
| S2 |
1.1890 |
1.1890 |
1.1980 |
|
| S3 |
1.1766 |
1.1822 |
1.1969 |
|
| S4 |
1.1641 |
1.1698 |
1.1935 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2486 |
1.2396 |
1.2006 |
|
| R3 |
1.2279 |
1.2189 |
1.1949 |
|
| R2 |
1.2072 |
1.2072 |
1.1930 |
|
| R1 |
1.1982 |
1.1982 |
1.1911 |
1.2027 |
| PP |
1.1865 |
1.1865 |
1.1865 |
1.1888 |
| S1 |
1.1775 |
1.1775 |
1.1873 |
1.1820 |
| S2 |
1.1658 |
1.1658 |
1.1854 |
|
| S3 |
1.1451 |
1.1568 |
1.1835 |
|
| S4 |
1.1244 |
1.1361 |
1.1778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2083 |
1.1756 |
0.0327 |
2.7% |
0.0096 |
0.8% |
76% |
True |
False |
191,488 |
| 10 |
1.2083 |
1.1680 |
0.0403 |
3.4% |
0.0095 |
0.8% |
80% |
True |
False |
188,589 |
| 20 |
1.2083 |
1.1680 |
0.0403 |
3.4% |
0.0094 |
0.8% |
80% |
True |
False |
193,929 |
| 40 |
1.2083 |
1.1356 |
0.0727 |
6.1% |
0.0090 |
0.8% |
89% |
True |
False |
207,795 |
| 60 |
1.2083 |
1.1173 |
0.0910 |
7.6% |
0.0083 |
0.7% |
91% |
True |
False |
188,409 |
| 80 |
1.2083 |
1.0910 |
0.1173 |
9.8% |
0.0082 |
0.7% |
93% |
True |
False |
141,969 |
| 100 |
1.2083 |
1.0656 |
0.1427 |
11.9% |
0.0079 |
0.7% |
94% |
True |
False |
113,695 |
| 120 |
1.2083 |
1.0656 |
0.1427 |
11.9% |
0.0077 |
0.6% |
94% |
True |
False |
94,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2612 |
|
2.618 |
1.2408 |
|
1.618 |
1.2284 |
|
1.000 |
1.2207 |
|
0.618 |
1.2159 |
|
HIGH |
1.2083 |
|
0.618 |
1.2035 |
|
0.500 |
1.2020 |
|
0.382 |
1.2006 |
|
LOW |
1.1958 |
|
0.618 |
1.1881 |
|
1.000 |
1.1834 |
|
1.618 |
1.1757 |
|
2.618 |
1.1632 |
|
4.250 |
1.1429 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2020 |
1.1980 |
| PP |
1.2015 |
1.1957 |
| S1 |
1.2009 |
1.1935 |
|