CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1991 |
1.1982 |
-0.0010 |
-0.1% |
1.1777 |
| High |
1.2083 |
1.1996 |
-0.0087 |
-0.7% |
1.1955 |
| Low |
1.1958 |
1.1892 |
-0.0066 |
-0.6% |
1.1748 |
| Close |
1.2003 |
1.1903 |
-0.0101 |
-0.8% |
1.1892 |
| Range |
0.0125 |
0.0104 |
-0.0021 |
-16.5% |
0.0207 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.2% |
0.0000 |
| Volume |
287,421 |
242,905 |
-44,516 |
-15.5% |
807,034 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2242 |
1.2176 |
1.1960 |
|
| R3 |
1.2138 |
1.2072 |
1.1931 |
|
| R2 |
1.2034 |
1.2034 |
1.1922 |
|
| R1 |
1.1968 |
1.1968 |
1.1912 |
1.1949 |
| PP |
1.1930 |
1.1930 |
1.1930 |
1.1921 |
| S1 |
1.1864 |
1.1864 |
1.1893 |
1.1845 |
| S2 |
1.1826 |
1.1826 |
1.1883 |
|
| S3 |
1.1722 |
1.1760 |
1.1874 |
|
| S4 |
1.1618 |
1.1656 |
1.1845 |
|
|
| 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 |
1.1787 |
0.0296 |
2.5% |
0.0100 |
0.8% |
39% |
False |
False |
208,187 |
| 10 |
1.2083 |
1.1680 |
0.0403 |
3.4% |
0.0095 |
0.8% |
55% |
False |
False |
190,096 |
| 20 |
1.2083 |
1.1680 |
0.0403 |
3.4% |
0.0093 |
0.8% |
55% |
False |
False |
193,041 |
| 40 |
1.2083 |
1.1372 |
0.0711 |
6.0% |
0.0091 |
0.8% |
75% |
False |
False |
207,438 |
| 60 |
1.2083 |
1.1173 |
0.0910 |
7.6% |
0.0084 |
0.7% |
80% |
False |
False |
192,061 |
| 80 |
1.2083 |
1.0910 |
0.1173 |
9.9% |
0.0082 |
0.7% |
85% |
False |
False |
144,991 |
| 100 |
1.2083 |
1.0656 |
0.1427 |
12.0% |
0.0079 |
0.7% |
87% |
False |
False |
116,122 |
| 120 |
1.2083 |
1.0656 |
0.1427 |
12.0% |
0.0077 |
0.6% |
87% |
False |
False |
96,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2438 |
|
2.618 |
1.2268 |
|
1.618 |
1.2164 |
|
1.000 |
1.2100 |
|
0.618 |
1.2060 |
|
HIGH |
1.1996 |
|
0.618 |
1.1956 |
|
0.500 |
1.1944 |
|
0.382 |
1.1932 |
|
LOW |
1.1892 |
|
0.618 |
1.1828 |
|
1.000 |
1.1788 |
|
1.618 |
1.1724 |
|
2.618 |
1.1620 |
|
4.250 |
1.1450 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1944 |
1.1987 |
| PP |
1.1930 |
1.1959 |
| S1 |
1.1916 |
1.1931 |
|