CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1928 |
1.1890 |
-0.0038 |
-0.3% |
1.1957 |
| High |
1.1990 |
1.1949 |
-0.0041 |
-0.3% |
1.2083 |
| Low |
1.1858 |
1.1876 |
0.0019 |
0.2% |
1.1832 |
| Close |
1.1876 |
1.1927 |
0.0051 |
0.4% |
1.1876 |
| Range |
0.0132 |
0.0073 |
-0.0060 |
-45.1% |
0.0251 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
273,582 |
251,429 |
-22,153 |
-8.1% |
1,207,098 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2103 |
1.1966 |
|
| R3 |
1.2062 |
1.2031 |
1.1946 |
|
| R2 |
1.1990 |
1.1990 |
1.1940 |
|
| R1 |
1.1958 |
1.1958 |
1.1933 |
1.1974 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1925 |
| S1 |
1.1886 |
1.1886 |
1.1920 |
1.1901 |
| S2 |
1.1845 |
1.1845 |
1.1913 |
|
| S3 |
1.1772 |
1.1813 |
1.1907 |
|
| S4 |
1.1700 |
1.1741 |
1.1887 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2682 |
1.2529 |
1.2013 |
|
| R3 |
1.2431 |
1.2279 |
1.1944 |
|
| R2 |
1.2181 |
1.2181 |
1.1921 |
|
| R1 |
1.2028 |
1.2028 |
1.1898 |
1.1979 |
| PP |
1.1930 |
1.1930 |
1.1930 |
1.1906 |
| S1 |
1.1778 |
1.1778 |
1.1853 |
1.1729 |
| S2 |
1.1680 |
1.1680 |
1.1830 |
|
| S3 |
1.1429 |
1.1527 |
1.1807 |
|
| S4 |
1.1179 |
1.1277 |
1.1738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2083 |
1.1832 |
0.0251 |
2.1% |
0.0105 |
0.9% |
38% |
False |
False |
261,476 |
| 10 |
1.2083 |
1.1756 |
0.0327 |
2.7% |
0.0096 |
0.8% |
52% |
False |
False |
212,131 |
| 20 |
1.2083 |
1.1680 |
0.0403 |
3.4% |
0.0094 |
0.8% |
61% |
False |
False |
201,787 |
| 40 |
1.2083 |
1.1409 |
0.0674 |
5.6% |
0.0094 |
0.8% |
77% |
False |
False |
213,631 |
| 60 |
1.2083 |
1.1173 |
0.0910 |
7.6% |
0.0086 |
0.7% |
83% |
False |
False |
203,389 |
| 80 |
1.2083 |
1.0927 |
0.1156 |
9.7% |
0.0084 |
0.7% |
87% |
False |
False |
154,667 |
| 100 |
1.2083 |
1.0687 |
0.1396 |
11.7% |
0.0081 |
0.7% |
89% |
False |
False |
123,882 |
| 120 |
1.2083 |
1.0656 |
0.1427 |
12.0% |
0.0077 |
0.6% |
89% |
False |
False |
103,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2257 |
|
2.618 |
1.2138 |
|
1.618 |
1.2066 |
|
1.000 |
1.2021 |
|
0.618 |
1.1993 |
|
HIGH |
1.1949 |
|
0.618 |
1.1921 |
|
0.500 |
1.1912 |
|
0.382 |
1.1904 |
|
LOW |
1.1876 |
|
0.618 |
1.1831 |
|
1.000 |
1.1804 |
|
1.618 |
1.1759 |
|
2.618 |
1.1686 |
|
4.250 |
1.1568 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1922 |
1.1921 |
| PP |
1.1917 |
1.1916 |
| S1 |
1.1912 |
1.1911 |
|