CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1923 |
1.1926 |
0.0003 |
0.0% |
1.1957 |
| High |
1.1958 |
1.2065 |
0.0107 |
0.9% |
1.2083 |
| Low |
1.1910 |
1.1920 |
0.0010 |
0.1% |
1.1832 |
| Close |
1.1919 |
1.2011 |
0.0092 |
0.8% |
1.1876 |
| Range |
0.0048 |
0.0146 |
0.0098 |
203.1% |
0.0251 |
| ATR |
0.0093 |
0.0097 |
0.0004 |
4.1% |
0.0000 |
| Volume |
190,153 |
382,340 |
192,187 |
101.1% |
1,207,098 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2435 |
1.2368 |
1.2091 |
|
| R3 |
1.2289 |
1.2223 |
1.2051 |
|
| R2 |
1.2144 |
1.2144 |
1.2037 |
|
| R1 |
1.2077 |
1.2077 |
1.2024 |
1.2111 |
| PP |
1.1998 |
1.1998 |
1.1998 |
1.2015 |
| S1 |
1.1932 |
1.1932 |
1.1997 |
1.1965 |
| S2 |
1.1853 |
1.1853 |
1.1984 |
|
| S3 |
1.1707 |
1.1786 |
1.1970 |
|
| S4 |
1.1562 |
1.1641 |
1.1930 |
|
|
| 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 |
1.2065 |
1.1832 |
0.0233 |
1.9% |
0.0098 |
0.8% |
77% |
True |
False |
269,909 |
| 10 |
1.2083 |
1.1787 |
0.0296 |
2.5% |
0.0099 |
0.8% |
76% |
False |
False |
239,048 |
| 20 |
1.2083 |
1.1680 |
0.0403 |
3.4% |
0.0095 |
0.8% |
82% |
False |
False |
210,697 |
| 40 |
1.2083 |
1.1409 |
0.0674 |
5.6% |
0.0094 |
0.8% |
89% |
False |
False |
217,174 |
| 60 |
1.2083 |
1.1173 |
0.0910 |
7.6% |
0.0088 |
0.7% |
92% |
False |
False |
210,828 |
| 80 |
1.2083 |
1.1048 |
0.1035 |
8.6% |
0.0084 |
0.7% |
93% |
False |
False |
161,801 |
| 100 |
1.2083 |
1.0721 |
0.1362 |
11.3% |
0.0081 |
0.7% |
95% |
False |
False |
129,603 |
| 120 |
1.2083 |
1.0656 |
0.1427 |
11.9% |
0.0078 |
0.7% |
95% |
False |
False |
108,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2683 |
|
2.618 |
1.2446 |
|
1.618 |
1.2300 |
|
1.000 |
1.2211 |
|
0.618 |
1.2155 |
|
HIGH |
1.2065 |
|
0.618 |
1.2009 |
|
0.500 |
1.1992 |
|
0.382 |
1.1975 |
|
LOW |
1.1920 |
|
0.618 |
1.1830 |
|
1.000 |
1.1774 |
|
1.618 |
1.1684 |
|
2.618 |
1.1539 |
|
4.250 |
1.1301 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2004 |
1.1997 |
| PP |
1.1998 |
1.1984 |
| S1 |
1.1992 |
1.1971 |
|