CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2025 |
1.2029 |
0.0004 |
0.0% |
1.1890 |
| High |
1.2098 |
1.2034 |
-0.0064 |
-0.5% |
1.2098 |
| Low |
1.2020 |
1.1951 |
-0.0069 |
-0.6% |
1.1876 |
| Close |
1.2033 |
1.1967 |
-0.0066 |
-0.5% |
1.2033 |
| Range |
0.0078 |
0.0083 |
0.0005 |
6.4% |
0.0222 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
239,632 |
226,746 |
-12,886 |
-5.4% |
1,063,554 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2233 |
1.2183 |
1.2013 |
|
| R3 |
1.2150 |
1.2100 |
1.1990 |
|
| R2 |
1.2067 |
1.2067 |
1.1982 |
|
| R1 |
1.2017 |
1.2017 |
1.1975 |
1.2001 |
| PP |
1.1984 |
1.1984 |
1.1984 |
1.1976 |
| S1 |
1.1934 |
1.1934 |
1.1959 |
1.1918 |
| S2 |
1.1901 |
1.1901 |
1.1952 |
|
| S3 |
1.1818 |
1.1851 |
1.1944 |
|
| S4 |
1.1735 |
1.1768 |
1.1921 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2667 |
1.2571 |
1.2154 |
|
| R3 |
1.2445 |
1.2350 |
1.2093 |
|
| R2 |
1.2224 |
1.2224 |
1.2073 |
|
| R1 |
1.2128 |
1.2128 |
1.2053 |
1.2176 |
| PP |
1.2002 |
1.2002 |
1.2002 |
1.2026 |
| S1 |
1.1907 |
1.1907 |
1.2012 |
1.1954 |
| S2 |
1.1781 |
1.1781 |
1.1992 |
|
| S3 |
1.1559 |
1.1685 |
1.1972 |
|
| S4 |
1.1338 |
1.1464 |
1.1911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2098 |
1.1876 |
0.0222 |
1.9% |
0.0085 |
0.7% |
41% |
False |
False |
258,060 |
| 10 |
1.2098 |
1.1832 |
0.0266 |
2.2% |
0.0095 |
0.8% |
51% |
False |
False |
249,739 |
| 20 |
1.2098 |
1.1680 |
0.0418 |
3.5% |
0.0094 |
0.8% |
69% |
False |
False |
213,995 |
| 40 |
1.2098 |
1.1473 |
0.0625 |
5.2% |
0.0094 |
0.8% |
79% |
False |
False |
217,634 |
| 60 |
1.2098 |
1.1173 |
0.0925 |
7.7% |
0.0087 |
0.7% |
86% |
False |
False |
211,834 |
| 80 |
1.2098 |
1.1145 |
0.0953 |
8.0% |
0.0084 |
0.7% |
86% |
False |
False |
167,570 |
| 100 |
1.2098 |
1.0763 |
0.1335 |
11.2% |
0.0082 |
0.7% |
90% |
False |
False |
134,260 |
| 120 |
1.2098 |
1.0656 |
0.1442 |
12.0% |
0.0078 |
0.7% |
91% |
False |
False |
111,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2387 |
|
2.618 |
1.2251 |
|
1.618 |
1.2168 |
|
1.000 |
1.2117 |
|
0.618 |
1.2085 |
|
HIGH |
1.2034 |
|
0.618 |
1.2002 |
|
0.500 |
1.1993 |
|
0.382 |
1.1983 |
|
LOW |
1.1951 |
|
0.618 |
1.1900 |
|
1.000 |
1.1868 |
|
1.618 |
1.1817 |
|
2.618 |
1.1734 |
|
4.250 |
1.1598 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1993 |
1.2009 |
| PP |
1.1984 |
1.1995 |
| S1 |
1.1976 |
1.1981 |
|