CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1890 |
1.1916 |
0.0026 |
0.2% |
1.2029 |
| High |
1.1924 |
1.1989 |
0.0065 |
0.5% |
1.2034 |
| Low |
1.1838 |
1.1902 |
0.0064 |
0.5% |
1.1838 |
| Close |
1.1915 |
1.1941 |
0.0026 |
0.2% |
1.1941 |
| Range |
0.0087 |
0.0087 |
0.0001 |
0.6% |
0.0197 |
| ATR |
0.0094 |
0.0093 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
296,129 |
87,247 |
-208,882 |
-70.5% |
1,227,370 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2205 |
1.2160 |
1.1988 |
|
| R3 |
1.2118 |
1.2073 |
1.1964 |
|
| R2 |
1.2031 |
1.2031 |
1.1956 |
|
| R1 |
1.1986 |
1.1986 |
1.1948 |
1.2008 |
| PP |
1.1944 |
1.1944 |
1.1944 |
1.1955 |
| S1 |
1.1899 |
1.1899 |
1.1933 |
1.1921 |
| S2 |
1.1857 |
1.1857 |
1.1925 |
|
| S3 |
1.1770 |
1.1812 |
1.1917 |
|
| S4 |
1.1683 |
1.1725 |
1.1893 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2527 |
1.2430 |
1.2049 |
|
| R3 |
1.2330 |
1.2234 |
1.1995 |
|
| R2 |
1.2134 |
1.2134 |
1.1977 |
|
| R1 |
1.2037 |
1.2037 |
1.1959 |
1.1987 |
| PP |
1.1937 |
1.1937 |
1.1937 |
1.1912 |
| S1 |
1.1841 |
1.1841 |
1.1922 |
1.1791 |
| S2 |
1.1741 |
1.1741 |
1.1904 |
|
| S3 |
1.1544 |
1.1644 |
1.1886 |
|
| S4 |
1.1348 |
1.1448 |
1.1832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2034 |
1.1838 |
0.0197 |
1.6% |
0.0086 |
0.7% |
52% |
False |
False |
245,474 |
| 10 |
1.2098 |
1.1838 |
0.0260 |
2.2% |
0.0091 |
0.8% |
40% |
False |
False |
256,450 |
| 20 |
1.2098 |
1.1726 |
0.0372 |
3.1% |
0.0091 |
0.8% |
58% |
False |
False |
223,407 |
| 40 |
1.2098 |
1.1646 |
0.0452 |
3.8% |
0.0093 |
0.8% |
65% |
False |
False |
218,962 |
| 60 |
1.2098 |
1.1191 |
0.0907 |
7.6% |
0.0089 |
0.7% |
83% |
False |
False |
218,353 |
| 80 |
1.2098 |
1.1173 |
0.0925 |
7.7% |
0.0083 |
0.7% |
83% |
False |
False |
179,962 |
| 100 |
1.2098 |
1.0910 |
0.1188 |
9.9% |
0.0082 |
0.7% |
87% |
False |
False |
144,235 |
| 120 |
1.2098 |
1.0656 |
0.1442 |
12.1% |
0.0079 |
0.7% |
89% |
False |
False |
120,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2358 |
|
2.618 |
1.2216 |
|
1.618 |
1.2129 |
|
1.000 |
1.2076 |
|
0.618 |
1.2042 |
|
HIGH |
1.1989 |
|
0.618 |
1.1955 |
|
0.500 |
1.1945 |
|
0.382 |
1.1935 |
|
LOW |
1.1902 |
|
0.618 |
1.1848 |
|
1.000 |
1.1815 |
|
1.618 |
1.1761 |
|
2.618 |
1.1674 |
|
4.250 |
1.1532 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1945 |
1.1933 |
| PP |
1.1944 |
1.1925 |
| S1 |
1.1942 |
1.1918 |
|