CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1916 |
1.1936 |
0.0020 |
0.2% |
1.2029 |
| High |
1.1989 |
1.1969 |
-0.0020 |
-0.2% |
1.2034 |
| Low |
1.1902 |
1.1915 |
0.0014 |
0.1% |
1.1838 |
| Close |
1.1941 |
1.1961 |
0.0021 |
0.2% |
1.1941 |
| Range |
0.0087 |
0.0054 |
-0.0033 |
-37.9% |
0.0197 |
| ATR |
0.0093 |
0.0091 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
87,247 |
7,324 |
-79,923 |
-91.6% |
1,227,370 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2110 |
1.2090 |
1.1991 |
|
| R3 |
1.2056 |
1.2036 |
1.1976 |
|
| R2 |
1.2002 |
1.2002 |
1.1971 |
|
| R1 |
1.1982 |
1.1982 |
1.1966 |
1.1992 |
| PP |
1.1948 |
1.1948 |
1.1948 |
1.1954 |
| S1 |
1.1928 |
1.1928 |
1.1956 |
1.1938 |
| S2 |
1.1894 |
1.1894 |
1.1951 |
|
| S3 |
1.1840 |
1.1874 |
1.1946 |
|
| S4 |
1.1786 |
1.1820 |
1.1931 |
|
|
| 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 |
1.1998 |
1.1838 |
0.0161 |
1.3% |
0.0080 |
0.7% |
77% |
False |
False |
201,589 |
| 10 |
1.2098 |
1.1838 |
0.0260 |
2.2% |
0.0083 |
0.7% |
48% |
False |
False |
229,824 |
| 20 |
1.2098 |
1.1748 |
0.0350 |
2.9% |
0.0091 |
0.8% |
61% |
False |
False |
215,619 |
| 40 |
1.2098 |
1.1646 |
0.0452 |
3.8% |
0.0092 |
0.8% |
70% |
False |
False |
214,025 |
| 60 |
1.2098 |
1.1196 |
0.0902 |
7.5% |
0.0089 |
0.7% |
85% |
False |
False |
216,421 |
| 80 |
1.2098 |
1.1173 |
0.0925 |
7.7% |
0.0083 |
0.7% |
85% |
False |
False |
180,017 |
| 100 |
1.2098 |
1.0910 |
0.1188 |
9.9% |
0.0082 |
0.7% |
89% |
False |
False |
144,299 |
| 120 |
1.2098 |
1.0656 |
0.1442 |
12.1% |
0.0079 |
0.7% |
91% |
False |
False |
120,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2199 |
|
2.618 |
1.2110 |
|
1.618 |
1.2056 |
|
1.000 |
1.2023 |
|
0.618 |
1.2002 |
|
HIGH |
1.1969 |
|
0.618 |
1.1948 |
|
0.500 |
1.1942 |
|
0.382 |
1.1936 |
|
LOW |
1.1915 |
|
0.618 |
1.1882 |
|
1.000 |
1.1861 |
|
1.618 |
1.1828 |
|
2.618 |
1.1774 |
|
4.250 |
1.1686 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1955 |
1.1945 |
| PP |
1.1948 |
1.1929 |
| S1 |
1.1942 |
1.1913 |
|