CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1834 |
1.1883 |
0.0049 |
0.4% |
1.1902 |
| High |
1.1903 |
1.1898 |
-0.0005 |
0.0% |
1.1918 |
| Low |
1.1806 |
1.1820 |
0.0014 |
0.1% |
1.1738 |
| Close |
1.1886 |
1.1826 |
-0.0060 |
-0.5% |
1.1834 |
| Range |
0.0097 |
0.0079 |
-0.0018 |
-18.7% |
0.0180 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
2,036 |
1,613 |
-423 |
-20.8% |
10,633 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2083 |
1.2033 |
1.1869 |
|
| R3 |
1.2005 |
1.1954 |
1.1847 |
|
| R2 |
1.1926 |
1.1926 |
1.1840 |
|
| R1 |
1.1876 |
1.1876 |
1.1833 |
1.1862 |
| PP |
1.1848 |
1.1848 |
1.1848 |
1.1841 |
| S1 |
1.1797 |
1.1797 |
1.1818 |
1.1783 |
| S2 |
1.1769 |
1.1769 |
1.1811 |
|
| S3 |
1.1691 |
1.1719 |
1.1804 |
|
| S4 |
1.1612 |
1.1640 |
1.1782 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2368 |
1.2281 |
1.1933 |
|
| R3 |
1.2189 |
1.2101 |
1.1883 |
|
| R2 |
1.2009 |
1.2009 |
1.1867 |
|
| R1 |
1.1922 |
1.1922 |
1.1850 |
1.1876 |
| PP |
1.1830 |
1.1830 |
1.1830 |
1.1807 |
| S1 |
1.1742 |
1.1742 |
1.1818 |
1.1696 |
| S2 |
1.1650 |
1.1650 |
1.1801 |
|
| S3 |
1.1471 |
1.1563 |
1.1785 |
|
| S4 |
1.1291 |
1.1383 |
1.1735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1903 |
1.1738 |
0.0165 |
1.4% |
0.0093 |
0.8% |
53% |
False |
False |
2,330 |
| 10 |
1.1927 |
1.1738 |
0.0189 |
1.6% |
0.0089 |
0.8% |
46% |
False |
False |
2,061 |
| 20 |
1.1997 |
1.1703 |
0.0294 |
2.5% |
0.0095 |
0.8% |
42% |
False |
False |
1,712 |
| 40 |
1.1997 |
1.1286 |
0.0711 |
6.0% |
0.0089 |
0.8% |
76% |
False |
False |
1,395 |
| 60 |
1.1997 |
1.1227 |
0.0770 |
6.5% |
0.0079 |
0.7% |
78% |
False |
False |
1,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2232 |
|
2.618 |
1.2104 |
|
1.618 |
1.2025 |
|
1.000 |
1.1977 |
|
0.618 |
1.1947 |
|
HIGH |
1.1898 |
|
0.618 |
1.1868 |
|
0.500 |
1.1859 |
|
0.382 |
1.1849 |
|
LOW |
1.1820 |
|
0.618 |
1.1771 |
|
1.000 |
1.1741 |
|
1.618 |
1.1692 |
|
2.618 |
1.1614 |
|
4.250 |
1.1486 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1859 |
1.1843 |
| PP |
1.1848 |
1.1837 |
| S1 |
1.1837 |
1.1831 |
|