CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1883 |
1.1836 |
-0.0047 |
-0.4% |
1.1902 |
| High |
1.1898 |
1.1896 |
-0.0002 |
0.0% |
1.1918 |
| Low |
1.1820 |
1.1814 |
-0.0006 |
0.0% |
1.1738 |
| Close |
1.1826 |
1.1893 |
0.0068 |
0.6% |
1.1834 |
| Range |
0.0079 |
0.0082 |
0.0004 |
4.5% |
0.0180 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,613 |
2,284 |
671 |
41.6% |
10,633 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2114 |
1.2085 |
1.1938 |
|
| R3 |
1.2032 |
1.2003 |
1.1916 |
|
| R2 |
1.1950 |
1.1950 |
1.1908 |
|
| R1 |
1.1921 |
1.1921 |
1.1901 |
1.1936 |
| PP |
1.1868 |
1.1868 |
1.1868 |
1.1875 |
| S1 |
1.1839 |
1.1839 |
1.1885 |
1.1854 |
| S2 |
1.1786 |
1.1786 |
1.1878 |
|
| S3 |
1.1704 |
1.1757 |
1.1870 |
|
| S4 |
1.1622 |
1.1675 |
1.1848 |
|
|
| 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% |
0.0090 |
0.8% |
94% |
False |
False |
2,215 |
| 10 |
1.1927 |
1.1738 |
0.0189 |
1.6% |
0.0090 |
0.8% |
82% |
False |
False |
2,004 |
| 20 |
1.1997 |
1.1738 |
0.0259 |
2.2% |
0.0092 |
0.8% |
60% |
False |
False |
1,741 |
| 40 |
1.1997 |
1.1400 |
0.0597 |
5.0% |
0.0086 |
0.7% |
83% |
False |
False |
1,422 |
| 60 |
1.1997 |
1.1227 |
0.0770 |
6.5% |
0.0079 |
0.7% |
87% |
False |
False |
1,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2245 |
|
2.618 |
1.2111 |
|
1.618 |
1.2029 |
|
1.000 |
1.1978 |
|
0.618 |
1.1947 |
|
HIGH |
1.1896 |
|
0.618 |
1.1865 |
|
0.500 |
1.1855 |
|
0.382 |
1.1845 |
|
LOW |
1.1814 |
|
0.618 |
1.1763 |
|
1.000 |
1.1732 |
|
1.618 |
1.1681 |
|
2.618 |
1.1599 |
|
4.250 |
1.1466 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1880 |
1.1880 |
| PP |
1.1868 |
1.1867 |
| S1 |
1.1855 |
1.1854 |
|