CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1836 |
1.1879 |
0.0043 |
0.4% |
1.1902 |
| High |
1.1896 |
1.1889 |
-0.0007 |
-0.1% |
1.1918 |
| Low |
1.1814 |
1.1856 |
0.0042 |
0.4% |
1.1738 |
| Close |
1.1893 |
1.1876 |
-0.0017 |
-0.1% |
1.1834 |
| Range |
0.0082 |
0.0033 |
-0.0049 |
-59.8% |
0.0180 |
| ATR |
0.0089 |
0.0085 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
2,284 |
964 |
-1,320 |
-57.8% |
10,633 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1957 |
1.1894 |
|
| R3 |
1.1940 |
1.1924 |
1.1885 |
|
| R2 |
1.1907 |
1.1907 |
1.1882 |
|
| R1 |
1.1891 |
1.1891 |
1.1879 |
1.1883 |
| PP |
1.1874 |
1.1874 |
1.1874 |
1.1869 |
| S1 |
1.1858 |
1.1858 |
1.1873 |
1.1850 |
| S2 |
1.1841 |
1.1841 |
1.1870 |
|
| S3 |
1.1808 |
1.1825 |
1.1867 |
|
| S4 |
1.1775 |
1.1792 |
1.1858 |
|
|
| 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 |
1.1784 |
0.0119 |
1.0% |
0.0071 |
0.6% |
78% |
False |
False |
1,666 |
| 10 |
1.1927 |
1.1738 |
0.0189 |
1.6% |
0.0085 |
0.7% |
73% |
False |
False |
1,966 |
| 20 |
1.1997 |
1.1738 |
0.0259 |
2.2% |
0.0088 |
0.7% |
53% |
False |
False |
1,715 |
| 40 |
1.1997 |
1.1413 |
0.0584 |
4.9% |
0.0085 |
0.7% |
79% |
False |
False |
1,415 |
| 60 |
1.1997 |
1.1227 |
0.0770 |
6.5% |
0.0078 |
0.7% |
84% |
False |
False |
1,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2029 |
|
2.618 |
1.1975 |
|
1.618 |
1.1942 |
|
1.000 |
1.1922 |
|
0.618 |
1.1909 |
|
HIGH |
1.1889 |
|
0.618 |
1.1876 |
|
0.500 |
1.1873 |
|
0.382 |
1.1869 |
|
LOW |
1.1856 |
|
0.618 |
1.1836 |
|
1.000 |
1.1823 |
|
1.618 |
1.1803 |
|
2.618 |
1.1770 |
|
4.250 |
1.1716 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1875 |
1.1869 |
| PP |
1.1874 |
1.1863 |
| S1 |
1.1873 |
1.1856 |
|