CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2038 |
1.1962 |
-0.0076 |
-0.6% |
1.1834 |
| High |
1.2055 |
1.1980 |
-0.0075 |
-0.6% |
1.2014 |
| Low |
1.1951 |
1.1890 |
-0.0061 |
-0.5% |
1.1806 |
| Close |
1.1961 |
1.1970 |
0.0010 |
0.1% |
1.1951 |
| Range |
0.0104 |
0.0090 |
-0.0014 |
-13.5% |
0.0208 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
5,595 |
7,394 |
1,799 |
32.2% |
11,589 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2216 |
1.2183 |
1.2020 |
|
| R3 |
1.2126 |
1.2093 |
1.1995 |
|
| R2 |
1.2036 |
1.2036 |
1.1987 |
|
| R1 |
1.2003 |
1.2003 |
1.1978 |
1.2020 |
| PP |
1.1946 |
1.1946 |
1.1946 |
1.1955 |
| S1 |
1.1913 |
1.1913 |
1.1962 |
1.1930 |
| S2 |
1.1856 |
1.1856 |
1.1954 |
|
| S3 |
1.1766 |
1.1823 |
1.1945 |
|
| S4 |
1.1676 |
1.1733 |
1.1921 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2456 |
1.2065 |
|
| R3 |
1.2338 |
1.2248 |
1.2008 |
|
| R2 |
1.2131 |
1.2131 |
1.1989 |
|
| R1 |
1.2041 |
1.2041 |
1.1970 |
1.2086 |
| PP |
1.1923 |
1.1923 |
1.1923 |
1.1946 |
| S1 |
1.1833 |
1.1833 |
1.1931 |
1.1878 |
| S2 |
1.1716 |
1.1716 |
1.1912 |
|
| S3 |
1.1508 |
1.1626 |
1.1893 |
|
| S4 |
1.1301 |
1.1418 |
1.1836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2141 |
1.1845 |
0.0296 |
2.5% |
0.0111 |
0.9% |
42% |
False |
False |
5,101 |
| 10 |
1.2141 |
1.1784 |
0.0357 |
3.0% |
0.0091 |
0.8% |
52% |
False |
False |
3,383 |
| 20 |
1.2141 |
1.1738 |
0.0403 |
3.4% |
0.0093 |
0.8% |
58% |
False |
False |
2,661 |
| 40 |
1.2141 |
1.1465 |
0.0676 |
5.6% |
0.0090 |
0.8% |
75% |
False |
False |
1,921 |
| 60 |
1.2141 |
1.1227 |
0.0914 |
7.6% |
0.0083 |
0.7% |
81% |
False |
False |
1,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2362 |
|
2.618 |
1.2215 |
|
1.618 |
1.2125 |
|
1.000 |
1.2070 |
|
0.618 |
1.2035 |
|
HIGH |
1.1980 |
|
0.618 |
1.1945 |
|
0.500 |
1.1935 |
|
0.382 |
1.1924 |
|
LOW |
1.1890 |
|
0.618 |
1.1834 |
|
1.000 |
1.1800 |
|
1.618 |
1.1744 |
|
2.618 |
1.1654 |
|
4.250 |
1.1507 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1958 |
1.2015 |
| PP |
1.1946 |
1.2000 |
| S1 |
1.1935 |
1.1985 |
|