CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1962 |
1.1987 |
0.0025 |
0.2% |
1.2013 |
| High |
1.1980 |
1.2047 |
0.0067 |
0.6% |
1.2141 |
| Low |
1.1890 |
1.1916 |
0.0026 |
0.2% |
1.1890 |
| Close |
1.1970 |
1.1934 |
-0.0037 |
-0.3% |
1.1934 |
| Range |
0.0090 |
0.0131 |
0.0041 |
45.6% |
0.0252 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
2.7% |
0.0000 |
| Volume |
7,394 |
7,732 |
338 |
4.6% |
28,545 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2358 |
1.2277 |
1.2006 |
|
| R3 |
1.2227 |
1.2146 |
1.1970 |
|
| R2 |
1.2096 |
1.2096 |
1.1958 |
|
| R1 |
1.2015 |
1.2015 |
1.1946 |
1.1990 |
| PP |
1.1965 |
1.1965 |
1.1965 |
1.1953 |
| S1 |
1.1884 |
1.1884 |
1.1921 |
1.1859 |
| S2 |
1.1834 |
1.1834 |
1.1909 |
|
| S3 |
1.1703 |
1.1753 |
1.1897 |
|
| S4 |
1.1572 |
1.1622 |
1.1861 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2743 |
1.2590 |
1.2072 |
|
| R3 |
1.2491 |
1.2338 |
1.2003 |
|
| R2 |
1.2240 |
1.2240 |
1.1980 |
|
| R1 |
1.2087 |
1.2087 |
1.1957 |
1.2037 |
| PP |
1.1988 |
1.1988 |
1.1988 |
1.1963 |
| S1 |
1.1835 |
1.1835 |
1.1910 |
1.1786 |
| S2 |
1.1737 |
1.1737 |
1.1887 |
|
| S3 |
1.1485 |
1.1584 |
1.1864 |
|
| S4 |
1.1234 |
1.1332 |
1.1795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2141 |
1.1890 |
0.0252 |
2.1% |
0.0103 |
0.9% |
17% |
False |
False |
5,709 |
| 10 |
1.2141 |
1.1806 |
0.0335 |
2.8% |
0.0097 |
0.8% |
38% |
False |
False |
4,013 |
| 20 |
1.2141 |
1.1738 |
0.0403 |
3.4% |
0.0092 |
0.8% |
49% |
False |
False |
2,958 |
| 40 |
1.2141 |
1.1465 |
0.0676 |
5.7% |
0.0092 |
0.8% |
69% |
False |
False |
2,082 |
| 60 |
1.2141 |
1.1227 |
0.0914 |
7.7% |
0.0084 |
0.7% |
77% |
False |
False |
1,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2603 |
|
2.618 |
1.2389 |
|
1.618 |
1.2258 |
|
1.000 |
1.2178 |
|
0.618 |
1.2127 |
|
HIGH |
1.2047 |
|
0.618 |
1.1996 |
|
0.500 |
1.1981 |
|
0.382 |
1.1966 |
|
LOW |
1.1916 |
|
0.618 |
1.1835 |
|
1.000 |
1.1785 |
|
1.618 |
1.1704 |
|
2.618 |
1.1573 |
|
4.250 |
1.1359 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1981 |
1.1972 |
| PP |
1.1965 |
1.1959 |
| S1 |
1.1949 |
1.1946 |
|