CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1987 |
1.1941 |
-0.0046 |
-0.4% |
1.2013 |
| High |
1.2047 |
1.2006 |
-0.0041 |
-0.3% |
1.2141 |
| Low |
1.1916 |
1.1934 |
0.0018 |
0.2% |
1.1890 |
| Close |
1.1934 |
1.1985 |
0.0051 |
0.4% |
1.1934 |
| Range |
0.0131 |
0.0072 |
-0.0059 |
-45.0% |
0.0252 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
7,732 |
8,486 |
754 |
9.8% |
28,545 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2191 |
1.2160 |
1.2024 |
|
| R3 |
1.2119 |
1.2088 |
1.2004 |
|
| R2 |
1.2047 |
1.2047 |
1.1998 |
|
| R1 |
1.2016 |
1.2016 |
1.1991 |
1.2031 |
| PP |
1.1975 |
1.1975 |
1.1975 |
1.1982 |
| S1 |
1.1944 |
1.1944 |
1.1978 |
1.1959 |
| S2 |
1.1903 |
1.1903 |
1.1971 |
|
| S3 |
1.1831 |
1.1872 |
1.1965 |
|
| S4 |
1.1759 |
1.1800 |
1.1945 |
|
|
| 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% |
0.0104 |
0.9% |
38% |
False |
False |
6,851 |
| 10 |
1.2141 |
1.1814 |
0.0327 |
2.7% |
0.0095 |
0.8% |
52% |
False |
False |
4,658 |
| 20 |
1.2141 |
1.1738 |
0.0403 |
3.4% |
0.0093 |
0.8% |
61% |
False |
False |
3,332 |
| 40 |
1.2141 |
1.1465 |
0.0676 |
5.6% |
0.0093 |
0.8% |
77% |
False |
False |
2,285 |
| 60 |
1.2141 |
1.1227 |
0.0914 |
7.6% |
0.0084 |
0.7% |
83% |
False |
False |
1,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2312 |
|
2.618 |
1.2194 |
|
1.618 |
1.2122 |
|
1.000 |
1.2078 |
|
0.618 |
1.2050 |
|
HIGH |
1.2006 |
|
0.618 |
1.1978 |
|
0.500 |
1.1970 |
|
0.382 |
1.1961 |
|
LOW |
1.1934 |
|
0.618 |
1.1889 |
|
1.000 |
1.1862 |
|
1.618 |
1.1817 |
|
2.618 |
1.1745 |
|
4.250 |
1.1628 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1980 |
1.1979 |
| PP |
1.1975 |
1.1974 |
| S1 |
1.1970 |
1.1968 |
|