CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1941 |
1.1980 |
0.0039 |
0.3% |
1.2013 |
| High |
1.2006 |
1.2015 |
0.0009 |
0.1% |
1.2141 |
| Low |
1.1934 |
1.1968 |
0.0035 |
0.3% |
1.1890 |
| Close |
1.1985 |
1.1976 |
-0.0009 |
-0.1% |
1.1934 |
| Range |
0.0072 |
0.0047 |
-0.0026 |
-35.4% |
0.0252 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
8,486 |
9,932 |
1,446 |
17.0% |
28,545 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2126 |
1.2097 |
1.2002 |
|
| R3 |
1.2079 |
1.2051 |
1.1989 |
|
| R2 |
1.2033 |
1.2033 |
1.1985 |
|
| R1 |
1.2004 |
1.2004 |
1.1980 |
1.1995 |
| PP |
1.1986 |
1.1986 |
1.1986 |
1.1982 |
| S1 |
1.1958 |
1.1958 |
1.1972 |
1.1949 |
| S2 |
1.1940 |
1.1940 |
1.1967 |
|
| S3 |
1.1893 |
1.1911 |
1.1963 |
|
| S4 |
1.1847 |
1.1865 |
1.1950 |
|
|
| 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 |
1.2055 |
1.1890 |
0.0165 |
1.4% |
0.0089 |
0.7% |
52% |
False |
False |
7,827 |
| 10 |
1.2141 |
1.1814 |
0.0327 |
2.7% |
0.0092 |
0.8% |
50% |
False |
False |
5,490 |
| 20 |
1.2141 |
1.1738 |
0.0403 |
3.4% |
0.0090 |
0.8% |
59% |
False |
False |
3,775 |
| 40 |
1.2141 |
1.1465 |
0.0676 |
5.6% |
0.0091 |
0.8% |
76% |
False |
False |
2,495 |
| 60 |
1.2141 |
1.1227 |
0.0914 |
7.6% |
0.0084 |
0.7% |
82% |
False |
False |
1,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2212 |
|
2.618 |
1.2136 |
|
1.618 |
1.2090 |
|
1.000 |
1.2061 |
|
0.618 |
1.2043 |
|
HIGH |
1.2015 |
|
0.618 |
1.1997 |
|
0.500 |
1.1991 |
|
0.382 |
1.1986 |
|
LOW |
1.1968 |
|
0.618 |
1.1939 |
|
1.000 |
1.1922 |
|
1.618 |
1.1893 |
|
2.618 |
1.1846 |
|
4.250 |
1.1770 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1991 |
1.1981 |
| PP |
1.1986 |
1.1979 |
| S1 |
1.1981 |
1.1978 |
|