CME Euro FX (E) Future December 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1984 |
1.2082 |
0.0099 |
0.8% |
1.1941 |
| High |
1.2123 |
1.2155 |
0.0032 |
0.3% |
1.2155 |
| Low |
1.1977 |
1.2077 |
0.0101 |
0.8% |
1.1934 |
| Close |
1.2068 |
1.2090 |
0.0022 |
0.2% |
1.2090 |
| Range |
0.0146 |
0.0078 |
-0.0069 |
-46.9% |
0.0221 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
59,578 |
36,946 |
-22,632 |
-38.0% |
114,942 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2340 |
1.2292 |
1.2133 |
|
| R3 |
1.2262 |
1.2215 |
1.2111 |
|
| R2 |
1.2185 |
1.2185 |
1.2104 |
|
| R1 |
1.2137 |
1.2137 |
1.2097 |
1.2161 |
| PP |
1.2107 |
1.2107 |
1.2107 |
1.2119 |
| S1 |
1.2060 |
1.2060 |
1.2083 |
1.2084 |
| S2 |
1.2030 |
1.2030 |
1.2076 |
|
| S3 |
1.1952 |
1.1982 |
1.2069 |
|
| S4 |
1.1875 |
1.1905 |
1.2047 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2722 |
1.2627 |
1.2212 |
|
| R3 |
1.2501 |
1.2406 |
1.2151 |
|
| R2 |
1.2280 |
1.2280 |
1.2131 |
|
| R1 |
1.2185 |
1.2185 |
1.2110 |
1.2233 |
| PP |
1.2059 |
1.2059 |
1.2059 |
1.2083 |
| S1 |
1.1964 |
1.1964 |
1.2070 |
1.2012 |
| S2 |
1.1838 |
1.1838 |
1.2049 |
|
| S3 |
1.1617 |
1.1743 |
1.2029 |
|
| S4 |
1.1396 |
1.1522 |
1.1968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2155 |
1.1916 |
0.0239 |
2.0% |
0.0095 |
0.8% |
73% |
True |
False |
24,534 |
| 10 |
1.2155 |
1.1845 |
0.0310 |
2.6% |
0.0103 |
0.8% |
79% |
True |
False |
14,817 |
| 20 |
1.2155 |
1.1738 |
0.0417 |
3.4% |
0.0094 |
0.8% |
85% |
True |
False |
8,391 |
| 40 |
1.2155 |
1.1486 |
0.0669 |
5.5% |
0.0092 |
0.8% |
90% |
True |
False |
4,856 |
| 60 |
1.2155 |
1.1227 |
0.0928 |
7.7% |
0.0086 |
0.7% |
93% |
True |
False |
3,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2484 |
|
2.618 |
1.2357 |
|
1.618 |
1.2280 |
|
1.000 |
1.2232 |
|
0.618 |
1.2202 |
|
HIGH |
1.2155 |
|
0.618 |
1.2125 |
|
0.500 |
1.2116 |
|
0.382 |
1.2107 |
|
LOW |
1.2077 |
|
0.618 |
1.2029 |
|
1.000 |
1.2000 |
|
1.618 |
1.1952 |
|
2.618 |
1.1874 |
|
4.250 |
1.1748 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2116 |
1.2080 |
| PP |
1.2107 |
1.2071 |
| S1 |
1.2099 |
1.2061 |
|