CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1394 |
1.1464 |
0.0070 |
0.6% |
1.1467 |
| High |
1.1468 |
1.1482 |
0.0015 |
0.1% |
1.1482 |
| Low |
1.1372 |
1.1422 |
0.0050 |
0.4% |
1.1356 |
| Close |
1.1465 |
1.1445 |
-0.0020 |
-0.2% |
1.1445 |
| Range |
0.0096 |
0.0061 |
-0.0035 |
-36.6% |
0.0126 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
199,674 |
200,789 |
1,115 |
0.6% |
825,632 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1598 |
1.1478 |
|
| R3 |
1.1570 |
1.1538 |
1.1461 |
|
| R2 |
1.1510 |
1.1510 |
1.1456 |
|
| R1 |
1.1477 |
1.1477 |
1.1450 |
1.1463 |
| PP |
1.1449 |
1.1449 |
1.1449 |
1.1442 |
| S1 |
1.1417 |
1.1417 |
1.1439 |
1.1403 |
| S2 |
1.1389 |
1.1389 |
1.1433 |
|
| S3 |
1.1328 |
1.1356 |
1.1428 |
|
| S4 |
1.1268 |
1.1296 |
1.1411 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1806 |
1.1751 |
1.1514 |
|
| R3 |
1.1680 |
1.1625 |
1.1479 |
|
| R2 |
1.1554 |
1.1554 |
1.1468 |
|
| R1 |
1.1499 |
1.1499 |
1.1456 |
1.1463 |
| PP |
1.1428 |
1.1428 |
1.1428 |
1.1410 |
| S1 |
1.1373 |
1.1373 |
1.1433 |
1.1337 |
| S2 |
1.1302 |
1.1302 |
1.1421 |
|
| S3 |
1.1176 |
1.1247 |
1.1410 |
|
| S4 |
1.1050 |
1.1121 |
1.1375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1491 |
1.1356 |
0.0135 |
1.2% |
0.0069 |
0.6% |
66% |
False |
False |
206,361 |
| 10 |
1.1493 |
1.1196 |
0.0297 |
2.6% |
0.0080 |
0.7% |
84% |
False |
False |
226,436 |
| 20 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0070 |
0.6% |
85% |
False |
False |
177,666 |
| 40 |
1.1493 |
1.0910 |
0.0583 |
5.1% |
0.0073 |
0.6% |
92% |
False |
False |
92,494 |
| 60 |
1.1493 |
1.0672 |
0.0821 |
7.2% |
0.0073 |
0.6% |
94% |
False |
False |
61,909 |
| 80 |
1.1493 |
1.0656 |
0.0838 |
7.3% |
0.0070 |
0.6% |
94% |
False |
False |
46,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1739 |
|
2.618 |
1.1640 |
|
1.618 |
1.1580 |
|
1.000 |
1.1543 |
|
0.618 |
1.1519 |
|
HIGH |
1.1482 |
|
0.618 |
1.1459 |
|
0.500 |
1.1452 |
|
0.382 |
1.1445 |
|
LOW |
1.1422 |
|
0.618 |
1.1384 |
|
1.000 |
1.1361 |
|
1.618 |
1.1324 |
|
2.618 |
1.1263 |
|
4.250 |
1.1164 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1436 |
| PP |
1.1449 |
1.1428 |
| S1 |
1.1447 |
1.1419 |
|