CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1321 |
1.1264 |
-0.0057 |
-0.5% |
1.1338 |
| High |
1.1328 |
1.1275 |
-0.0054 |
-0.5% |
1.1345 |
| Low |
1.1255 |
1.1225 |
-0.0030 |
-0.3% |
1.1225 |
| Close |
1.1283 |
1.1257 |
-0.0026 |
-0.2% |
1.1257 |
| Range |
0.0074 |
0.0050 |
-0.0024 |
-32.7% |
0.0120 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
24,144 |
24,090 |
-54 |
-0.2% |
125,382 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1401 |
1.1378 |
1.1284 |
|
| R3 |
1.1351 |
1.1329 |
1.1270 |
|
| R2 |
1.1302 |
1.1302 |
1.1266 |
|
| R1 |
1.1279 |
1.1279 |
1.1261 |
1.1266 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1245 |
| S1 |
1.1230 |
1.1230 |
1.1252 |
1.1216 |
| S2 |
1.1203 |
1.1203 |
1.1247 |
|
| S3 |
1.1153 |
1.1180 |
1.1243 |
|
| S4 |
1.1104 |
1.1131 |
1.1229 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1636 |
1.1566 |
1.1323 |
|
| R3 |
1.1516 |
1.1446 |
1.1290 |
|
| R2 |
1.1396 |
1.1396 |
1.1279 |
|
| R1 |
1.1326 |
1.1326 |
1.1268 |
1.1301 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1263 |
| S1 |
1.1206 |
1.1206 |
1.1246 |
1.1181 |
| S2 |
1.1156 |
1.1156 |
1.1235 |
|
| S3 |
1.1036 |
1.1086 |
1.1224 |
|
| S4 |
1.0916 |
1.0966 |
1.1191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1345 |
1.1225 |
0.0120 |
1.1% |
0.0059 |
0.5% |
26% |
False |
True |
25,076 |
| 10 |
1.1347 |
1.1175 |
0.0172 |
1.5% |
0.0069 |
0.6% |
48% |
False |
False |
14,893 |
| 20 |
1.1347 |
1.0927 |
0.0420 |
3.7% |
0.0077 |
0.7% |
79% |
False |
False |
8,502 |
| 40 |
1.1347 |
1.0687 |
0.0660 |
5.9% |
0.0073 |
0.7% |
86% |
False |
False |
4,623 |
| 60 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0069 |
0.6% |
87% |
False |
False |
3,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1485 |
|
2.618 |
1.1404 |
|
1.618 |
1.1355 |
|
1.000 |
1.1324 |
|
0.618 |
1.1305 |
|
HIGH |
1.1275 |
|
0.618 |
1.1256 |
|
0.500 |
1.1250 |
|
0.382 |
1.1244 |
|
LOW |
1.1225 |
|
0.618 |
1.1194 |
|
1.000 |
1.1176 |
|
1.618 |
1.1145 |
|
2.618 |
1.1095 |
|
4.250 |
1.1015 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1254 |
1.1284 |
| PP |
1.1252 |
1.1275 |
| S1 |
1.1250 |
1.1266 |
|