CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1264 |
1.1262 |
-0.0002 |
0.0% |
1.1338 |
| High |
1.1275 |
1.1291 |
0.0016 |
0.1% |
1.1345 |
| Low |
1.1225 |
1.1251 |
0.0026 |
0.2% |
1.1225 |
| Close |
1.1257 |
1.1267 |
0.0010 |
0.1% |
1.1257 |
| Range |
0.0050 |
0.0040 |
-0.0010 |
-19.2% |
0.0120 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
24,090 |
47,821 |
23,731 |
98.5% |
125,382 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1368 |
1.1289 |
|
| R3 |
1.1349 |
1.1328 |
1.1278 |
|
| R2 |
1.1309 |
1.1309 |
1.1274 |
|
| R1 |
1.1288 |
1.1288 |
1.1270 |
1.1299 |
| PP |
1.1269 |
1.1269 |
1.1269 |
1.1275 |
| S1 |
1.1248 |
1.1248 |
1.1263 |
1.1259 |
| S2 |
1.1229 |
1.1229 |
1.1259 |
|
| S3 |
1.1189 |
1.1208 |
1.1256 |
|
| S4 |
1.1149 |
1.1168 |
1.1245 |
|
|
| 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% |
0.0057 |
0.5% |
35% |
False |
False |
33,803 |
| 10 |
1.1347 |
1.1175 |
0.0172 |
1.5% |
0.0065 |
0.6% |
53% |
False |
False |
19,323 |
| 20 |
1.1347 |
1.0988 |
0.0359 |
3.2% |
0.0075 |
0.7% |
78% |
False |
False |
10,847 |
| 40 |
1.1347 |
1.0687 |
0.0660 |
5.9% |
0.0073 |
0.6% |
88% |
False |
False |
5,810 |
| 60 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0069 |
0.6% |
88% |
False |
False |
3,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1461 |
|
2.618 |
1.1395 |
|
1.618 |
1.1355 |
|
1.000 |
1.1331 |
|
0.618 |
1.1315 |
|
HIGH |
1.1291 |
|
0.618 |
1.1275 |
|
0.500 |
1.1271 |
|
0.382 |
1.1266 |
|
LOW |
1.1251 |
|
0.618 |
1.1226 |
|
1.000 |
1.1211 |
|
1.618 |
1.1186 |
|
2.618 |
1.1146 |
|
4.250 |
1.1081 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1271 |
1.1277 |
| PP |
1.1269 |
1.1273 |
| S1 |
1.1268 |
1.1270 |
|