CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1262 |
-0.0001 |
0.0% |
1.1338 |
| High |
1.1291 |
1.1282 |
-0.0009 |
-0.1% |
1.1345 |
| Low |
1.1251 |
1.1243 |
-0.0008 |
-0.1% |
1.1225 |
| Close |
1.1267 |
1.1270 |
0.0003 |
0.0% |
1.1257 |
| Range |
0.0040 |
0.0039 |
-0.0001 |
-2.5% |
0.0120 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
47,821 |
78,330 |
30,509 |
63.8% |
125,382 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1365 |
1.1291 |
|
| R3 |
1.1343 |
1.1326 |
1.1280 |
|
| R2 |
1.1304 |
1.1304 |
1.1277 |
|
| R1 |
1.1287 |
1.1287 |
1.1273 |
1.1295 |
| PP |
1.1265 |
1.1265 |
1.1265 |
1.1269 |
| S1 |
1.1248 |
1.1248 |
1.1266 |
1.1256 |
| S2 |
1.1226 |
1.1226 |
1.1262 |
|
| S3 |
1.1187 |
1.1209 |
1.1259 |
|
| S4 |
1.1148 |
1.1170 |
1.1248 |
|
|
| 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 |
1.1344 |
1.1225 |
0.0119 |
1.1% |
0.0056 |
0.5% |
38% |
False |
False |
44,711 |
| 10 |
1.1347 |
1.1225 |
0.0122 |
1.1% |
0.0060 |
0.5% |
37% |
False |
False |
26,591 |
| 20 |
1.1347 |
1.1048 |
0.0299 |
2.7% |
0.0074 |
0.7% |
74% |
False |
False |
14,722 |
| 40 |
1.1347 |
1.0721 |
0.0626 |
5.6% |
0.0072 |
0.6% |
88% |
False |
False |
7,766 |
| 60 |
1.1347 |
1.0656 |
0.0691 |
6.1% |
0.0069 |
0.6% |
89% |
False |
False |
5,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1448 |
|
2.618 |
1.1384 |
|
1.618 |
1.1345 |
|
1.000 |
1.1321 |
|
0.618 |
1.1306 |
|
HIGH |
1.1282 |
|
0.618 |
1.1267 |
|
0.500 |
1.1263 |
|
0.382 |
1.1258 |
|
LOW |
1.1243 |
|
0.618 |
1.1219 |
|
1.000 |
1.1204 |
|
1.618 |
1.1180 |
|
2.618 |
1.1141 |
|
4.250 |
1.1077 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1267 |
1.1266 |
| PP |
1.1265 |
1.1262 |
| S1 |
1.1263 |
1.1258 |
|