CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1262 |
1.1267 |
0.0005 |
0.0% |
1.1338 |
| High |
1.1282 |
1.1354 |
0.0072 |
0.6% |
1.1345 |
| Low |
1.1243 |
1.1251 |
0.0008 |
0.1% |
1.1225 |
| Close |
1.1270 |
1.1274 |
0.0004 |
0.0% |
1.1257 |
| Range |
0.0039 |
0.0103 |
0.0064 |
162.8% |
0.0120 |
| ATR |
0.0068 |
0.0071 |
0.0002 |
3.6% |
0.0000 |
| Volume |
78,330 |
269,316 |
190,986 |
243.8% |
125,382 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1600 |
1.1539 |
1.1330 |
|
| R3 |
1.1498 |
1.1437 |
1.1302 |
|
| R2 |
1.1395 |
1.1395 |
1.1292 |
|
| R1 |
1.1334 |
1.1334 |
1.1283 |
1.1365 |
| PP |
1.1293 |
1.1293 |
1.1293 |
1.1308 |
| S1 |
1.1232 |
1.1232 |
1.1264 |
1.1262 |
| S2 |
1.1190 |
1.1190 |
1.1255 |
|
| S3 |
1.1088 |
1.1129 |
1.1245 |
|
| S4 |
1.0985 |
1.1027 |
1.1217 |
|
|
| 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 |
1.1354 |
1.1225 |
0.0129 |
1.1% |
0.0061 |
0.5% |
38% |
True |
False |
88,740 |
| 10 |
1.1354 |
1.1225 |
0.0129 |
1.1% |
0.0061 |
0.5% |
38% |
True |
False |
52,952 |
| 20 |
1.1354 |
1.1145 |
0.0209 |
1.8% |
0.0073 |
0.6% |
62% |
True |
False |
28,087 |
| 40 |
1.1354 |
1.0763 |
0.0591 |
5.2% |
0.0072 |
0.6% |
86% |
True |
False |
14,489 |
| 60 |
1.1354 |
1.0656 |
0.0698 |
6.2% |
0.0069 |
0.6% |
89% |
True |
False |
9,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1789 |
|
2.618 |
1.1622 |
|
1.618 |
1.1519 |
|
1.000 |
1.1456 |
|
0.618 |
1.1417 |
|
HIGH |
1.1354 |
|
0.618 |
1.1314 |
|
0.500 |
1.1302 |
|
0.382 |
1.1290 |
|
LOW |
1.1251 |
|
0.618 |
1.1188 |
|
1.000 |
1.1149 |
|
1.618 |
1.1085 |
|
2.618 |
1.0983 |
|
4.250 |
1.0815 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1302 |
1.1298 |
| PP |
1.1293 |
1.1290 |
| S1 |
1.1283 |
1.1282 |
|