CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1267 |
1.1275 |
0.0009 |
0.1% |
1.1338 |
| High |
1.1354 |
1.1285 |
-0.0069 |
-0.6% |
1.1345 |
| Low |
1.1251 |
1.1188 |
-0.0064 |
-0.6% |
1.1225 |
| Close |
1.1274 |
1.1209 |
-0.0065 |
-0.6% |
1.1257 |
| Range |
0.0103 |
0.0097 |
-0.0006 |
-5.4% |
0.0120 |
| ATR |
0.0071 |
0.0072 |
0.0002 |
2.7% |
0.0000 |
| Volume |
269,316 |
136,668 |
-132,648 |
-49.3% |
125,382 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1460 |
1.1262 |
|
| R3 |
1.1421 |
1.1363 |
1.1235 |
|
| R2 |
1.1324 |
1.1324 |
1.1226 |
|
| R1 |
1.1266 |
1.1266 |
1.1217 |
1.1247 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1217 |
| S1 |
1.1169 |
1.1169 |
1.1200 |
1.1150 |
| S2 |
1.1130 |
1.1130 |
1.1191 |
|
| S3 |
1.1033 |
1.1072 |
1.1182 |
|
| S4 |
1.0936 |
1.0975 |
1.1155 |
|
|
| 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 |
1.1188 |
0.0166 |
1.5% |
0.0066 |
0.6% |
13% |
False |
True |
111,245 |
| 10 |
1.1354 |
1.1188 |
0.0166 |
1.5% |
0.0065 |
0.6% |
13% |
False |
True |
66,301 |
| 20 |
1.1354 |
1.1145 |
0.0209 |
1.9% |
0.0074 |
0.7% |
30% |
False |
False |
34,775 |
| 40 |
1.1354 |
1.0763 |
0.0591 |
5.3% |
0.0074 |
0.7% |
75% |
False |
False |
17,898 |
| 60 |
1.1354 |
1.0656 |
0.0698 |
6.2% |
0.0069 |
0.6% |
79% |
False |
False |
12,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1697 |
|
2.618 |
1.1538 |
|
1.618 |
1.1441 |
|
1.000 |
1.1382 |
|
0.618 |
1.1344 |
|
HIGH |
1.1285 |
|
0.618 |
1.1247 |
|
0.500 |
1.1236 |
|
0.382 |
1.1225 |
|
LOW |
1.1188 |
|
0.618 |
1.1128 |
|
1.000 |
1.1091 |
|
1.618 |
1.1031 |
|
2.618 |
1.0934 |
|
4.250 |
1.0775 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1271 |
| PP |
1.1227 |
1.1250 |
| S1 |
1.1218 |
1.1229 |
|