CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1275 |
1.1201 |
-0.0074 |
-0.7% |
1.1262 |
| High |
1.1285 |
1.1257 |
-0.0028 |
-0.2% |
1.1354 |
| Low |
1.1188 |
1.1193 |
0.0006 |
0.0% |
1.1188 |
| Close |
1.1209 |
1.1249 |
0.0040 |
0.4% |
1.1249 |
| Range |
0.0097 |
0.0064 |
-0.0033 |
-34.0% |
0.0166 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
136,668 |
188,534 |
51,866 |
38.0% |
720,669 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1425 |
1.1401 |
1.1284 |
|
| R3 |
1.1361 |
1.1337 |
1.1266 |
|
| R2 |
1.1297 |
1.1297 |
1.1260 |
|
| R1 |
1.1273 |
1.1273 |
1.1254 |
1.1285 |
| PP |
1.1233 |
1.1233 |
1.1233 |
1.1239 |
| S1 |
1.1209 |
1.1209 |
1.1243 |
1.1221 |
| S2 |
1.1169 |
1.1169 |
1.1237 |
|
| S3 |
1.1105 |
1.1145 |
1.1231 |
|
| S4 |
1.1041 |
1.1081 |
1.1213 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1761 |
1.1671 |
1.1340 |
|
| R3 |
1.1595 |
1.1505 |
1.1294 |
|
| R2 |
1.1429 |
1.1429 |
1.1279 |
|
| R1 |
1.1339 |
1.1339 |
1.1264 |
1.1301 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1244 |
| S1 |
1.1173 |
1.1173 |
1.1233 |
1.1135 |
| S2 |
1.1097 |
1.1097 |
1.1218 |
|
| S3 |
1.0931 |
1.1007 |
1.1203 |
|
| S4 |
1.0765 |
1.0841 |
1.1157 |
|
|
| 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% |
0.0069 |
0.6% |
37% |
False |
False |
144,133 |
| 10 |
1.1354 |
1.1188 |
0.0166 |
1.5% |
0.0064 |
0.6% |
37% |
False |
False |
84,605 |
| 20 |
1.1354 |
1.1168 |
0.0186 |
1.6% |
0.0072 |
0.6% |
43% |
False |
False |
44,063 |
| 40 |
1.1354 |
1.0763 |
0.0591 |
5.3% |
0.0073 |
0.7% |
82% |
False |
False |
22,595 |
| 60 |
1.1354 |
1.0656 |
0.0698 |
6.2% |
0.0070 |
0.6% |
85% |
False |
False |
15,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1529 |
|
2.618 |
1.1425 |
|
1.618 |
1.1361 |
|
1.000 |
1.1321 |
|
0.618 |
1.1297 |
|
HIGH |
1.1257 |
|
0.618 |
1.1233 |
|
0.500 |
1.1225 |
|
0.382 |
1.1217 |
|
LOW |
1.1193 |
|
0.618 |
1.1153 |
|
1.000 |
1.1129 |
|
1.618 |
1.1089 |
|
2.618 |
1.1025 |
|
4.250 |
1.0921 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1241 |
1.1271 |
| PP |
1.1233 |
1.1263 |
| S1 |
1.1225 |
1.1256 |
|