CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1201 |
1.1255 |
0.0054 |
0.5% |
1.1262 |
| High |
1.1257 |
1.1268 |
0.0011 |
0.1% |
1.1354 |
| Low |
1.1193 |
1.1198 |
0.0005 |
0.0% |
1.1188 |
| Close |
1.1249 |
1.1203 |
-0.0046 |
-0.4% |
1.1249 |
| Range |
0.0064 |
0.0070 |
0.0006 |
9.4% |
0.0166 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
188,534 |
138,442 |
-50,092 |
-26.6% |
720,669 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1433 |
1.1388 |
1.1242 |
|
| R3 |
1.1363 |
1.1318 |
1.1222 |
|
| R2 |
1.1293 |
1.1293 |
1.1216 |
|
| R1 |
1.1248 |
1.1248 |
1.1209 |
1.1235 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1216 |
| S1 |
1.1178 |
1.1178 |
1.1197 |
1.1165 |
| S2 |
1.1153 |
1.1153 |
1.1190 |
|
| S3 |
1.1083 |
1.1108 |
1.1184 |
|
| S4 |
1.1013 |
1.1038 |
1.1165 |
|
|
| 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% |
0.0075 |
0.7% |
9% |
False |
False |
162,258 |
| 10 |
1.1354 |
1.1188 |
0.0166 |
1.5% |
0.0066 |
0.6% |
9% |
False |
False |
98,030 |
| 20 |
1.1354 |
1.1175 |
0.0179 |
1.6% |
0.0070 |
0.6% |
16% |
False |
False |
50,910 |
| 40 |
1.1354 |
1.0902 |
0.0452 |
4.0% |
0.0074 |
0.7% |
67% |
False |
False |
26,044 |
| 60 |
1.1354 |
1.0656 |
0.0698 |
6.2% |
0.0070 |
0.6% |
78% |
False |
False |
17,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1565 |
|
2.618 |
1.1451 |
|
1.618 |
1.1381 |
|
1.000 |
1.1338 |
|
0.618 |
1.1311 |
|
HIGH |
1.1268 |
|
0.618 |
1.1241 |
|
0.500 |
1.1233 |
|
0.382 |
1.1224 |
|
LOW |
1.1198 |
|
0.618 |
1.1154 |
|
1.000 |
1.1128 |
|
1.618 |
1.1084 |
|
2.618 |
1.1014 |
|
4.250 |
1.0900 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1236 |
| PP |
1.1223 |
1.1225 |
| S1 |
1.1213 |
1.1214 |
|