CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1202 |
1.1189 |
-0.0013 |
-0.1% |
1.1262 |
| High |
1.1219 |
1.1226 |
0.0007 |
0.1% |
1.1354 |
| Low |
1.1173 |
1.1181 |
0.0008 |
0.1% |
1.1188 |
| Close |
1.1183 |
1.1216 |
0.0033 |
0.3% |
1.1249 |
| Range |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0166 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
152,326 |
130,203 |
-22,123 |
-14.5% |
720,669 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1324 |
1.1241 |
|
| R3 |
1.1298 |
1.1279 |
1.1228 |
|
| R2 |
1.1253 |
1.1253 |
1.1224 |
|
| R1 |
1.1234 |
1.1234 |
1.1220 |
1.1244 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1212 |
| S1 |
1.1189 |
1.1189 |
1.1212 |
1.1199 |
| S2 |
1.1163 |
1.1163 |
1.1208 |
|
| S3 |
1.1118 |
1.1144 |
1.1204 |
|
| S4 |
1.1073 |
1.1099 |
1.1191 |
|
|
| 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 |
1.1285 |
1.1173 |
0.0112 |
1.0% |
0.0064 |
0.6% |
39% |
False |
False |
149,234 |
| 10 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0063 |
0.6% |
24% |
False |
False |
118,987 |
| 20 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0065 |
0.6% |
24% |
False |
False |
64,787 |
| 40 |
1.1354 |
1.0910 |
0.0444 |
4.0% |
0.0072 |
0.6% |
69% |
False |
False |
33,059 |
| 60 |
1.1354 |
1.0656 |
0.0698 |
6.2% |
0.0070 |
0.6% |
80% |
False |
False |
22,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1417 |
|
2.618 |
1.1344 |
|
1.618 |
1.1299 |
|
1.000 |
1.1271 |
|
0.618 |
1.1254 |
|
HIGH |
1.1226 |
|
0.618 |
1.1209 |
|
0.500 |
1.1204 |
|
0.382 |
1.1198 |
|
LOW |
1.1181 |
|
0.618 |
1.1153 |
|
1.000 |
1.1136 |
|
1.618 |
1.1108 |
|
2.618 |
1.1063 |
|
4.250 |
1.0990 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1212 |
1.1220 |
| PP |
1.1208 |
1.1219 |
| S1 |
1.1204 |
1.1217 |
|