CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1220 |
1.1201 |
-0.0019 |
-0.2% |
1.1255 |
| High |
1.1229 |
1.1261 |
0.0032 |
0.3% |
1.1268 |
| Low |
1.1191 |
1.1196 |
0.0005 |
0.0% |
1.1173 |
| Close |
1.1199 |
1.1249 |
0.0050 |
0.4% |
1.1249 |
| Range |
0.0038 |
0.0065 |
0.0027 |
69.7% |
0.0095 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
123,236 |
128,022 |
4,786 |
3.9% |
672,229 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1429 |
1.1403 |
1.1284 |
|
| R3 |
1.1364 |
1.1339 |
1.1266 |
|
| R2 |
1.1300 |
1.1300 |
1.1260 |
|
| R1 |
1.1274 |
1.1274 |
1.1254 |
1.1287 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1241 |
| S1 |
1.1210 |
1.1210 |
1.1243 |
1.1222 |
| S2 |
1.1171 |
1.1171 |
1.1237 |
|
| S3 |
1.1106 |
1.1145 |
1.1231 |
|
| S4 |
1.1042 |
1.1081 |
1.1213 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1513 |
1.1475 |
1.1300 |
|
| R3 |
1.1419 |
1.1381 |
1.1274 |
|
| R2 |
1.1324 |
1.1324 |
1.1266 |
|
| R1 |
1.1286 |
1.1286 |
1.1257 |
1.1258 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1216 |
| S1 |
1.1192 |
1.1192 |
1.1240 |
1.1164 |
| S2 |
1.1135 |
1.1135 |
1.1231 |
|
| S3 |
1.1041 |
1.1097 |
1.1223 |
|
| S4 |
1.0946 |
1.1003 |
1.1197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1268 |
1.1173 |
0.0095 |
0.8% |
0.0053 |
0.5% |
80% |
False |
False |
134,445 |
| 10 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0061 |
0.5% |
42% |
False |
False |
139,289 |
| 20 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0065 |
0.6% |
42% |
False |
False |
77,091 |
| 40 |
1.1354 |
1.0910 |
0.0444 |
3.9% |
0.0070 |
0.6% |
76% |
False |
False |
39,287 |
| 60 |
1.1354 |
1.0656 |
0.0698 |
6.2% |
0.0069 |
0.6% |
85% |
False |
False |
26,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1535 |
|
2.618 |
1.1429 |
|
1.618 |
1.1365 |
|
1.000 |
1.1325 |
|
0.618 |
1.1300 |
|
HIGH |
1.1261 |
|
0.618 |
1.1236 |
|
0.500 |
1.1228 |
|
0.382 |
1.1221 |
|
LOW |
1.1196 |
|
0.618 |
1.1156 |
|
1.000 |
1.1132 |
|
1.618 |
1.1092 |
|
2.618 |
1.1027 |
|
4.250 |
1.0922 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1242 |
1.1239 |
| PP |
1.1235 |
1.1230 |
| S1 |
1.1228 |
1.1221 |
|