CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1201 |
1.1244 |
0.0043 |
0.4% |
1.1255 |
| High |
1.1261 |
1.1271 |
0.0011 |
0.1% |
1.1268 |
| Low |
1.1196 |
1.1223 |
0.0027 |
0.2% |
1.1173 |
| Close |
1.1249 |
1.1232 |
-0.0017 |
-0.2% |
1.1249 |
| Range |
0.0065 |
0.0049 |
-0.0016 |
-24.8% |
0.0095 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
128,022 |
159,251 |
31,229 |
24.4% |
672,229 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1387 |
1.1358 |
1.1258 |
|
| R3 |
1.1339 |
1.1309 |
1.1245 |
|
| R2 |
1.1290 |
1.1290 |
1.1240 |
|
| R1 |
1.1261 |
1.1261 |
1.1236 |
1.1251 |
| PP |
1.1242 |
1.1242 |
1.1242 |
1.1237 |
| S1 |
1.1212 |
1.1212 |
1.1227 |
1.1203 |
| S2 |
1.1193 |
1.1193 |
1.1223 |
|
| S3 |
1.1145 |
1.1164 |
1.1218 |
|
| S4 |
1.1096 |
1.1115 |
1.1205 |
|
|
| 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 |
1.1271 |
1.1173 |
0.0098 |
0.9% |
0.0048 |
0.4% |
60% |
True |
False |
138,607 |
| 10 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0061 |
0.5% |
32% |
False |
False |
150,432 |
| 20 |
1.1354 |
1.1173 |
0.0181 |
1.6% |
0.0063 |
0.6% |
32% |
False |
False |
84,878 |
| 40 |
1.1354 |
1.0910 |
0.0444 |
3.9% |
0.0069 |
0.6% |
72% |
False |
False |
43,245 |
| 60 |
1.1354 |
1.0656 |
0.0698 |
6.2% |
0.0068 |
0.6% |
83% |
False |
False |
29,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1477 |
|
2.618 |
1.1398 |
|
1.618 |
1.1349 |
|
1.000 |
1.1320 |
|
0.618 |
1.1301 |
|
HIGH |
1.1271 |
|
0.618 |
1.1252 |
|
0.500 |
1.1247 |
|
0.382 |
1.1241 |
|
LOW |
1.1223 |
|
0.618 |
1.1193 |
|
1.000 |
1.1174 |
|
1.618 |
1.1144 |
|
2.618 |
1.1096 |
|
4.250 |
1.1016 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1247 |
1.1231 |
| PP |
1.1242 |
1.1231 |
| S1 |
1.1237 |
1.1231 |
|