CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1235 |
1.1389 |
0.0154 |
1.4% |
1.1255 |
| High |
1.1401 |
1.1441 |
0.0040 |
0.4% |
1.1268 |
| Low |
1.1230 |
1.1341 |
0.0112 |
1.0% |
1.1173 |
| Close |
1.1398 |
1.1430 |
0.0032 |
0.3% |
1.1249 |
| Range |
0.0172 |
0.0100 |
-0.0072 |
-41.7% |
0.0095 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.7% |
0.0000 |
| Volume |
297,212 |
382,261 |
85,049 |
28.6% |
672,229 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1704 |
1.1667 |
1.1485 |
|
| R3 |
1.1604 |
1.1567 |
1.1458 |
|
| R2 |
1.1504 |
1.1504 |
1.1448 |
|
| R1 |
1.1467 |
1.1467 |
1.1439 |
1.1486 |
| PP |
1.1404 |
1.1404 |
1.1404 |
1.1413 |
| S1 |
1.1367 |
1.1367 |
1.1421 |
1.1386 |
| S2 |
1.1304 |
1.1304 |
1.1412 |
|
| S3 |
1.1204 |
1.1267 |
1.1403 |
|
| S4 |
1.1104 |
1.1167 |
1.1375 |
|
|
| 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 |
1.1441 |
1.1191 |
0.0250 |
2.2% |
0.0085 |
0.7% |
96% |
True |
False |
217,996 |
| 10 |
1.1441 |
1.1173 |
0.0268 |
2.3% |
0.0074 |
0.7% |
96% |
True |
False |
183,615 |
| 20 |
1.1441 |
1.1173 |
0.0268 |
2.3% |
0.0068 |
0.6% |
96% |
True |
False |
118,283 |
| 40 |
1.1441 |
1.0910 |
0.0531 |
4.6% |
0.0074 |
0.6% |
98% |
True |
False |
60,210 |
| 60 |
1.1441 |
1.0656 |
0.0786 |
6.9% |
0.0071 |
0.6% |
99% |
True |
False |
40,313 |
| 80 |
1.1441 |
1.0630 |
0.0811 |
7.1% |
0.0070 |
0.6% |
99% |
True |
False |
30,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1866 |
|
2.618 |
1.1703 |
|
1.618 |
1.1603 |
|
1.000 |
1.1541 |
|
0.618 |
1.1503 |
|
HIGH |
1.1441 |
|
0.618 |
1.1403 |
|
0.500 |
1.1391 |
|
0.382 |
1.1379 |
|
LOW |
1.1341 |
|
0.618 |
1.1279 |
|
1.000 |
1.1241 |
|
1.618 |
1.1179 |
|
2.618 |
1.1079 |
|
4.250 |
1.0916 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1417 |
1.1397 |
| PP |
1.1404 |
1.1365 |
| S1 |
1.1391 |
1.1332 |
|