CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1389 |
1.1425 |
0.0037 |
0.3% |
1.1255 |
| High |
1.1441 |
1.1493 |
0.0052 |
0.5% |
1.1268 |
| Low |
1.1341 |
1.1422 |
0.0081 |
0.7% |
1.1173 |
| Close |
1.1430 |
1.1480 |
0.0050 |
0.4% |
1.1249 |
| Range |
0.0100 |
0.0072 |
-0.0029 |
-28.5% |
0.0095 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
382,261 |
265,810 |
-116,451 |
-30.5% |
672,229 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1679 |
1.1651 |
1.1519 |
|
| R3 |
1.1608 |
1.1579 |
1.1499 |
|
| R2 |
1.1536 |
1.1536 |
1.1493 |
|
| R1 |
1.1508 |
1.1508 |
1.1486 |
1.1522 |
| PP |
1.1465 |
1.1465 |
1.1465 |
1.1472 |
| S1 |
1.1436 |
1.1436 |
1.1473 |
1.1451 |
| S2 |
1.1393 |
1.1393 |
1.1466 |
|
| S3 |
1.1322 |
1.1365 |
1.1460 |
|
| S4 |
1.1250 |
1.1293 |
1.1440 |
|
|
| 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 |
1.1493 |
1.1196 |
0.0297 |
2.6% |
0.0091 |
0.8% |
95% |
True |
False |
246,511 |
| 10 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0072 |
0.6% |
96% |
True |
False |
196,529 |
| 20 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0069 |
0.6% |
96% |
True |
False |
131,415 |
| 40 |
1.1493 |
1.0910 |
0.0583 |
5.1% |
0.0074 |
0.6% |
98% |
True |
False |
66,841 |
| 60 |
1.1493 |
1.0656 |
0.0838 |
7.3% |
0.0072 |
0.6% |
98% |
True |
False |
44,736 |
| 80 |
1.1493 |
1.0630 |
0.0863 |
7.5% |
0.0071 |
0.6% |
98% |
True |
False |
33,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1797 |
|
2.618 |
1.1680 |
|
1.618 |
1.1609 |
|
1.000 |
1.1565 |
|
0.618 |
1.1537 |
|
HIGH |
1.1493 |
|
0.618 |
1.1466 |
|
0.500 |
1.1457 |
|
0.382 |
1.1449 |
|
LOW |
1.1422 |
|
0.618 |
1.1377 |
|
1.000 |
1.1350 |
|
1.618 |
1.1306 |
|
2.618 |
1.1234 |
|
4.250 |
1.1118 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1472 |
1.1440 |
| PP |
1.1465 |
1.1401 |
| S1 |
1.1457 |
1.1361 |
|