CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1409 |
1.1394 |
-0.0015 |
-0.1% |
1.1244 |
| High |
1.1422 |
1.1468 |
0.0046 |
0.4% |
1.1493 |
| Low |
1.1356 |
1.1372 |
0.0016 |
0.1% |
1.1223 |
| Close |
1.1386 |
1.1465 |
0.0079 |
0.7% |
1.1467 |
| Range |
0.0066 |
0.0096 |
0.0030 |
45.8% |
0.0271 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.3% |
0.0000 |
| Volume |
257,199 |
199,674 |
-57,525 |
-22.4% |
1,310,709 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1688 |
1.1517 |
|
| R3 |
1.1626 |
1.1593 |
1.1491 |
|
| R2 |
1.1530 |
1.1530 |
1.1482 |
|
| R1 |
1.1497 |
1.1497 |
1.1473 |
1.1514 |
| PP |
1.1435 |
1.1435 |
1.1435 |
1.1443 |
| S1 |
1.1402 |
1.1402 |
1.1456 |
1.1418 |
| S2 |
1.1339 |
1.1339 |
1.1447 |
|
| S3 |
1.1244 |
1.1306 |
1.1438 |
|
| S4 |
1.1148 |
1.1211 |
1.1412 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2206 |
1.2107 |
1.1616 |
|
| R3 |
1.1935 |
1.1836 |
1.1541 |
|
| R2 |
1.1665 |
1.1665 |
1.1517 |
|
| R1 |
1.1566 |
1.1566 |
1.1492 |
1.1615 |
| PP |
1.1394 |
1.1394 |
1.1394 |
1.1419 |
| S1 |
1.1295 |
1.1295 |
1.1442 |
1.1345 |
| S2 |
1.1124 |
1.1124 |
1.1417 |
|
| S3 |
1.0853 |
1.1025 |
1.1393 |
|
| S4 |
1.0583 |
1.0754 |
1.1318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1493 |
1.1356 |
0.0137 |
1.2% |
0.0072 |
0.6% |
79% |
False |
False |
219,365 |
| 10 |
1.1493 |
1.1191 |
0.0302 |
2.6% |
0.0078 |
0.7% |
91% |
False |
False |
218,681 |
| 20 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0070 |
0.6% |
91% |
False |
False |
168,834 |
| 40 |
1.1493 |
1.0910 |
0.0583 |
5.1% |
0.0073 |
0.6% |
95% |
False |
False |
87,496 |
| 60 |
1.1493 |
1.0665 |
0.0829 |
7.2% |
0.0072 |
0.6% |
97% |
False |
False |
58,564 |
| 80 |
1.1493 |
1.0656 |
0.0838 |
7.3% |
0.0070 |
0.6% |
97% |
False |
False |
44,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1873 |
|
2.618 |
1.1718 |
|
1.618 |
1.1622 |
|
1.000 |
1.1563 |
|
0.618 |
1.1527 |
|
HIGH |
1.1468 |
|
0.618 |
1.1431 |
|
0.500 |
1.1420 |
|
0.382 |
1.1408 |
|
LOW |
1.1372 |
|
0.618 |
1.1313 |
|
1.000 |
1.1277 |
|
1.618 |
1.1217 |
|
2.618 |
1.1122 |
|
4.250 |
1.0966 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1450 |
1.1448 |
| PP |
1.1435 |
1.1431 |
| S1 |
1.1420 |
1.1414 |
|