CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1464 |
1.1441 |
-0.0023 |
-0.2% |
1.1467 |
| High |
1.1482 |
1.1460 |
-0.0023 |
-0.2% |
1.1482 |
| Low |
1.1422 |
1.1423 |
0.0002 |
0.0% |
1.1356 |
| Close |
1.1445 |
1.1445 |
0.0000 |
0.0% |
1.1445 |
| Range |
0.0061 |
0.0037 |
-0.0024 |
-39.7% |
0.0126 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
200,789 |
128,842 |
-71,947 |
-35.8% |
825,632 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1552 |
1.1535 |
1.1465 |
|
| R3 |
1.1515 |
1.1498 |
1.1455 |
|
| R2 |
1.1479 |
1.1479 |
1.1451 |
|
| R1 |
1.1462 |
1.1462 |
1.1448 |
1.1470 |
| PP |
1.1442 |
1.1442 |
1.1442 |
1.1447 |
| S1 |
1.1425 |
1.1425 |
1.1441 |
1.1434 |
| S2 |
1.1406 |
1.1406 |
1.1438 |
|
| S3 |
1.1369 |
1.1389 |
1.1434 |
|
| S4 |
1.1333 |
1.1352 |
1.1424 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1806 |
1.1751 |
1.1514 |
|
| R3 |
1.1680 |
1.1625 |
1.1479 |
|
| R2 |
1.1554 |
1.1554 |
1.1468 |
|
| R1 |
1.1499 |
1.1499 |
1.1456 |
1.1463 |
| PP |
1.1428 |
1.1428 |
1.1428 |
1.1410 |
| S1 |
1.1373 |
1.1373 |
1.1433 |
1.1337 |
| S2 |
1.1302 |
1.1302 |
1.1421 |
|
| S3 |
1.1176 |
1.1247 |
1.1410 |
|
| S4 |
1.1050 |
1.1121 |
1.1375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1482 |
1.1356 |
0.0126 |
1.1% |
0.0066 |
0.6% |
70% |
False |
False |
190,894 |
| 10 |
1.1493 |
1.1223 |
0.0271 |
2.4% |
0.0077 |
0.7% |
82% |
False |
False |
226,518 |
| 20 |
1.1493 |
1.1173 |
0.0320 |
2.8% |
0.0069 |
0.6% |
85% |
False |
False |
182,904 |
| 40 |
1.1493 |
1.0927 |
0.0567 |
4.9% |
0.0073 |
0.6% |
91% |
False |
False |
95,703 |
| 60 |
1.1493 |
1.0687 |
0.0806 |
7.0% |
0.0072 |
0.6% |
94% |
False |
False |
64,050 |
| 80 |
1.1493 |
1.0656 |
0.0838 |
7.3% |
0.0069 |
0.6% |
94% |
False |
False |
48,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1615 |
|
2.618 |
1.1555 |
|
1.618 |
1.1519 |
|
1.000 |
1.1496 |
|
0.618 |
1.1482 |
|
HIGH |
1.1460 |
|
0.618 |
1.1446 |
|
0.500 |
1.1441 |
|
0.382 |
1.1437 |
|
LOW |
1.1423 |
|
0.618 |
1.1400 |
|
1.000 |
1.1387 |
|
1.618 |
1.1364 |
|
2.618 |
1.1327 |
|
4.250 |
1.1268 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1443 |
1.1439 |
| PP |
1.1442 |
1.1433 |
| S1 |
1.1441 |
1.1427 |
|