CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1441 |
1.1440 |
-0.0001 |
0.0% |
1.1467 |
| High |
1.1460 |
1.1521 |
0.0062 |
0.5% |
1.1482 |
| Low |
1.1423 |
1.1424 |
0.0001 |
0.0% |
1.1356 |
| Close |
1.1445 |
1.1518 |
0.0074 |
0.6% |
1.1445 |
| Range |
0.0037 |
0.0098 |
0.0061 |
167.1% |
0.0126 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.8% |
0.0000 |
| Volume |
128,842 |
188,681 |
59,839 |
46.4% |
825,632 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1780 |
1.1747 |
1.1572 |
|
| R3 |
1.1683 |
1.1649 |
1.1545 |
|
| R2 |
1.1585 |
1.1585 |
1.1536 |
|
| R1 |
1.1552 |
1.1552 |
1.1527 |
1.1568 |
| PP |
1.1488 |
1.1488 |
1.1488 |
1.1496 |
| S1 |
1.1454 |
1.1454 |
1.1509 |
1.1471 |
| S2 |
1.1390 |
1.1390 |
1.1500 |
|
| S3 |
1.1293 |
1.1357 |
1.1491 |
|
| S4 |
1.1195 |
1.1259 |
1.1464 |
|
|
| 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 |
1.1521 |
1.1356 |
0.0165 |
1.4% |
0.0071 |
0.6% |
98% |
True |
False |
195,037 |
| 10 |
1.1521 |
1.1230 |
0.0292 |
2.5% |
0.0082 |
0.7% |
99% |
True |
False |
229,461 |
| 20 |
1.1521 |
1.1173 |
0.0348 |
3.0% |
0.0072 |
0.6% |
99% |
True |
False |
189,947 |
| 40 |
1.1521 |
1.0988 |
0.0533 |
4.6% |
0.0074 |
0.6% |
99% |
True |
False |
100,397 |
| 60 |
1.1521 |
1.0687 |
0.0834 |
7.2% |
0.0072 |
0.6% |
100% |
True |
False |
67,189 |
| 80 |
1.1521 |
1.0656 |
0.0866 |
7.5% |
0.0070 |
0.6% |
100% |
True |
False |
50,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1935 |
|
2.618 |
1.1776 |
|
1.618 |
1.1679 |
|
1.000 |
1.1619 |
|
0.618 |
1.1581 |
|
HIGH |
1.1521 |
|
0.618 |
1.1484 |
|
0.500 |
1.1472 |
|
0.382 |
1.1461 |
|
LOW |
1.1424 |
|
0.618 |
1.1363 |
|
1.000 |
1.1326 |
|
1.618 |
1.1266 |
|
2.618 |
1.1168 |
|
4.250 |
1.1009 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1503 |
1.1502 |
| PP |
1.1488 |
1.1487 |
| S1 |
1.1472 |
1.1471 |
|