CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1440 |
1.1506 |
0.0066 |
0.6% |
1.1467 |
| High |
1.1521 |
1.1530 |
0.0009 |
0.1% |
1.1482 |
| Low |
1.1424 |
1.1432 |
0.0008 |
0.1% |
1.1356 |
| Close |
1.1518 |
1.1455 |
-0.0063 |
-0.5% |
1.1445 |
| Range |
0.0098 |
0.0099 |
0.0001 |
1.0% |
0.0126 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.6% |
0.0000 |
| Volume |
188,681 |
242,103 |
53,422 |
28.3% |
825,632 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1768 |
1.1710 |
1.1509 |
|
| R3 |
1.1669 |
1.1611 |
1.1482 |
|
| R2 |
1.1571 |
1.1571 |
1.1473 |
|
| R1 |
1.1513 |
1.1513 |
1.1464 |
1.1493 |
| PP |
1.1472 |
1.1472 |
1.1472 |
1.1462 |
| S1 |
1.1414 |
1.1414 |
1.1446 |
1.1394 |
| S2 |
1.1374 |
1.1374 |
1.1437 |
|
| S3 |
1.1275 |
1.1316 |
1.1428 |
|
| S4 |
1.1177 |
1.1217 |
1.1401 |
|
|
| 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 |
1.1530 |
1.1372 |
0.0158 |
1.4% |
0.0078 |
0.7% |
53% |
True |
False |
192,017 |
| 10 |
1.1530 |
1.1341 |
0.0189 |
1.6% |
0.0075 |
0.7% |
60% |
True |
False |
223,950 |
| 20 |
1.1530 |
1.1173 |
0.0357 |
3.1% |
0.0075 |
0.7% |
79% |
True |
False |
198,135 |
| 40 |
1.1530 |
1.1048 |
0.0483 |
4.2% |
0.0074 |
0.6% |
84% |
True |
False |
106,429 |
| 60 |
1.1530 |
1.0721 |
0.0810 |
7.1% |
0.0073 |
0.6% |
91% |
True |
False |
71,222 |
| 80 |
1.1530 |
1.0656 |
0.0875 |
7.6% |
0.0070 |
0.6% |
91% |
True |
False |
53,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1949 |
|
2.618 |
1.1788 |
|
1.618 |
1.1689 |
|
1.000 |
1.1629 |
|
0.618 |
1.1591 |
|
HIGH |
1.1530 |
|
0.618 |
1.1492 |
|
0.500 |
1.1481 |
|
0.382 |
1.1469 |
|
LOW |
1.1432 |
|
0.618 |
1.1371 |
|
1.000 |
1.1333 |
|
1.618 |
1.1272 |
|
2.618 |
1.1174 |
|
4.250 |
1.1013 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1481 |
1.1477 |
| PP |
1.1472 |
1.1469 |
| S1 |
1.1464 |
1.1462 |
|