CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1506 |
1.1452 |
-0.0054 |
-0.5% |
1.1467 |
| High |
1.1530 |
1.1495 |
-0.0036 |
-0.3% |
1.1482 |
| Low |
1.1432 |
1.1409 |
-0.0023 |
-0.2% |
1.1356 |
| Close |
1.1455 |
1.1444 |
-0.0012 |
-0.1% |
1.1445 |
| Range |
0.0099 |
0.0086 |
-0.0013 |
-13.2% |
0.0126 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.1% |
0.0000 |
| Volume |
242,103 |
243,647 |
1,544 |
0.6% |
825,632 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1706 |
1.1660 |
1.1491 |
|
| R3 |
1.1620 |
1.1575 |
1.1467 |
|
| R2 |
1.1535 |
1.1535 |
1.1459 |
|
| R1 |
1.1489 |
1.1489 |
1.1451 |
1.1469 |
| PP |
1.1449 |
1.1449 |
1.1449 |
1.1439 |
| S1 |
1.1404 |
1.1404 |
1.1436 |
1.1384 |
| S2 |
1.1364 |
1.1364 |
1.1428 |
|
| S3 |
1.1278 |
1.1318 |
1.1420 |
|
| S4 |
1.1193 |
1.1233 |
1.1396 |
|
|
| 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 |
1.1409 |
0.0121 |
1.1% |
0.0076 |
0.7% |
29% |
False |
True |
200,812 |
| 10 |
1.1530 |
1.1356 |
0.0174 |
1.5% |
0.0074 |
0.6% |
50% |
False |
False |
210,089 |
| 20 |
1.1530 |
1.1173 |
0.0357 |
3.1% |
0.0074 |
0.6% |
76% |
False |
False |
196,852 |
| 40 |
1.1530 |
1.1145 |
0.0385 |
3.4% |
0.0073 |
0.6% |
78% |
False |
False |
112,470 |
| 60 |
1.1530 |
1.0763 |
0.0768 |
6.7% |
0.0073 |
0.6% |
89% |
False |
False |
75,276 |
| 80 |
1.1530 |
1.0656 |
0.0875 |
7.6% |
0.0071 |
0.6% |
90% |
False |
False |
56,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1858 |
|
2.618 |
1.1718 |
|
1.618 |
1.1633 |
|
1.000 |
1.1580 |
|
0.618 |
1.1547 |
|
HIGH |
1.1495 |
|
0.618 |
1.1462 |
|
0.500 |
1.1452 |
|
0.382 |
1.1442 |
|
LOW |
1.1409 |
|
0.618 |
1.1356 |
|
1.000 |
1.1324 |
|
1.618 |
1.1271 |
|
2.618 |
1.1185 |
|
4.250 |
1.1046 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1470 |
| PP |
1.1449 |
1.1461 |
| S1 |
1.1446 |
1.1452 |
|