CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1438 |
1.1511 |
0.0073 |
0.6% |
1.1441 |
| High |
1.1510 |
1.1525 |
0.0016 |
0.1% |
1.1530 |
| Low |
1.1429 |
1.1473 |
0.0044 |
0.4% |
1.1409 |
| Close |
1.1504 |
1.1518 |
0.0014 |
0.1% |
1.1504 |
| Range |
0.0081 |
0.0052 |
-0.0029 |
-35.4% |
0.0121 |
| ATR |
0.0075 |
0.0074 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
204,314 |
140,478 |
-63,836 |
-31.2% |
1,007,587 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1661 |
1.1642 |
1.1547 |
|
| R3 |
1.1609 |
1.1590 |
1.1532 |
|
| R2 |
1.1557 |
1.1557 |
1.1528 |
|
| R1 |
1.1538 |
1.1538 |
1.1523 |
1.1548 |
| PP |
1.1505 |
1.1505 |
1.1505 |
1.1510 |
| S1 |
1.1486 |
1.1486 |
1.1513 |
1.1496 |
| S2 |
1.1453 |
1.1453 |
1.1508 |
|
| S3 |
1.1401 |
1.1434 |
1.1504 |
|
| S4 |
1.1349 |
1.1382 |
1.1489 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1795 |
1.1571 |
|
| R3 |
1.1723 |
1.1674 |
1.1537 |
|
| R2 |
1.1602 |
1.1602 |
1.1526 |
|
| R1 |
1.1553 |
1.1553 |
1.1515 |
1.1578 |
| PP |
1.1481 |
1.1481 |
1.1481 |
1.1493 |
| S1 |
1.1432 |
1.1432 |
1.1493 |
1.1457 |
| S2 |
1.1360 |
1.1360 |
1.1482 |
|
| S3 |
1.1239 |
1.1311 |
1.1471 |
|
| S4 |
1.1118 |
1.1190 |
1.1437 |
|
|
| 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% |
0.0083 |
0.7% |
90% |
False |
False |
203,844 |
| 10 |
1.1530 |
1.1356 |
0.0174 |
1.5% |
0.0074 |
0.6% |
93% |
False |
False |
197,369 |
| 20 |
1.1530 |
1.1173 |
0.0357 |
3.1% |
0.0073 |
0.6% |
97% |
False |
False |
197,831 |
| 40 |
1.1530 |
1.1168 |
0.0362 |
3.1% |
0.0072 |
0.6% |
97% |
False |
False |
120,947 |
| 60 |
1.1530 |
1.0763 |
0.0768 |
6.7% |
0.0073 |
0.6% |
98% |
False |
False |
81,007 |
| 80 |
1.1530 |
1.0656 |
0.0875 |
7.6% |
0.0070 |
0.6% |
99% |
False |
False |
60,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1746 |
|
2.618 |
1.1661 |
|
1.618 |
1.1609 |
|
1.000 |
1.1577 |
|
0.618 |
1.1557 |
|
HIGH |
1.1525 |
|
0.618 |
1.1505 |
|
0.500 |
1.1499 |
|
0.382 |
1.1493 |
|
LOW |
1.1473 |
|
0.618 |
1.1441 |
|
1.000 |
1.1421 |
|
1.618 |
1.1389 |
|
2.618 |
1.1337 |
|
4.250 |
1.1252 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1512 |
1.1501 |
| PP |
1.1505 |
1.1484 |
| S1 |
1.1499 |
1.1467 |
|