CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1511 |
1.1516 |
0.0006 |
0.0% |
1.1441 |
| High |
1.1525 |
1.1622 |
0.0097 |
0.8% |
1.1530 |
| Low |
1.1473 |
1.1509 |
0.0036 |
0.3% |
1.1409 |
| Close |
1.1518 |
1.1599 |
0.0081 |
0.7% |
1.1504 |
| Range |
0.0052 |
0.0113 |
0.0061 |
117.3% |
0.0121 |
| ATR |
0.0074 |
0.0076 |
0.0003 |
3.8% |
0.0000 |
| Volume |
140,478 |
264,281 |
123,803 |
88.1% |
1,007,587 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1916 |
1.1870 |
1.1661 |
|
| R3 |
1.1803 |
1.1757 |
1.1630 |
|
| R2 |
1.1690 |
1.1690 |
1.1619 |
|
| R1 |
1.1644 |
1.1644 |
1.1609 |
1.1667 |
| PP |
1.1577 |
1.1577 |
1.1577 |
1.1588 |
| S1 |
1.1531 |
1.1531 |
1.1588 |
1.1554 |
| S2 |
1.1464 |
1.1464 |
1.1578 |
|
| S3 |
1.1351 |
1.1418 |
1.1567 |
|
| S4 |
1.1238 |
1.1305 |
1.1536 |
|
|
| 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 |
1.1622 |
1.1409 |
0.0213 |
1.8% |
0.0086 |
0.7% |
89% |
True |
False |
218,964 |
| 10 |
1.1622 |
1.1356 |
0.0266 |
2.3% |
0.0079 |
0.7% |
91% |
True |
False |
207,000 |
| 20 |
1.1622 |
1.1173 |
0.0449 |
3.9% |
0.0075 |
0.6% |
95% |
True |
False |
204,123 |
| 40 |
1.1622 |
1.1173 |
0.0449 |
3.9% |
0.0072 |
0.6% |
95% |
True |
False |
127,516 |
| 60 |
1.1622 |
1.0902 |
0.0720 |
6.2% |
0.0074 |
0.6% |
97% |
True |
False |
85,404 |
| 80 |
1.1622 |
1.0656 |
0.0967 |
8.3% |
0.0071 |
0.6% |
98% |
True |
False |
64,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2102 |
|
2.618 |
1.1918 |
|
1.618 |
1.1805 |
|
1.000 |
1.1735 |
|
0.618 |
1.1692 |
|
HIGH |
1.1622 |
|
0.618 |
1.1579 |
|
0.500 |
1.1566 |
|
0.382 |
1.1552 |
|
LOW |
1.1509 |
|
0.618 |
1.1439 |
|
1.000 |
1.1396 |
|
1.618 |
1.1326 |
|
2.618 |
1.1213 |
|
4.250 |
1.1029 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1588 |
1.1574 |
| PP |
1.1577 |
1.1550 |
| S1 |
1.1566 |
1.1526 |
|