CME Euro FX (E) Future September 2017
| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1554 |
1.1668 |
0.0114 |
1.0% |
1.1511 |
| High |
1.1694 |
1.1718 |
0.0024 |
0.2% |
1.1718 |
| Low |
1.1514 |
1.1654 |
0.0140 |
1.2% |
1.1473 |
| Close |
1.1659 |
1.1713 |
0.0054 |
0.5% |
1.1713 |
| Range |
0.0181 |
0.0065 |
-0.0116 |
-64.3% |
0.0245 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
368,819 |
204,805 |
-164,014 |
-44.5% |
1,152,342 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1888 |
1.1865 |
1.1748 |
|
| R3 |
1.1824 |
1.1801 |
1.1731 |
|
| R2 |
1.1759 |
1.1759 |
1.1725 |
|
| R1 |
1.1736 |
1.1736 |
1.1719 |
1.1748 |
| PP |
1.1695 |
1.1695 |
1.1695 |
1.1701 |
| S1 |
1.1672 |
1.1672 |
1.1707 |
1.1683 |
| S2 |
1.1630 |
1.1630 |
1.1701 |
|
| S3 |
1.1566 |
1.1607 |
1.1695 |
|
| S4 |
1.1501 |
1.1543 |
1.1678 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2370 |
1.2286 |
1.1848 |
|
| R3 |
1.2125 |
1.2041 |
1.1780 |
|
| R2 |
1.1880 |
1.1880 |
1.1758 |
|
| R1 |
1.1796 |
1.1796 |
1.1735 |
1.1838 |
| PP |
1.1635 |
1.1635 |
1.1635 |
1.1656 |
| S1 |
1.1551 |
1.1551 |
1.1691 |
1.1593 |
| S2 |
1.1390 |
1.1390 |
1.1668 |
|
| S3 |
1.1145 |
1.1306 |
1.1646 |
|
| S4 |
1.0900 |
1.1061 |
1.1578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1718 |
1.1473 |
0.0245 |
2.1% |
0.0092 |
0.8% |
98% |
True |
False |
230,468 |
| 10 |
1.1718 |
1.1409 |
0.0309 |
2.6% |
0.0086 |
0.7% |
98% |
True |
False |
215,992 |
| 20 |
1.1718 |
1.1196 |
0.0522 |
4.5% |
0.0083 |
0.7% |
99% |
True |
False |
221,214 |
| 40 |
1.1718 |
1.1173 |
0.0545 |
4.7% |
0.0074 |
0.6% |
99% |
True |
False |
146,009 |
| 60 |
1.1718 |
1.0910 |
0.0808 |
6.9% |
0.0075 |
0.6% |
99% |
True |
False |
97,816 |
| 80 |
1.1718 |
1.0656 |
0.1063 |
9.1% |
0.0073 |
0.6% |
100% |
True |
False |
73,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1992 |
|
2.618 |
1.1887 |
|
1.618 |
1.1822 |
|
1.000 |
1.1783 |
|
0.618 |
1.1758 |
|
HIGH |
1.1718 |
|
0.618 |
1.1693 |
|
0.500 |
1.1686 |
|
0.382 |
1.1678 |
|
LOW |
1.1654 |
|
0.618 |
1.1614 |
|
1.000 |
1.1589 |
|
1.618 |
1.1549 |
|
2.618 |
1.1485 |
|
4.250 |
1.1379 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1704 |
1.1681 |
| PP |
1.1695 |
1.1648 |
| S1 |
1.1686 |
1.1616 |
|